Statistiken Trades: 1
Global | Erträge/Monat | Erträge/Quartal | Erträge/Jahr

Tradesignal - Strategy Performance Report

Zusammengestellt am 13.10.2012 17:16:30
Performance für S&P 500 INDEX - .INX LAST Wöchentlich
 Alle TradesLong TradesShort Trades
Total Net ProfitXXP 1391245,23XXP 523441,95XXP 867803,28
Gross ProfitXXP 1552609,74XXP 548189,19XXP 1004420,55
Gross Loss(XXP 161364,51)(XXP 24747,24)(XXP 136617,27)
Profit Factor9,6222,157,35
    
Open Position P/LXXP 85438,44XXP 85438,44XXP 0,00
    
Total Number of Trades1174
Percent Profitable72,73%85,71%50,00%
Number of Winning Trades862
Number of Losing Trades312
Number of Even Trades000
Number of Winning Bars542337205
Number of Losing Bars724032
Number of Even Bars000
    
Average Trade Net ProfitXXP 126476,84XXP 74777,42XXP 216950,82
Average Winning TradeXXP 194076,22XXP 91364,87XXP 502210,27
Average Losing Trade(XXP 53788,17)(XXP 24747,24)(XXP 68308,64)
Ratio Avg.Win.:Avg.Los.3,613,697,35
Largest Winning TradeXXP 529028,43XXP 169048,77XXP 529028,43
Largest Losing Trade(XXP 111260,64)(XXP 24747,24)(XXP 111260,64)
    
Max. Consecutive Winning Trades862
Max. Consecutive Losing Trades312
Average Bars In Total Tradesk.A.53,8659,25
Total Bars in Tradek.A.377237
Average Bars in Winning Trades67,7556,17102,50
Average Bars in Losing Trades24,0040,0016,00
Average Bars in Even Trades0,000,000,00
Number of Consecutive Losing Trades312
Number of Consecutive Winning Trades862
    
Max. Shares/Contracts Held999999999
Total Shares/Contracts Held1198879923996
Total CommissionXXP 138,00XXP 90,00XXP 48,00
Total SlippageXXP 0,00XXP 0,00XXP 0,00
Account Size RequiredXXP 161370,51XXP 24753,24XXP 136617,27
    
Return On Account862,14%2114,64%635,21%
    
Sharpe Ratio0,230,230,23
Average Sharpe Ratio0,190,200,12
Fröhlich-Faktor16,70  
    
Startdatum01.01.1999  
Enddatum14.10.2012  
Handelsperiode5035 Tage  
Im Markt aktiv4459 Tage  
Percent of Time in the Market88,56%  
    
Max. Drawdown(XXP 161370,51)(XXP 24753,24)(XXP 136617,27)
Datum Max. Drawdown19.02.201219.02.201222.01.2012
Max. Intraday Drawdown(XXP 400129,56)(XXP 248183,55)(XXP 414269,31)
Total Positions1284
Position Changes23158
Total Closed Positions1174
Periodische Erträge ( monatlich)
PeriodeNet ProfitAnzahl Trades% Profitabel
Jan. 199950353,600 
Feb. 1999(41268,75)0 
Mrz. 199944425,620 
Apr. 199973975,880 
Mai 1999(54955,00)0 
Jun. 199913456,620 
Jul. 199941588,250 
Aug. 1999(8661,25)0 
Sep. 1999(70839,12)0 
Okt. 19995788,211100,00%
Nov. 19990,000 
Dez. 199942511,410 
    
Jan. 2000(98081,75)0 
Feb. 2000(26773,25)0 
Mrz. 2000193905,880 
Apr. 2000(74954,88)0 
Mai 2000(74335,62)0 
Jun. 200063396,500 
Jul. 2000(21568,38)0 
Aug. 200086473,380 
Sep. 2000(57672,25)0 
Okt. 2000(7038,93)1100,00%
Nov. 200086896,990 
Dez. 200021468,500 
    
Jan. 2001(34635,25)0 
Feb. 2001108980,880 
Mrz. 2001105924,000 
Apr. 2001(113106,87)0 
Mai 2001(24815,13)0 
Jun. 200152487,500 
Jul. 200119510,500 
Aug. 200120869,000 
Sep. 2001143846,120 
Okt. 2001(63606,37)0 
Nov. 2001(45684,25)0 
Dez. 2001(10669,37)0 
    
Jan. 200227712,250 
Feb. 200243396,620 
Mrz. 2002(57492,50)0 
Apr. 200270999,000 
Mai 2002(7492,50)0 
Jun. 200293905,940 
Jul. 2002136843,000 
Aug. 2002(87931,94)0 
Sep. 2002113376,500 
Okt. 2002(70209,75)0 
Nov. 2002(32867,06)0 
Dez. 200255094,810 
    
Jan. 200313986,000 
Feb. 200313216,810 
Mrz. 2003(15314,69)0 
Apr. 2003(35274,69)0 
Mai 2003(385,62)1100,00%
Jun. 200344009,910 
Jul. 200322437,560 
Aug. 20039320,690 
Sep. 2003(11148,87)0 
Okt. 200332028,000 
Nov. 200329260,630 
Dez. 200337652,370 
    
Jan. 200445614,370 
Feb. 20043386,500 
Mrz. 2004(36843,00)0 
Apr. 200432507,380 
Mai 2004(19900,00)0 
Jun. 200413736,250 
Jul. 2004(33013,01)1100,00%
Aug. 20040,000 
Sep. 20040,000 
Okt. 20040,000 
Nov. 200416457,540 
Dez. 200427452,500 
    
Jan. 2005(38731,25)0 
Feb. 200539970,000 
Mrz. 2005(39910,00)0 
Apr. 2005(19280,75)0 
Mai 200546613,370 
Jun. 2005(7202,87)0 
Jul. 200542567,500 
Aug. 2005(29051,00)0 
Sep. 200510179,870 
Okt. 2005(16863,12)0 
Nov. 200569770,130 
Dez. 2005409,620 
    
Jan. 200615044,880 
Feb. 20065704,370 
Mrz. 200613506,380 
Apr. 20067652,370 
Mai 2006(30419,50)0 
Jun. 2006(27628,38)1100,00%
Jul. 20060,000 
Aug. 20060,000 
Sep. 20060,000 
Okt. 200641292,630 
Nov. 200623586,380 
Dez. 200617332,750 
    
Jan. 20073876,120 
Feb. 200728980,880 
Mrz. 2007(15064,88)0 
Apr. 200757902,000 
Mai 200721638,370 
Jun. 2007(13156,75)0 
Jul. 2007(43566,50)0 
Aug. 200720399,620 
Sep. 200747332,620 
Okt. 20078521,500 
Nov. 2007(94485,50)0 
Dez. 200734,011100,00%
    
Jan. 200883300,620 
Feb. 2008(22477,50)0 
Mrz. 200837852,120 
Apr. 2008(82537,38)0 
Mai 200821888,000 
Jun. 200897452,500 
Jul. 200820599,380 
Aug. 2008(25044,88)0 
Sep. 200869750,130 
Okt. 2008335903,750 
Nov. 2008(19450,50)0 
Dez. 200823416,560 
    
Jan. 200940809,130 
Feb. 200961838,120 
Mrz. 2009(45844,12)0 
Apr. 2009(50239,69)0 
Mai 2009(52857,12)0 
Jun. 2009(18967,01)1100,00%
Jul. 20090,000 
Aug. 200950243,750 
Sep. 200915434,500 
Okt. 200935184,750 
Nov. 200911878,120 
Dez. 200934955,000 
    
Jan. 2010(52557,38)0 
Feb. 201030589,380 
Mrz. 201062037,880 
Apr. 201050639,370 
Mai 2010(127742,13)0 
Jun. 2010(2113,92)1100,00%
Jul. 2010(25410,60)0 
Aug. 201038032,000 
Sep. 2010(37978,02)10,00%
Okt. 20100,000 
Nov. 2010(33812,14)0 
Dez. 201067302,630 
    
Jan. 201119550,380 
Feb. 201143496,500 
Mrz. 2011(6074,00)0 
Apr. 201123556,500 
Mai 2011(6273,75)0 
Jun. 2011(62587,37)0 
Jul. 201123806,250 
Aug. 2011(91660,22)10,00%
Sep. 201140329,630 
Okt. 2011(148501,37)0 
Nov. 2011126283,500 
Dez. 2011(106553,25)0 
    
Jan. 2012(24871,15)10,00%
Feb. 201222651,310 
Mrz. 201231338,630 
Apr. 20126243,750 
Mai 2012(85454,50)0 
Jun. 201217182,870 
Jul. 201250899,000 
Aug. 201225134,870 
Sep. 201229510,500 
Okt. 2012(12068,00)0 
Periodische Erträge (per Quartal)
PeriodeNet ProfitAnzahl Trades% Profitabel
1. Quartal 199953510,480 
2. Quartal 199932477,500 
3. Quartal 1999(37912,12)0 
4. Quartal 199948299,621100,00%
    
1. Quartal 200069050,880 
2. Quartal 2000(85894,00)0 
3. Quartal 20007232,750 
4. Quartal 2000101326,561100,00%
    
1. Quartal 2001180269,620 
2. Quartal 2001(85434,50)0 
3. Quartal 2001184225,620 
4. Quartal 2001(119960,00)0 
    
1. Quartal 200213616,370 
2. Quartal 2002157412,440 
3. Quartal 2002162287,560 
4. Quartal 2002(47982,00)0 
    
1. Quartal 200311888,120 
2. Quartal 20038349,601100,00%
3. Quartal 200320609,370 
4. Quartal 200398941,000 
    
1. Quartal 200412157,870 
2. Quartal 200426343,630 
3. Quartal 2004(33013,01)1100,00%
4. Quartal 200443910,040 
    
1. Quartal 2005(38671,25)0 
2. Quartal 200520129,750 
3. Quartal 200523696,370 
4. Quartal 200553316,630 
    
1. Quartal 200634255,630 
2. Quartal 2006(50395,51)1100,00%
3. Quartal 20060,000 
4. Quartal 200682211,750 
    
1. Quartal 200717792,130 
2. Quartal 200766383,620 
3. Quartal 200724165,750 
4. Quartal 2007(85929,99)1100,00%
    
1. Quartal 200898675,250 
2. Quartal 200836803,130 
3. Quartal 200865304,630 
4. Quartal 2008339869,810 
    
1. Quartal 200956803,130 
2. Quartal 2009(122063,82)1100,00%
3. Quartal 200965678,250 
4. Quartal 200982017,880 
    
1. Quartal 201040069,880 
2. Quartal 2010(79216,68)1100,00%
3. Quartal 2010(25356,63)10,00%
4. Quartal 201033490,490 
    
1. Quartal 201156972,880 
2. Quartal 2011(45304,63)0 
3. Quartal 2011(27524,34)10,00%
4. Quartal 2011(128771,12)0 
    
1. Quartal 201229118,7810,00%
2. Quartal 2012(62027,88)0 
3. Quartal 2012105544,370 
4. Quartal 2012(12068,00)0 
Periodische Erträge (jährlich)
PeriodeNet ProfitAnzahl Trades% Profitabel
199996375,481100,00%
200091716,181100,00%
2001159100,750 
2002285334,380 
2003139788,101100,00%
200449398,531100,00%
200558471,500 
200666071,861100,00%
200722411,511100,00%
2008540652,810 
200982435,441100,00%
2010(31012,94)250,00%
2011(144627,22)10,00%
201260567,2810,00%