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Summary
<ROC> XU30 Yakin Vade/ (X30YVADE)
Simulation Date 07.02.2010 16:02:48 9419 5 Minute Bars 08.09.2009 13:40 Through 28.01.2010 17:30 (142 Days)
Points Only Test

Performance
Profit -6.8500 Pts
Performance N/A
Annualized Performance N/A
Buy & Hold Profit 11.1500 Pts
Buy & Hold Performance N/A
Buy & Hold Annualized Performance N/A

Trade Summary
Total Trades 494
Trade Efficiency -14.17 %
Average Profit/Average Loss N/A


Profitable Trades
Total 167
Long 85
Short 82

Average Profit 0.3708 Pts
Highest Profit 2.0500 Pts
Lowest Profit 0.0250 Pts
Most Consecutive 5


Unprofitable Trades
Total 327
Long 162
Short 165

Average Loss -0.2103 Pts
Highest Loss -1.3750 Pts
Lowest Loss 0.0000 Pts
Most Consecutive 10


Maximum Position Excursions
Long Favorable 2.5250 Pts
Short Favorable 2.0000 Pts
Long Adverse -1.1000 Pts
Short Adverse -1.4250 Pts


Trade Efficiency
Average Entry 47.58 %
Average Exit 38.25 %
Average Total -14.17 %

Average Long Entry 48.10 %
Average Long Exit 38.76 %
Average Long Total -13.14 %

Average Short Entry 47.06 %
Average Short Exit 37.74 %
Average Short Total -15.21 %

Performance Indices
Buy & Hold Index -161.43 %
Profit/Loss Index -9.96 %
Reward/Risk Index -65.71 %

Accounting
Initial Equity 0.0000 Pts
Trade Profit 61.9250 Pts
Trade Loss -68.7750 Pts
Commissions 0.0000 Pts
Interest Credited 0.0000 Pts
Interest Charged 0.0000 Pts
Final Equity -6.8500 Pts
Open Positions 0.0000 Pts


Account Variation
Highest Account Balance 0.4750 Pts
Lowest Account Balance -10.4250 Pts
Highest Portfolio Value 2.5250 Pts
Highest Open Drawdown -10.4250 Pts
Highest Closed Drawdown -10.3250 Pts


Account Events
Margin Calls 0
Overdrafts 0


Profitable Timing
Average Trade Length 27
Longest Trade Length 84
Shortest Trade Length 1
Total Trade Length 4658


Unprofitable Timing
Average Trade Length 14
Longest Trade Length 63
Shortest Trade Length 1
Total Trade Length 4681


Out of Market Timing
Average 26
Longest 79
Total 80