Evaluation Report
Date: 15.03.10 Mon 16:31
Study-File: C:\Program Files\Fipertec\WHS FutureStation Nano\Dys\FGBL JUN10#FGBL JUN10 XEurex#DynRSICBOSUpStop.dys
Sentimentor: Profit Target
Approach: Trading
Evaluation: FutureTrading

DateActionSizeQuoteComm.Trade ProfitAccount
19.05.090.00
22.05.09 Fri 14:59Short1120.310.00
22.05.09 Fri 15:14close Short (Profit Target 120.18)1120.180.00130.00130.00
22.05.09 Fri 15:14Short1120.260.00
22.05.09 Fri 18:24close Short (Profit Target 120.10)1120.100.00160.00290.00
25.05.09 Mon 11:44Short1119.560.00
25.05.09 Mon 21:59close Short (Stop 119.60 (Flat))1119.600.00-40.00250.00
27.05.09 Wed 19:29Short1119.280.00
27.05.09 Wed 19:49close Short (Profit Target 119.16)1119.160.00120.01370.01
27.05.09 Wed 19:49Short1119.170.00
27.05.09 Wed 20:24close Short (Profit Target 119.03)1119.030.00140.00510.01
29.05.09 Fri 08:29Long1119.290.00
29.05.09 Fri 09:24close Long (Profit Target 119.43)1119.430.00140.00650.01
01.06.09 Mon 08:29Short1119.570.00
01.06.09 Mon 09:19close Short (Profit Target 119.42)1119.420.00150.00800.01
11.06.09 Thu 12:29Short1117.820.00
11.06.09 Thu 12:44close Short (Profit Target 117.67)1117.670.00150.00950.01
11.06.09 Thu 12:44Short1117.690.00
11.06.09 Thu 14:14close Short (Profit Target 117.52)1117.520.00170.001120.01
22.06.09 Mon 08:44Short1119.680.00
22.06.09 Mon 10:44close Short (Stop 119.88 (SuperTrend))1119.920.00-240.00880.01
24.06.09 Wed 20:29Short1120.180.00
24.06.09 Wed 21:59close Short (Stop 120.15 (Flat))1120.160.0020.00900.01
26.06.09 Fri 12:59Long1120.640.00
26.06.09 Fri 14:59close Long (Profit Target 120.80)1120.800.00159.991060.00
30.06.09 Tue 08:29Short1121.150.00
30.06.09 Tue 08:44close Short (Profit Target 121.05)1121.050.00100.011160.01
30.06.09 Tue 08:44Short1121.070.00
30.06.09 Tue 09:09close Short (Profit Target 120.95)1120.950.00120.001280.01
01.07.09 Wed 09:44Short1120.950.00
01.07.09 Wed 11:59close Short ((Meta-Sentimentor))1121.070.00-120.001160.01
06.07.09 Mon 16:59Long1121.960.00
06.07.09 Mon 21:59close Long (Stop 121.88 (Flat))1121.880.00-80.001080.01
08.07.09 Wed 17:14Long1122.160.00
08.07.09 Wed 18:29close Long (Profit Target 122.33)1122.330.00169.991250.00
13.07.09 Mon 08:29Long1122.410.00
13.07.09 Mon 14:44close Long (Stop 122.26 (SuperTrend))1122.260.00-150.001100.00
14.07.09 Tue 21:14Short1121.790.00
14.07.09 Tue 21:59close Short (Stop 121.70 (Flat))1121.710.0080.001180.00
23.07.09 Thu 15:59Short1120.910.00
23.07.09 Thu 16:34close Short (Profit Target 120.70)1120.700.00210.001390.00
24.07.09 Fri 18:29Short1120.320.00
24.07.09 Fri 20:29close Short ((Meta-Sentimentor))1120.300.0020.001410.00
28.07.09 Tue 08:14Short1120.080.00
28.07.09 Tue 08:34close Short (Profit Target 120.00)1120.000.0080.001490.00
29.07.09 Wed 08:44Long1120.900.00
29.07.09 Wed 09:09close Long (Profit Target 121.05)1121.050.00149.991639.99
31.07.09 Fri 13:29Long1121.530.00
31.07.09 Fri 14:34close Long (Profit Target 121.68)1121.680.00150.001789.99
31.07.09 Fri 15:14Long1121.880.00
31.07.09 Fri 17:19close Long (Profit Target 122.11)1122.110.00230.002019.99
04.08.09 Tue 16:14Short1121.650.00
04.08.09 Tue 17:09close Short (Profit Target 121.48)1121.480.00170.012190.00
06.08.09 Thu 10:59Long1121.590.00
06.08.09 Thu 13:04close Long (Profit Target 121.77)1121.770.00180.002370.00
06.08.09 Thu 14:44Short1121.250.00
06.08.09 Thu 20:59close Short ((Meta-Sentimentor))1121.300.00-50.002320.00
12.08.09 Wed 08:29Long1120.700.00
12.08.09 Wed 08:59close Long (Profit Target 120.82)1120.820.00120.002440.00
14.08.09 Fri 14:44Long1121.410.00
14.08.09 Fri 15:59close Long (Profit Target 121.56)1121.560.00150.002590.00
14.08.09 Fri 15:59Long1121.580.00
14.08.09 Fri 16:14close Long (Profit Target 121.80)1121.800.00219.992809.99
14.08.09 Fri 16:14Long1121.830.00
14.08.09 Fri 18:59close Long ((Meta-Sentimentor))1121.840.0010.002819.99
17.08.09 Mon 11:29Long1122.180.00
17.08.09 Mon 13:59close Long (Profit Target 122.34)1122.340.00160.002979.99
17.08.09 Mon 14:44Short1121.970.00
17.08.09 Mon 16:29close Short ((Meta-Sentimentor))1122.120.00-150.002829.99
19.08.09 Wed 08:14Long1122.300.00
19.08.09 Wed 08:49close Long (Profit Target 122.42)1122.420.00120.002949.99
25.08.09 Tue 15:44Long1122.390.00
25.08.09 Tue 19:34close Long (Profit Target 122.56)1122.560.00170.003119.99
27.08.09 Thu 15:59Long1122.790.00
27.08.09 Thu 18:59close Long ((Meta-Sentimentor))1122.700.00-90.003029.99
01.09.09 Tue 17:44Long1122.820.00
01.09.09 Tue 21:59close Long (Stop 122.85 (Flat))1122.850.0030.003059.99
09.09.09 Wed 11:44Short1121.020.00
09.09.09 Wed 13:39close Short (Profit Target 120.83)1120.830.00190.013250.00
11.09.09 Fri 09:44Long1121.260.00
11.09.09 Fri 16:09close Long (Profit Target 121.42)1121.420.00160.003410.00
16.09.09 Wed 08:29Short1120.960.00
16.09.09 Wed 15:34close Short (Profit Target 120.87)1120.870.0090.013500.01
24.09.09 Thu 15:59Long1120.840.00
24.09.09 Thu 16:34close Long (Profit Target 121.05)1121.050.00209.993710.00
25.09.09 Fri 14:14Short1121.200.00
25.09.09 Fri 17:29close Short ((Meta-Sentimentor))1121.490.00-290.003420.00
25.09.09 Fri 17:29Long1121.490.00
25.09.09 Fri 19:39close Long (Profit Target 121.68)1121.680.00190.003610.00
12.10.09 Mon 09:59Short1121.850.00
12.10.09 Mon 12:44close Short (Stop 122.15 (SuperTrend))1122.170.00-320.003290.00
13.10.09 Tue 11:14Long1122.490.00
13.10.09 Tue 16:29close Long ((Meta-Sentimentor))1122.410.00-80.003210.00
14.10.09 Wed 19:59Short1121.850.00
14.10.09 Wed 20:24close Short (Profit Target 121.79)1121.790.0060.003270.00
15.10.09 Thu 17:29Short1121.240.00
15.10.09 Thu 21:59close Short (Stop 121.26 (Flat))1121.260.00-20.003250.00
20.10.09 Tue 14:59Long1121.660.00
20.10.09 Tue 15:49close Long (Profit Target 121.84)1121.840.00180.003430.00
26.10.09 Mon 15:14Short1120.570.00
26.10.09 Mon 16:59close Short (Stop 120.86 (SuperTrend))1120.860.00-290.003140.00
28.10.09 Wed 10:04Long1121.740.00
28.10.09 Wed 13:04close Long (Stop 121.53 (SuperTrend))1121.530.00-210.002930.00
28.10.09 Wed 17:19Long1121.710.00
28.10.09 Wed 20:04close Long ((Meta-Sentimentor))1121.690.00-20.002910.00
02.11.09 Mon 08:34Short1121.930.00
02.11.09 Mon 11:19close Short (Profit Target 121.84)1121.840.0090.003000.00
03.11.09 Tue 08:29Long1122.010.00
03.11.09 Tue 09:44close Long ((Meta-Sentimentor))1122.040.0030.003030.00
04.11.09 Wed 15:39Short1121.220.00
04.11.09 Wed 20:24close Short (Profit Target 121.06)1121.060.00160.003190.00
06.11.09 Fri 08:29Short1121.000.00
06.11.09 Fri 11:54close Short (Profit Target 120.90)1120.900.00100.013290.01
16.11.09 Mon 19:14Long1122.050.00
16.11.09 Mon 21:59close Long (Stop 122.07 (Flat))1122.070.0020.003310.01
23.11.09 Mon 09:09Short1122.480.00
23.11.09 Mon 09:29close Short (Profit Target 122.40)1122.400.0080.013390.02
23.11.09 Mon 09:29Short1122.390.00
23.11.09 Mon 11:39close Short (Profit Target 122.28)1122.280.00110.003500.02
24.11.09 Tue 16:09Long1122.680.00
24.11.09 Tue 18:39close Long ((Meta-Sentimentor))1122.690.0010.003510.02
30.11.09 Mon 16:49Long1123.620.00
30.11.09 Mon 19:04close Long ((Meta-Sentimentor))1123.590.00-30.003480.02
14.12.09 Mon 08:14Short1122.750.00
14.12.09 Mon 09:04close Short (Profit Target 122.68)1122.680.0070.003550.02
16.12.09 Wed 20:34Short1122.620.00
16.12.09 Wed 21:59close Short (Stop 122.62 (Flat))1122.620.000.003550.02
22.12.09 Tue 16:29Short1122.400.00
22.12.09 Tue 16:59close Short (Profit Target 122.27)1122.270.00130.003680.02
23.12.09 Wed 15:49Short1121.980.00
23.12.09 Wed 17:19close Short (Profit Target 121.84)1121.840.00140.003820.02
14.01.10 Thu 11:04Long1122.030.00
14.01.10 Thu 14:39close Long (Profit Target 122.14)1122.140.00110.003930.02
15.01.10 Fri 08:09Long1122.400.00
15.01.10 Fri 09:29close Long (Profit Target 122.48)1122.480.0079.994010.01
15.01.10 Fri 15:04Long1122.480.00
15.01.10 Fri 17:04close Long (Profit Target 122.62)1122.620.00139.994150.00
18.01.10 Mon 11:49Long1122.710.00
18.01.10 Mon 16:04close Long ((Meta-Sentimentor))1122.760.0050.004200.00
19.01.10 Tue 08:34Long1122.760.00
19.01.10 Tue 09:19close Long (Profit Target 122.82)1122.820.0060.004260.00
19.01.10 Tue 10:34Short1122.680.00
19.01.10 Tue 10:54close Short (Profit Target 122.54)1122.540.00140.004400.00
19.01.10 Tue 10:54Short1122.580.00
19.01.10 Tue 11:04close Short (Profit Target 122.40)1122.400.00180.014580.01
21.01.10 Thu 11:04Long1123.050.00
21.01.10 Thu 12:34close Long (Stop 122.76 (SuperTrend))1122.760.00-290.004290.01
27.01.10 Wed 08:09Long1123.290.00
27.01.10 Wed 08:29close Long (Profit Target 123.35)1123.350.0060.004350.01
27.01.10 Wed 10:49Short1123.190.00
27.01.10 Wed 11:19close Short (Profit Target 123.03)1123.030.00160.004510.01
27.01.10 Wed 20:34Short1123.220.00
27.01.10 Wed 20:44close Short (Profit Target 123.12)1123.120.00100.014610.02
27.01.10 Wed 20:44Short1123.130.00
27.01.10 Wed 21:59close Short (Stop 123.14 (Flat))1123.140.00-10.004600.02
01.02.10 Mon 14:49Long1123.520.00
01.02.10 Mon 21:59close Long (Stop 123.49 (Flat))1123.490.00-30.004570.02
03.02.10 Wed 19:34Short1123.040.00
03.02.10 Wed 21:59close Short (Stop 123.09 (Flat))1123.090.00-50.004520.02
04.02.10 Thu 10:04Long1123.150.00
04.02.10 Thu 11:59close Long (Profit Target 123.26)1123.260.00109.994630.01
04.02.10 Thu 21:39Long1123.920.00
04.02.10 Thu 21:59close Long (Stop 123.95 (Flat))1123.940.0020.004650.01
08.02.10 Mon 17:09Short1123.930.00
08.02.10 Mon 20:39close Short ((Meta-Sentimentor))1123.970.00-40.004610.01
09.02.10 Tue 17:39Short1123.640.00
09.02.10 Tue 17:59close Short (Profit Target 123.42)1123.420.00220.004830.01
09.02.10 Tue 17:59Short1123.470.00
09.02.10 Tue 19:09close Short ((Meta-Sentimentor))1123.460.0010.004840.01
12.02.10 Fri 08:09Long1123.170.00
12.02.10 Fri 09:59close Long (Profit Target 123.25)1123.250.0080.004920.01
18.02.10 Thu 16:14Short1123.070.00
18.02.10 Thu 17:19close Short (Profit Target 122.91)1122.910.00160.015080.02
19.02.10 Fri 16:29Short1122.650.00
19.02.10 Fri 21:59close Short (Stop 122.71 (Flat))1122.710.00-60.005020.02
22.02.10 Mon 14:29Long1122.670.00
22.02.10 Mon 15:29close Long ((Meta-Sentimentor))1122.600.00-70.004950.02
22.02.10 Mon 15:29Short1122.600.00
22.02.10 Mon 17:14close Short (Stop 122.81 (SuperTrend))1122.810.00-210.004740.02
23.02.10 Tue 08:44Short1122.760.00
23.02.10 Tue 09:24close Short (Profit Target 122.68)1122.680.0080.004820.02
23.02.10 Tue 10:29Long1122.940.00
23.02.10 Tue 11:24close Long (Profit Target 123.08)1123.080.00139.994960.01
24.02.10 Wed 09:44Long1123.920.00
24.02.10 Wed 10:04close Long (Profit Target 124.09)1124.090.00170.005130.01
04.03.10 Thu 10:09Short1124.030.00
04.03.10 Thu 10:44close Short (Profit Target 123.92)1123.920.00110.005240.01
08.03.10 Mon 08:14Short1122.540.00
08.03.10 Mon 09:44close Short ((Meta-Sentimentor))1122.560.00-20.005220.01
10.03.10 Wed 21:14Long1122.690.00
10.03.10 Wed 21:59close Long (Stop 122.70 (Flat))1122.700.0010.005230.01
11.03.10 Thu 10:59Short1122.580.00
11.03.10 Thu 12:19close Short (Profit Target 122.47)1122.470.00110.015340.02
total net profit:5340.02
total # of trades:96
winning trades:70
losing trades:26
percent profitable:72.92%
profit factor:2.80
avg win/avg loss:1.04
Avg trade (win & loss):55.63
percent in the market:6.64%
RegCoeff*100/StdDev Equity:-0.0000
gross profit:8300.02
gross loss:2960.00
largest winning trade:230.00
-"- in percent:4.31%
avg winning trade:118.572
avg # bars in winners:18.21
largest losing trade:320.00
avg losing trade:113.846
avg # bars in losers:41.19
max consecutive winners:9
max consecutive losers:3
Std.Dev. all trades:126.62
Std.Dev. winning trades:58.42
Std.Dev. losing trades:102.69
max # shares/contracts:1
max drawdown:800.00
Commission paid:0.00
Expectancy:0.4725
Expectancy Score:0.0013
Happiness Factor:11.09
Performance/Drawdown:6.68
Expectation:55.63
evaluation start:19.05.09 Tue 08:01
evaluation stop:15.03.10 Mon 16:30