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

Tradesignal - Strategy Performance Report

Zusammengestellt am 29.12.2012 17:36:52
Performance für Wheat - W c1 CBT LAST Täglich
 Alle TradesLong TradesShort Trades
Total Net ProfitUSX 3535000,00USX 1442500,00USX 2092500,00
Gross ProfitUSX 4131250,00USX 1847500,00USX 2283750,00
Gross Loss(USX 596250,00)(USX 405000,00)(USX 191250,00)
Profit Factor6,934,5611,94
    
Open Position P/LUSX 0,00USX 0,00USX 0,00
    
Total Number of Trades1257
Percent Profitable33,33%40,00%28,57%
Number of Winning Trades422
Number of Losing Trades835
Number of Even Trades000
Number of Winning Bars731325406
Number of Losing Bars786318468
Number of Even Bars000
    
Average Trade Net ProfitUSX 294583,33USX 288500,00USX 298928,57
Average Winning TradeUSX 1032812,50USX 923750,00USX 1141875,00
Average Losing Trade(USX 74531,25)(USX 135000,00)(USX 38250,00)
Ratio Avg.Win.:Avg.Los.13,866,8429,85
Largest Winning TradeUSX 1827500,00USX 1827500,00USX 1708750,00
Largest Losing Trade(USX 246250,00)(USX 246250,00)(USX 62500,00)
    
Max. Consecutive Winning Trades211
Max. Consecutive Losing Trades424
Average Bars In Total Tradesk.A.128,60124,86
Total Bars in Tradek.A.643874
Average Bars in Winning Trades182,75162,50203,00
Average Bars in Losing Trades98,25106,0093,60
Average Bars in Even Trades0,000,000,00
Number of Consecutive Losing Trades121
Number of Consecutive Winning Trades111
    
Max. Shares/Contracts Held111
Total Shares/Contracts Held1257
Total CommissionUSX 0,00USX 0,00USX 0,00
Total SlippageUSX 0,00USX 0,00USX 0,00
Account Size RequiredUSX 246250,00USX 387500,00USX 157500,00
    
Return On Account1435,53%372,26%1328,57%
    
Sharpe Ratio0,230,250,20
Average Sharpe Ratio(0,05)0,17(0,15)
Fröhlich-Faktor10,56  
    
Startdatum06.08.2004  
Enddatum28.12.2012  
Handelsperiode3066 Tage  
Im Markt aktiv2313 Tage  
Percent of Time in the Market75,44%  
    
Max. Drawdown(USX 246250,00)(USX 387500,00)(USX 157500,00)
Datum Max. Drawdown18.12.201218.12.201201.02.2006
Max. Intraday Drawdown(USX 2422500,50)(USX 2402500,50)(USX 1102500,50)
Total Positions1257
Position Changes241014
Total Closed Positions1257
Periodische Erträge ( monatlich)
PeriodeNet ProfitAnzahl Trades% Profitabel
Aug. 20040,000 
Sep. 200445000,000 
Okt. 2004(48750,00)0 
Nov. 2004133750,000 
Dez. 2004(27500,00)0 
    
Jan. 200582500,000 
Feb. 2005(231250,00)0 
Mrz. 200518750,0010,00%
Apr. 20050,000 
Mai 20050,000 
Jun. 2005(55000,00)10,00%
Jul. 20050,000 
Aug. 200590000,000 
Sep. 2005(158750,00)0 
Okt. 200538750,0010,00%
Nov. 200565000,000 
Dez. 2005(103750,00)0 
    
Jan. 2006(20000,00)0 
Feb. 2006162500,0010,00%
Mrz. 2006(147500,00)0 
Apr. 2006(7500,00)0 
Mai 2006188750,000 
Jun. 2006(162500,00)1100,00%
Jul. 20060,000 
Aug. 20060,000 
Sep. 20060,000 
Okt. 2006190000,000 
Nov. 200695000,000 
Dez. 2006(85000,00)0 
    
Jan. 2007(167500,00)0 
Feb. 2007(50000,00)10,00%
Mrz. 20070,000 
Apr. 20070,000 
Mai 2007127500,000 
Jun. 2007325000,000 
Jul. 2007190000,000 
Aug. 2007685000,000 
Sep. 2007762500,000 
Okt. 2007(655000,00)0 
Nov. 2007295000,000 
Dez. 200737500,000 
    
Jan. 2008222500,000 
Feb. 2008717500,000 
Mrz. 2008(770000,00)0 
Apr. 2008(110000,00)1100,00%
Mai 20080,000 
Jun. 2008100000,000 
Jul. 2008370000,000 
Aug. 200818750,000 
Sep. 2008581250,000 
Okt. 2008718750,000 
Nov. 2008(8750,00)0 
Dez. 2008(283750,00)0 
    
Jan. 2009213750,000 
Feb. 2009287500,000 
Mrz. 2009(62500,00)0 
Apr. 200942500,000 
Mai 2009(268750,00)1100,00%
Jun. 20090,000 
Jul. 2009(36250,00)0 
Aug. 2009286250,000 
Sep. 2009223750,000 
Okt. 2009(183750,00)0 
Nov. 2009(363750,00)0 
Dez. 2009223750,000 
    
Jan. 2010337500,000 
Feb. 2010(162500,00)0 
Mrz. 2010331250,000 
Apr. 2010(197500,00)0 
Mai 2010196250,000 
Jun. 2010(35000,00)0 
Jul. 2010(391249,50)10,00%
Aug. 2010(12500,00)0 
Sep. 2010(78750,00)0 
Okt. 2010216250,000 
Nov. 2010(326250,00)0 
Dez. 2010511250,000 
    
Jan. 2011232499,500 
Feb. 2011(291249,50)0 
Mrz. 2011(655000,50)10,00%
Apr. 20110,000 
Mai 20110,000 
Jun. 2011595000,000 
Jul. 2011(365000,50)0 
Aug. 2011(350000,00)0 
Sep. 2011843750,500 
Okt. 2011(88750,00)0 
Nov. 2011161250,000 
Dez. 2011(202500,50)0 
    
Jan. 2012(80000,00)0 
Feb. 201215000,000 
Mrz. 20121250,000 
Apr. 201245000,501100,00%
Mai 20120,000 
Jun. 20120,000 
Jul. 2012363750,500 
Aug. 2012(40000,00)0 
Sep. 2012(12500,00)0 
Okt. 2012(175000,00)0 
Nov. 201227500,000 
Dez. 2012(410000,50)10,00%
Periodische Erträge (per Quartal)
PeriodeNet ProfitAnzahl Trades% Profitabel
3. Quartal 200445000,000 
4. Quartal 200457500,000 
    
1. Quartal 2005(130000,00)10,00%
2. Quartal 2005(55000,00)10,00%
3. Quartal 2005(68750,00)0 
4. Quartal 20050,0010,00%
    
1. Quartal 2006(5000,00)10,00%
2. Quartal 200618750,001100,00%
3. Quartal 20060,000 
4. Quartal 2006200000,000 
    
1. Quartal 2007(217500,00)10,00%
2. Quartal 2007452500,000 
3. Quartal 20071637500,000 
4. Quartal 2007(322500,00)0 
    
1. Quartal 2008170000,000 
2. Quartal 2008(10000,00)1100,00%
3. Quartal 2008970000,000 
4. Quartal 2008426250,000 
    
1. Quartal 2009438750,000 
2. Quartal 2009(226250,00)1100,00%
3. Quartal 2009473750,000 
4. Quartal 2009(323750,00)0 
    
1. Quartal 2010506250,000 
2. Quartal 2010(36250,00)0 
3. Quartal 2010(482499,50)10,00%
4. Quartal 2010401250,000 
    
1. Quartal 2011(713750,50)10,00%
2. Quartal 2011595000,000 
3. Quartal 2011128750,000 
4. Quartal 2011(130000,50)0 
    
1. Quartal 2012(63750,00)0 
2. Quartal 201245000,501100,00%
3. Quartal 2012311250,500 
4. Quartal 2012(557500,50)10,00%
Periodische Erträge (jährlich)
PeriodeNet ProfitAnzahl Trades% Profitabel
2004102500,000 
2005(253750,00)30,00%
2006213750,00250,00%
20071550000,0010,00%
20081556250,001100,00%
2009362500,001100,00%
2010388750,5010,00%
2011(120001,00)10,00%
2012(264999,50)250,00%