Performance Analysis in:
C:\Program Files\Trading Performance Analyzer\Sample_Curr.posa
(C) Copyright 2003-2005, B.Eichberger - Professional Software Solutions
| Group |
Avg($) |
Median($) |
StdDev(%) |
Probability(%) |
Hits |
Winners |
Losers |
Duration(Min) |
PercentOfTotal(%) |
| Long |
10.83 |
-30.00 |
340.5 |
70.42 |
71 |
50 |
21 |
8 |
59.2 |
| Short |
-6.96 |
-36.25 |
746.2 |
55.10 |
49 |
27 |
22 |
9 |
40.8 |
| TOTAL |
120.00 |
-30.00 |
1244.6 |
64.17 |
120 |
77 |
43 |
8 |
100.0 |
| Group |
Avg($) |
Median($) |
StdDev(%) |
Probability(%) |
Hits |
Winners |
Losers |
Duration(Min) |
PercentOfTotal(%) |
| @BP |
19.04 |
-23.75 |
193.2 |
84.62 |
13 |
11 |
2 |
7 |
10.8 |
| @EC |
3.39 |
-30.00 |
1430.6 |
63.01 |
73 |
46 |
27 |
7 |
60.8 |
| @ER2 |
5.00 |
-15.00 |
400.0 |
66.67 |
3 |
2 |
1 |
8 |
2.5 |
| @ES |
-5.00 |
-5.00 |
0.0 |
0.00 |
1 |
0 |
1 |
23 |
0.8 |
| @JY |
5.29 |
-42.50 |
647.9 |
70.59 |
17 |
12 |
5 |
7 |
14.2 |
| @SF |
-14.38 |
-17.50 |
308.3 |
41.67 |
12 |
5 |
7 |
19 |
10.0 |
| @YM |
5.00 |
0.00 |
0.0 |
100.00 |
1 |
1 |
0 |
5 |
0.8 |
| TOTAL |
120.00 |
-30.00 |
1244.6 |
64.17 |
120 |
77 |
43 |
8 |
100.0 |
| Group |
Avg($) |
Median($) |
StdDev(%) |
Probability(%) |
Hits |
Winners |
Losers |
Duration(Min) |
PercentOfTotal(%) |
| 12345678 |
3.56 |
-30.00 |
1244.6 |
64.17 |
120 |
77 |
43 |
8 |
100.0 |
| TOTAL |
120.00 |
-30.00 |
1244.6 |
64.17 |
120 |
77 |
43 |
8 |
100.0 |
| Group |
Avg($) |
Median($) |
StdDev(%) |
Probability(%) |
Hits |
Winners |
Losers |
Duration(Min) |
PercentOfTotal(%) |
| 08:30 |
20.00 |
0.00 |
0.0 |
100.00 |
1 |
1 |
0 |
18 |
0.8 |
| 08:45 |
51.25 |
0.00 |
17.2 |
100.00 |
2 |
2 |
0 |
2 |
1.7 |
| 09:00 |
-17.50 |
-17.50 |
0.0 |
0.00 |
1 |
0 |
1 |
7 |
0.8 |
| 09:15 |
20.00 |
0.00 |
0.0 |
100.00 |
1 |
1 |
0 |
19 |
0.8 |
| 09:30 |
-9.17 |
-80.00 |
672.7 |
66.67 |
3 |
2 |
1 |
11 |
2.5 |
| 09:45 |
32.50 |
0.00 |
38.5 |
100.00 |
3 |
3 |
0 |
3 |
2.5 |
| 10:00 |
7.50 |
-36.25 |
1065.0 |
25.00 |
4 |
1 |
3 |
6 |
3.3 |
| 10:15 |
10.63 |
-45.63 |
344.4 |
80.00 |
10 |
8 |
2 |
5 |
8.3 |
| 10:30 |
-73.33 |
-48.75 |
125.6 |
0.00 |
6 |
0 |
6 |
11 |
5.0 |
| 10:45 |
29.64 |
-30.00 |
112.9 |
85.71 |
7 |
6 |
1 |
5 |
5.8 |
| 11:00 |
9.29 |
-23.75 |
414.4 |
42.86 |
7 |
3 |
4 |
5 |
5.8 |
| 11:15 |
-1.88 |
-17.50 |
1329.2 |
50.00 |
6 |
3 |
3 |
9 |
5.0 |
| 11:30 |
2.29 |
-36.25 |
1467.8 |
66.67 |
6 |
4 |
2 |
5 |
5.0 |
| 11:45 |
12.97 |
-11.25 |
144.4 |
75.00 |
8 |
6 |
2 |
13 |
6.7 |
| 12:00 |
-3.21 |
-17.50 |
1730.9 |
57.14 |
7 |
4 |
3 |
11 |
5.8 |
| 12:15 |
9.29 |
-36.25 |
351.3 |
71.43 |
7 |
5 |
2 |
5 |
5.8 |
| 12:30 |
-7.78 |
-36.25 |
506.8 |
55.56 |
9 |
5 |
4 |
17 |
7.5 |
| 12:45 |
11.07 |
-36.25 |
378.5 |
71.43 |
7 |
5 |
2 |
6 |
5.8 |
| 13:00 |
13.75 |
-17.50 |
321.4 |
50.00 |
2 |
1 |
1 |
21 |
1.7 |
| 13:15 |
9.29 |
-23.75 |
295.2 |
71.43 |
7 |
5 |
2 |
4 |
5.8 |
| 13:30 |
-9.17 |
-55.00 |
438.3 |
66.67 |
3 |
2 |
1 |
16 |
2.5 |
| 13:45 |
4.38 |
-42.50 |
751.4 |
75.00 |
4 |
3 |
1 |
9 |
3.3 |
| 14:00 |
5.00 |
0.00 |
0.0 |
100.00 |
1 |
1 |
0 |
5 |
0.8 |
| 14:15 |
7.50 |
0.00 |
0.0 |
100.00 |
1 |
1 |
0 |
6 |
0.8 |
| 14:30 |
5.00 |
0.00 |
0.0 |
100.00 |
1 |
1 |
0 |
2 |
0.8 |
| 14:45 |
20.00 |
0.00 |
0.0 |
100.00 |
2 |
2 |
0 |
3 |
1.7 |
| 15:00 |
1.25 |
-30.00 |
3535.5 |
50.00 |
2 |
1 |
1 |
9 |
1.7 |
| 15:15 |
45.00 |
0.00 |
0.0 |
100.00 |
1 |
1 |
0 |
7 |
0.8 |
| 16:15 |
-80.00 |
-80.00 |
0.0 |
0.00 |
1 |
0 |
1 |
12 |
0.8 |
| TOTAL |
120.00 |
-30.00 |
1244.6 |
64.17 |
120 |
77 |
43 |
8 |
100.0 |
| Group |
Avg($) |
Median($) |
StdDev(%) |
Probability(%) |
Hits |
Winners |
Losers |
Duration(Min) |
PercentOfTotal(%) |
| Monday |
2.14 |
-30.00 |
1920.6 |
60.00 |
35 |
21 |
14 |
8 |
29.2 |
| Tuesday |
9.06 |
-42.50 |
449.4 |
68.75 |
16 |
11 |
5 |
11 |
13.3 |
| Wednsday |
2.47 |
-36.25 |
2229.8 |
72.22 |
36 |
26 |
10 |
6 |
30.0 |
| Thursday |
2.30 |
-17.50 |
1622.7 |
56.25 |
32 |
18 |
14 |
10 |
26.7 |
| Friday |
45.00 |
0.00 |
0.0 |
100.00 |
1 |
1 |
0 |
10 |
0.8 |
| TOTAL |
120.00 |
-30.00 |
1244.6 |
64.17 |
120 |
77 |
43 |
8 |
100.0 |
| Group |
Avg($) |
Median($) |
StdDev(%) |
Probability(%) |
Hits |
Winners |
Losers |
Duration(Min) |
PercentOfTotal(%) |
| January |
1.45 |
-30.00 |
2721.9 |
58.06 |
31 |
18 |
13 |
8 |
25.8 |
| December |
4.30 |
-30.00 |
1072.4 |
66.29 |
89 |
59 |
30 |
8 |
74.2 |
| TOTAL |
120.00 |
-30.00 |
1244.6 |
64.17 |
120 |
77 |
43 |
8 |
100.0 |
| Group |
Avg($) |
Median($) |
StdDev(%) |
Probability(%) |
Hits |
Winners |
Losers |
Duration(Min) |
PercentOfTotal(%) |
| 2004 |
4.30 |
-30.00 |
1072.4 |
66.29 |
89 |
59 |
30 |
8 |
74.2 |
| 2005 |
1.45 |
-30.00 |
2721.9 |
58.06 |
31 |
18 |
13 |
8 |
25.8 |
| TOTAL |
120.00 |
-30.00 |
1244.6 |
64.17 |
120 |
77 |
43 |
8 |
100.0 |
| Group |
Avg($) |
Median($) |
StdDev(%) |
Probability(%) |
Hits |
Winners |
Losers |
Duration(Min) |
PercentOfTotal(%) |
| 20041206 |
45.00 |
0.00 |
0.0 |
100.00 |
1 |
1 |
0 |
10 |
0.8 |
| 20041213 |
-17.50 |
-80.00 |
505.1 |
50.00 |
2 |
1 |
1 |
10 |
1.7 |
| 20041220 |
4.33 |
-30.00 |
1052.1 |
66.28 |
86 |
57 |
29 |
8 |
71.7 |
| 20050110 |
1.45 |
-30.00 |
2721.9 |
58.06 |
31 |
18 |
13 |
8 |
25.8 |
| TOTAL |
120.00 |
-30.00 |
1244.6 |
64.17 |
120 |
77 |
43 |
8 |
100.0 |
| Group |
Avg($) |
Median($) |
StdDev(%) |
Probability(%) |
Hits |
Winners |
Losers |
Duration(Min) |
PercentOfTotal(%) |
| 20041210 |
45.00 |
0.00 |
0.0 |
100.00 |
1 |
1 |
0 |
10 |
0.8 |
| 20041213 |
-17.50 |
-80.00 |
505.1 |
50.00 |
2 |
1 |
1 |
10 |
1.7 |
| 20041220 |
32.50 |
0.00 |
54.4 |
100.00 |
2 |
2 |
0 |
10 |
1.7 |
| 20041221 |
9.06 |
-42.50 |
449.4 |
68.75 |
16 |
11 |
5 |
11 |
13.3 |
| 20041222 |
2.47 |
-36.25 |
2229.8 |
72.22 |
36 |
26 |
10 |
6 |
30.0 |
| 20041223 |
2.30 |
-17.50 |
1622.7 |
56.25 |
32 |
18 |
14 |
10 |
26.7 |
| 20050110 |
1.45 |
-30.00 |
2721.9 |
58.06 |
31 |
18 |
13 |
8 |
25.8 |
| TOTAL |
120.00 |
-30.00 |
1244.6 |
64.17 |
120 |
77 |
43 |
8 |
100.0 |