INVESTOX-Forum

Hallo,

hier paar daten da zu!
hier sind aber keine stopps berüksichtig!!!!
mit stopps is es noch bessTradeStation Trade Analysis
All Trades
Winners
Losers

Total Number of Trades 903 589 314
Avg. Trade Net Profit $146.31 $663.03 ($822.94)
1 Std. Deviation of Avg. Trade $1,000.80 $541.15 $944.15
Avg. Trade + 1 Std. Deviation $1,147.12 $1,204.18 $121.21
Avg. Trade - 1 Std. Deviation ($854.49) $121.87 ($1,767.09)
Coefficient of Variation 684.02% 81.62% 114.73%

Time Averages
Avg. Time in Trades 3 Dys, 17 Hrs, 8 Mins 2 Dys, 13 Hrs, 52 Mins 5 Dys, 20 Hrs, 18 Mins
Avg. Time Between Trades n/a 12 Hrs, 1 Min -1 Dy, 23 Hrs, 59 Mins
Avg. Time Between Trade Profit Peaks 6 Dys

Outliers Total Positive Negative
Number of Outliers 12 7 5
Outlier Profit/Loss ($6,282.50) $19,342.50 ($25,625.00)


Run-Up/Drawdown Run-Up Drawdown
Max. Value $3,787.50 ($9,812.50)
Max. Value Date 04.04.2001 21.09.2001
Avg. Value $705.70 ($753.49)
1 Std. Deviation $560.35 $985.63
Avg. +1Std. Deviation $1,266.05 $232.14
Avg. -1Std. Deviation $145.35 ($1,739.12)
Coefficient of Variation 79.40% 130.81%

Efficiency Analysis Total
Entry
Exit

Avg. Efficiency 18.13% 54.96% 63.18%
1 Std. Deviation 48.70% 32.54% 24.63%
Avg. + 1Std. Deviation 66.83% 87.49% 87.81%
Avg. - 1Std. Deviation (30.56%) 22.42% 38.55%
Coefficient of Variation 268.55% 59.21% 38.99%

TradeStation Trade Series Analysis
Winners Losers
Largest Profit/Loss $3,665.00 ($6,497.50)
Largest Profit/Loss as % of Gross 0.94% 2.51%
Largest Consec. Profit/Loss $29,597.50 ($26,070.00)
Largest Consec. Profit/Loss as % of Gross 7.58% 10.09%

Consecutive Winners

Number of Series

Avg. Gain per Series

Avg. Loss Next Trade


1 19 $220.26 ($572.50)
2 17 $404.34 ($832.79)
3 15 $601.67 ($637.50)
4 8 $556.41 ($641.25)
5 9 $547.22 ($1,307.22)
6 9 $502.96 ($1,029.44)
7 4 $403.39 ($613.13)
8 3 $904.06 ($1,026.67)
9 3 $674.72 ($1,035.00)
10 4 $495.63 ($838.13)
11 4 $771.82 ($691.25)
12 2 $910.83 ($616.25)
13 3 $908.91 ($1,180.83)
15 3 $855.56 ($922.50)
17 1 $510.59 ($510.00)
18 1 $565.69 ($1,172.50)
25 1 $1,066.50 ($2,935.00)
29 1 $1,020.60 ($2,085.00)
Consecutive Losers

Number of Series

Avg. Loss per Series

Avg. Gain Next Trade


1 34 ($172.87) $376.40
2 19 ($393.8 $339.34
3 18 ($771.34) $347.64
4 14 ($639.46) $369.46
5 6 ($616.25) $187.92
6 11 ($1,410.00) $270.68
7 1 ($3,724.29) $140.00
8 2 ($604.53) $658.75
13 1 ($985.00) $340.00



Created by TradeStation: 09.07.2004 09:49:28, Copyright (c) 1991-2004 TradeStation Technologies, Inc.

er!

hier noch was!TradeStation Performance Summary

All Trades
Long Trades
Short Trades

Total Net Profit $132,120.00 $90,110.00 $42,010.00
Gross Profit $390,522.50 $210,182.50 $180,340.00
Gross Loss ($258,402.50) ($120,072.50) ($138,330.00)
Profit Factor 1.51 1.75 1.30

Open Position P/L ($2,775.00) ($2,775.00) $0.00

Select Total Net Profit $138,402.50 $105,920.00 $32,482.50
Select Gross Profit $371,180.00 $204,677.50 $166,502.50
Select Gross Loss ($232,777.50) ($98,757.50) ($134,020.00)
Select Profit Factor 1.59 2.07 1.24

Adjusted Total Net Profit $101,446.30 $68,098.06 $20,673.88
Adjusted Gross Profit $374,431.30 $198,107.83 $169,676.27
Adjusted Gross Loss ($272,985.00) ($130,009.77) ($149,002.39)
Adjusted Profit Factor 1.37 1.52 1.14

Total Number of Trades 903 449 454
Percent Profitable 65.23% 67.48% 63.00%
Winning Trades 589 303 286
Losing Trades 314 146 168
Even Trades 0 0 0

Avg. Trade Net Profit $146.31 $200.69 $92.53
Avg. Winning Trade $663.03 $693.67 $630.56
Avg. Losing Trade ($822.94) ($822.41) ($823.39)
Ratio Avg. Winning:Avg. Losing 0.81 0.84 0.77
Largest Winning Trade $3,665.00 $2,815.00 $3,665.00
Largest Losing Trade ($6,497.50) ($6,497.50) ($4,310.00)
Largest Winner as % of Gross Profit 0.94% 1.34% 2.03%
Largest Loser as % of Gross Loss 2.51% 5.41% 3.12%

Net Profit as % of Largest Loss 2033.40% 1386.84% 974.71%
Select Net Profit as % of Largest Loss 2130.09% 1630.17% 753.65%
Adjusted Net Profit as % of Largest Loss 1561.31% 1048.07% 479.67%

Max. Consecutive Winning Trades 29 29 22
Max. Consecutive Losing Trades 13 10 9
Avg. Bars in Total Trades 18.87 17.60 20.12
Avg. Bars in Winning Trades 13.56 13.62 13.50
Avg. Bars in Losing Trades 28.82 25.86 31.40
Avg. Bars in Even Trades 0.00 0.00 0.00

Max. Shares/Contracts Held 6 6 6
Account Size Required $27,425.00 $25,597.50 $23,290.00
Total Slippage $0.00 $0.00 $0.00
Total Commission $9,030.00 $4,490.00 $4,540.00

Return on Initial Capital 264.24%
Annual Rate of Return 38.32%
Buy & Hold Return (12.02%)
Return on Account 481.75%
Avg. Monthly Return $2,895.19
Std. Deviation of Monthly Return $8,807.44

Return Retracement Ratio 0.69
RINA Index 151.04
Sharpe Ratio 0.34
K-Ratio n/a

Trading Period 3 Yrs, 4 Mths, 14 Dys, 4 Hrs, 45 Mins
Percent of Time in the Market 99.91%
Time in the Market 3 Yrs, 4 Mths, 13 Dys, 45 Mins
Longest Flat Period n/a

Max. Equity Run-up $143,617.50
Date of Max. Equity Run-up 05/21/04 18:30
Max. Equity Run-up as % of Initial Capital 287.24%

Max. Drawdown (Intra-day Peak to Valley)
Value ($46,335.00) ($47,337.50) ($27,052.50)
Date 09/21/01 16:30
as % of Initial Capital 92.67% 54.10% 94.67%
Net Profit as % of Drawdown 285.14% 190.36% 155.29%
Select Net Profit as % of Drawdown 298.70% 223.75% 120.07%
Adjusted Net Profit as % of Drawdown 218.94% 143.86% 76.42%

Max. Drawdown (Trade Close to Trade Close)
Value ($27,425.00) ($25,597.50) ($23,290.00)
Date 10/05/01 20:30
as % of Initial Capital 54.85% 51.20% 46.58%
Net Profit as % of Drawdown 481.75% 352.03% 180.38%
Select Net Profit as % of Drawdown 504.66% 413.79% 139.47%
Adjusted Net Profit as % of Drawdown 369.90% 266.03% 88.77%

Max. Trade Drawdown ($9,812.50) ($9,812.50) ($4,937.50)



All Trades

Total Net Profit $132,120.00 Profit Factor 1.51
Gross Profit $390,522.50 Gross Loss ($258,402.50)

Open Position Profit/Loss ($2,775.00)

Select Total Net Profit $138,402.50 Select Profit Factor 1.59
Select Gross Profit $371,180.00 Select Gross Loss ($232,777.50)

Adjusted Total Net Profit $101,446.30 Adjusted Profit Factor 1.37
Adjusted Gross Profit $374,431.30 Adjusted Gross Loss ($272,985.00)

Total Number of Trades 903 Percent Profitable 65.23%
Winning Trades 589 Losing Trades 314
Even Trades 0

Avg. Trade Net Profit $146.31 Ratio Avg. Win:Avg. Loss 0.81
Avg. Winning Trade $663.03 Avg. Losing Trade ($822.94)
Largest Winning Trade $3,665.00 Largest Losing Trade ($6,497.50)
Largest Winner as % of Gross Profit 0.94% Largest Loser as % of Gross Loss 2.51%

Net Profit as % of Largest Loss 2033.40%
Slct. Net Profit as % of Largest Loss 2130.09% Adj. Net Profit as % of Largest Loss 1561.31%

Max. Consecutive Winning Trades 29 Max. Consecutive Losing Trades 13
Avg. Bars in Winning Trades 13.56 Avg. Bars in Losing Trades 28.82
Avg. Bars in Total Trades 18.87

Max. Shares/Contracts Held 6 Account Size Required $27,425.00
Total Commission $9,030.00 Total Slippage $0.00

Return on Initial Capital 264.24% Annual Rate of Return 38.32%
Buy and Hold Return (12.02%) Return on Account 481.75%
Avg. Monthly Return $2,895.19 Std. Deviation of Monthly Return $8,807.44

Return Retracement Ratio 0.69 RINA Index 151.04
Sharpe Ratio 0.34 K-Ratio n/a

Trading Period 3 Yrs, 4 Mths, 14 Dys, 4 Hrs, 45 Mins Percent of Time in the Market 99.91%
Time in the Market 3 Yrs, 4 Mths, 13 Dys, 45 Mins Longest Flat Period n/a

Max. Equity Run-up $143,617.50
Date of Max. E. Run-up 05/21/04 18:30 Max. E. Run-up as % of Initial Capital 287.24%

Max. Drawdown (Intra-day Peak to Valley)
Max. Drawdown (Trade Close to Trade Close)

Value ($46,335.00) Value ($27,425.00)
Date 09/21/01 16:30 Date 10/05/01 20:30
as % of Initial Capital 92.67% as % of Initial Capital 54.85%
Net Profit as % of Drawdown 285.14% Net Profit as % of Drawdown 481.75%
Slct. Net Profit as % of Drawdown 298.70% Slct. Net Profit as % of Drawdown 504.66%
Adj. Net Prof as % of Drawdown 218.94% Adj. Net Profit as % of Drawdown 369.90%

Max. Trade Drawdown ($9,812.50)

Long Trades

Total Net Profit $90,110.00 Profit Factor 1.75
Gross Profit $210,182.50 Gross Loss ($120,072.50)

Open Position Profit/Loss ($2,775.00)

Select Total Net Profit $105,920.00 Select Profit Factor 2.07
Select Gross Profit $204,677.50 Select Gross Loss ($98,757.50)

Adjusted Total Net Profit $68,098.06 Adjusted Profit Factor 1.52
Adjusted Gross Profit $198,107.83 Adjusted Gross Loss ($130,009.77)

Total Number of Trades 449 Percent Profitable 67.48%
Winning Trades 303 Losing Trades 146
Even Trades 0

Avg. Trade Net Profit $200.69 Ratio Avg. Win:Avg. Loss 0.84
Avg. Winning Trade $693.67 Avg. Losing Trade ($822.41)
Largest Winning Trade $2,815.00 Largest Losing Trade ($6,497.50)
Largest Winner as % of Gross Profit 1.34% Largest Loser as % of Gross Loss 5.41%

Max. Consecutive Winning Trades 29 Max. Consecutive Losing Trades 10
Avg. Bars in Winning Trades 13.62 Avg. Bars in Losing Trades 25.86
Avg. Bars in Total Trades 17.60

Max. Shares/Contracts Held 6 Account Size Required $25,597.50
Total Commission $4,490.00 Total Slippage $0.00

Net Profit as % of Largest Loss 1386.84%
Slct. Net Profit as % of Largest Loss 1630.17% Adj. Net Profit as % of Largest Loss 1048.07%

Max. Drawdown (Intra-day Peak to Valley)
Max. Drawdown (Trade Close to Trade Close)

Value ($47,337.50) Value ($25,597.50)
as % of Initial Capital 54.10% as % of Initial Capital 51.20%
Net Profit as % of Drawdown 190.36% Net Profit as % of Drawdown 352.03%
Slct. Net Profit as % of Drawdown 223.75% Slct. Net Profit as % of Drawdown 413.79%
Adj. Net Prof as % of Drawdown 143.86% Adj. Net Profit as % of Drawdown 413.79%

Max. Trade Drawdown ($9,812.50)

Short Trades

Total Net Profit $42,010.00 Profit Factor 1.30
Gross Profit $180,340.00 Gross Loss ($138,330.00)

Open Position Profit/Loss $0.00

Select Total Net Profit $32,482.50 Select Profit Factor 1.24
Select Gross Profit $166,502.50 Select Gross Loss ($134,020.00)

Adjusted Total Net Profit $20,673.88 Adjusted Profit Factor 1.14
Adjusted Gross Profit $169,676.27 Adjusted Gross Loss ($149,002.39)

Total Number of Trades 454 Percent Profitable 63.00%
Winning Trades 286 Losing Trades 168
Even Trades 0

Avg. Trade Net Proft $92.53 Ratio Avg. Win:Avg. Loss 0.77
Avg. Winning Trade $630.56 Avg. Losing Trade ($823.39)
Largest Winning Trade $3,665.00 Largest Losing Trade ($4,310.00)
Largest Winner as % of Gross Profit 2.03% Largest Loser as % of Gross Loss 5.41%

Max. Consecutive Winning Trades 22 Max. Consecutive Losing Trades 9
Avg. Bars in Winning Trades 13.50 Avg. Bars in Losing Trades 31.40
Avg. Bars in Total Trades 20.12

Max. Shares/Contracts Held 6 Account Size Required $23,290.00
Total Slippage $0.00 Total Commission $4,540.00

Net Profit as % of Largest Loss 974.71%
Slct. Net Profit as % of Largest Loss 753.65% Adj. Net Profit as % of Largest Loss 479.67%

Max. Drawdown (Intra-day Peak to Valley)
Max. Drawdown (Trade Close to Trade Close)

Value ($27,052.50) Value ($23,290.00)
as % of Initial Capital 94.67% as % of Initial Capital 46.58%
Net Profit as % of Drawdown 155.29% Net Profit as % of Drawdown 180.38%
Slct. Net Profit as % of Drawdown 120.07% Slct. Net Profit as % of Drawdown 139.47%
Adj. Net Prof as % of Drawdown 76.42% Adj. Net Prof as % of Drawdown 88.77%

Max. Trade Drawdown ($4,937.50)

Created by TradeStation: 09.07.2004 10:02:20, Copyright (c) 1991-2004 TradeStation Technologies, Inc.

Hallo

glaubst du ernsthaft, jemand sieht sich diese Tabellen an. Irgenwo habe ich heute in diesem Forum gelesen:

Zitat

Alles was wirklich zählt, ist der Kontoauszug als Beleg eines erfolgreichen HS

Vielleicht könntest du ein anderes Forum zumüllen ?

Grüße
Anne

P.S. Sorry Udo, du warst einfach schneller

Hallo,

was mich wirklich interessiert ist die Datenhistorie. Wenn du da 3 Jahre hast - in welchem Format - und bist du bereit diese abzugeben?? Danke für die Antwort..

Hoffentlich hast du das getradet...

Jürgen