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

Tradesignal - Strategy Performance Report

Zusammengestellt am 10.11.2012 14:22:26
Performance für USD/JPY Spot - USDJPY FXD LAST Täglich
 Alle TradesLong TradesShort Trades
Total Net ProfitJPY 3746,25JPY 1230,25JPY 2516,00
Gross ProfitJPY 4818,00JPY 1866,00JPY 2952,00
Gross Loss(JPY 1071,75)(JPY 635,75)(JPY 436,00)
Profit Factor4,502,946,77
    
Open Position P/L(JPY 91,25)(JPY 91,25)JPY 0,00
    
Total Number of Trades19811
Percent Profitable63,16%50,00%72,73%
Number of Winning Trades1248
Number of Losing Trades743
Number of Even Trades000
Number of Winning Bars18706371233
Number of Losing Bars393223170
Number of Even Bars000
    
Average Trade Net ProfitJPY 197,17JPY 153,78JPY 228,73
Average Winning TradeJPY 401,50JPY 466,50JPY 369,00
Average Losing Trade(JPY 153,11)(JPY 158,94)(JPY 145,33)
Ratio Avg.Win.:Avg.Los.2,622,942,54
Largest Winning TradeJPY 1065,00JPY 1065,00JPY 640,50
Largest Losing Trade(JPY 433,25)(JPY 433,25)(JPY 212,00)
    
Max. Consecutive Winning Trades426
Max. Consecutive Losing Trades221
Average Bars In Total Tradesk.A.107,50127,55
Total Bars in Tradek.A.8601403
Average Bars in Winning Trades155,83159,25154,12
Average Bars in Losing Trades56,1455,7556,67
Average Bars in Even Trades0,000,000,00
Number of Consecutive Losing Trades211
Number of Consecutive Winning Trades212
    
Max. Shares/Contracts Held100100100
Total Shares/Contracts Held20009001100
Total CommissionJPY 0,00JPY 0,00JPY 0,00
Total SlippageJPY 0,00JPY 0,00JPY 0,00
Account Size RequiredJPY 558,25JPY 590,75JPY 212,00
    
Return On Account671,07%208,25%1186,79%
    
Sharpe Ratio0,330,370,27
Average Sharpe Ratio0,300,320,15
Fröhlich-Faktor8,19  
    
Startdatum23.08.2000  
Enddatum09.11.2012  
Handelsperiode4461 Tage  
Im Markt aktiv3160 Tage  
Percent of Time in the Market70,84%  
    
Max. Drawdown(JPY 558,25)(JPY 590,75)(JPY 212,00)
Datum Max. Drawdown24.10.201204.06.201226.03.2010
Max. Intraday Drawdown(JPY 1417,75)(JPY 1386,00)(JPY 1417,75)
Total Positions20911
Position Changes391722
Total Closed Positions19811
Periodische Erträge ( monatlich)
PeriodeNet ProfitAnzahl Trades% Profitabel
Aug. 20000,000 
Sep. 20000,000 
Okt. 2000(18,00)0 
Nov. 2000150,500 
Dez. 2000403,500 
    
Jan. 2001218,000 
Feb. 200174,000 
Mrz. 2001889,500 
Apr. 2001(264,50)0 
Mai 2001(430,00)0 
Jun. 2001534,000 
Jul. 200139,000 
Aug. 2001(531,00)1100,00%
Sep. 20010,000 
Okt. 20010,000 
Nov. 2001(40,50)0 
Dez. 2001817,000 
    
Jan. 2002303,000 
Feb. 2002(137,00)0 
Mrz. 2002(61,50)0 
Apr. 2002(419,50)0 
Mai 2002(421,00)1100,00%
Jun. 2002452,500 
Jul. 2002(17,50)0 
Aug. 2002131,000 
Sep. 2002(325,00)0 
Okt. 2002(340,00)10,00%
Nov. 20020,000 
Dez. 20020,000 
    
Jan. 2003(9,00)0 
Feb. 2003180,000 
Mrz. 200311,000 
Apr. 2003(90,00)0 
Mai 2003(41,00)0 
Jun. 2003(38,50)0 
Jul. 200394,001100,00%
Aug. 20030,000 
Sep. 2003458,000 
Okt. 200384,000 
Nov. 200331,000 
Dez. 2003270,000 
    
Jan. 2004109,000 
Feb. 2004(334,00)0 
Mrz. 2004(190,00)1100,00%
Apr. 20040,000 
Mai 20040,000 
Jun. 20040,000 
Jul. 20040,000 
Aug. 20040,000 
Sep. 200449,000 
Okt. 2004280,0010,00%
Nov. 2004275,000 
Dez. 200442,000 
    
Jan. 2005(104,00)0 
Feb. 2005(93,00)0 
Mrz. 2005(263,00)1100,00%
Apr. 20050,000 
Mai 2005120,200 
Jun. 2005227,100 
Jul. 2005172,700 
Aug. 2005(184,80)0 
Sep. 2005286,800 
Okt. 2005289,000 
Nov. 2005341,500 
Dez. 2005(206,00)0 
    
Jan. 2006(56,00)0 
Feb. 2006(143,00)0 
Mrz. 2006201,000 
Apr. 2006(305,00)1100,00%
Mai 20060,000 
Jun. 20060,000 
Jul. 20060,000 
Aug. 2006101,000 
Sep. 200680,000 
Okt. 2006(132,25)0 
Nov. 2006(112,25)0 
Dez. 200636,0010,00%
    
Jan. 2007178,000 
Feb. 2007(231,50)0 
Mrz. 2007(93,50)10,00%
Apr. 20070,000 
Mai 2007168,500 
Jun. 2007145,000 
Jul. 2007(296,50)1100,00%
Aug. 2007(150,00)0 
Sep. 200798,000 
Okt. 2007(53,50)0 
Nov. 2007407,500 
Dez. 2007(43,75)0 
    
Jan. 2008523,500 
Feb. 2008271,000 
Mrz. 2008383,750 
Apr. 2008(409,50)0 
Mai 2008(152,00)0 
Jun. 2008(234,50)1100,00%
Jul. 20080,000 
Aug. 20080,000 
Sep. 20080,000 
Okt. 2008244,500 
Nov. 2008295,500 
Dez. 2008533,000 
    
Jan. 200931,250 
Feb. 2009(763,50)0 
Mrz. 200958,501100,00%
Apr. 20090,000 
Mai 20090,000 
Jun. 20090,000 
Jul. 2009(98,50)0 
Aug. 2009165,750 
Sep. 2009326,250 
Okt. 2009(34,50)0 
Nov. 2009372,000 
Dez. 2009(603,75)0 
    
Jan. 2010215,000 
Feb. 2010(174,75)1100,00%
Mrz. 2010(212,00)10,00%
Apr. 20100,000 
Mai 20100,000 
Jun. 201014,750 
Jul. 2010197,500 
Aug. 2010226,500 
Sep. 201064,250 
Okt. 2010312,250 
Nov. 2010(327,00)0 
Dez. 2010213,000 
    
Jan. 2011(52,25)0 
Feb. 201128,500 
Mrz. 2011(116,25)1100,00%
Apr. 2011136,000 
Mai 2011(36,00)0 
Jun. 201196,750 
Jul. 2011379,250 
Aug. 20117,750 
Sep. 2011(31,25)0 
Okt. 2011(129,25)0 
Nov. 201169,000 
Dez. 2011(57,25)1100,00%
    
Jan. 20120,000 
Feb. 20120,000 
Mrz. 201240,500 
Apr. 2012(299,50)0 
Mai 2012(146,00)0 
Jun. 2012(28,25)10,00%
Jul. 201250,750 
Aug. 2012(27,75)0 
Sep. 201249,750 
Okt. 2012(197,75)10,00%
Nov. 2012(91,25)0 
Periodische Erträge (per Quartal)
PeriodeNet ProfitAnzahl Trades% Profitabel
3. Quartal 20000,000 
4. Quartal 2000536,000 
    
1. Quartal 20011181,500 
2. Quartal 2001(160,50)0 
3. Quartal 2001(492,00)1100,00%
4. Quartal 2001776,500 
    
1. Quartal 2002104,500 
2. Quartal 2002(388,00)1100,00%
3. Quartal 2002(211,50)0 
4. Quartal 2002(340,00)10,00%
    
1. Quartal 2003182,000 
2. Quartal 2003(169,50)0 
3. Quartal 2003552,001100,00%
4. Quartal 2003385,000 
    
1. Quartal 2004(415,00)1100,00%
2. Quartal 20040,000 
3. Quartal 200449,000 
4. Quartal 2004597,0010,00%
    
1. Quartal 2005(460,00)1100,00%
2. Quartal 2005347,300 
3. Quartal 2005274,700 
4. Quartal 2005424,500 
    
1. Quartal 20062,000 
2. Quartal 2006(305,00)1100,00%
3. Quartal 2006181,000 
4. Quartal 2006(208,50)10,00%
    
1. Quartal 2007(147,00)10,00%
2. Quartal 2007313,500 
3. Quartal 2007(348,50)1100,00%
4. Quartal 2007310,250 
    
1. Quartal 20081178,250 
2. Quartal 2008(796,00)1100,00%
3. Quartal 20080,000 
4. Quartal 20081073,000 
    
1. Quartal 2009(673,75)1100,00%
2. Quartal 20090,000 
3. Quartal 2009393,500 
4. Quartal 2009(266,25)0 
    
1. Quartal 2010(171,75)250,00%
2. Quartal 201014,750 
3. Quartal 2010488,250 
4. Quartal 2010198,250 
    
1. Quartal 2011(140,00)1100,00%
2. Quartal 2011196,750 
3. Quartal 2011355,750 
4. Quartal 2011(117,50)1100,00%
    
1. Quartal 201240,500 
2. Quartal 2012(473,75)10,00%
3. Quartal 201272,750 
4. Quartal 2012(289,00)10,00%
Periodische Erträge (jährlich)
PeriodeNet ProfitAnzahl Trades% Profitabel
2000536,000 
20011305,501100,00%
2002(835,00)250,00%
2003949,501100,00%
2004231,00250,00%
2005586,501100,00%
2006(330,50)250,00%
2007128,25250,00%
20081455,251100,00%
2009(546,50)1100,00%
2010529,50250,00%
2011295,002100,00%
2012(649,50)20,00%