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Ticker
Symbol
   Trading System   Start Date   End Date   Transaction
Cost %
   Param. 1   Param. 2
           (help)


instrument details

 
Moving Average (days: 600, threshold: 1) return: 371.79%
(15 transaction(s), max drawdown: -36.87%, on average invested: 64.37%)
Total number of trades: 7
Percent profitable: 42.86%
Winning trades: 3
Losing trades:  4
Even trades:    0

Largest winning trade: 199.41%
Largest losing trade:  -7.53%

Average trade return:           36.87%
Average winning trade return:   93.24%
Average losing trade return:    -5.40%
Average win/average loss ratio: 17.26
Average days in trade:          458.86
Average days in winning trade:  989.33
Average days in losing trade:   28.75

Max consecutive wins: 2
Max consecutive losses: 3

Profit factor (gross profit/gross loss): 4.68

Sterling ratio (return/drawdown): 10.08

Comparison to buy and hold, gain: 325.07%, max drawdown: -72.68%

Trade history:

NoBuy DateSell Date Buy PriceSell Price Net Return Equity
1. 1993-05-12 - 1995-03-241'629.50 - 1'925.4015.81115.81
2. 1995-04-06 - 2001-03-121'979.30 - 6'046.56199.41346.74
3. 2003-12-29 - 2004-03-223'952.72 - 3'729.23-7.53320.63
4. 2004-03-29 - 2008-03-073'881.25 - 6'513.9964.49527.40
5. 2008-04-01 - 2008-04-146'720.33 - 6'554.49-4.41504.15
6. 2008-04-18 - 2008-06-116'843.08 - 6'650.26-4.75480.20
7. 2010-01-05 - 2010-01-206'031.86 - 5'851.53-4.92456.57
8. 2010-03-05 - open5'877.36 - 6'134.623.33 471.79
 
 
Information is provided 'as is' and solely for informational purposes, not for trading purposes or advice.
Impressum