Neuronales Orakel DAX Signal
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System: täglich long,short |
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neuronal Parameter | | | | |
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last Parameter | 10011112 | |
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Profitability | 1,00 | % | |
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Signal Prognose | | |
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Das System ist noch im Demo! |
System 1: |
20.11.2024 | |
fallend | |
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System 2: |
20.11.2024 | |
out | | | |
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System 1: Die Signale beziehen sich grundsätzlich auf den jeweiligen Openkurs des Tages Dax ETF (EXS1.DE) |
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System 2: Die Signale beziehen sich grundsätzlich auf den jeweiligen Open Kurs bis zum Close Kurs des Tages Dax ETF (EXS1.DE) |
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Beachte Zeitumstellung! | |
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System 1 |
Long/Short, Lev 1; reinvest=true; SL=false |
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date |
open/open | |
size | Perf.% |
| G+V |
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20.11.2024 | - |
0 | 1,0 |
0,00 | | | | | |
28.04.2022 | 117,720001 |
1 | 1,0 |
0,00 | | | 0,00 | | |
27.04.2022 | 116,459999 |
1 | 1,0 |
4,13 | | | 5,02 | | |
26.04.2022 | 119,199997 |
0 | 1,0 |
0,00 | | | 0,00 | | |
25.04.2022 | 118,080002 |
0 | 1,0 |
0,00 | | | 0,00 | | |
22.04.2022 | 121,480003 |
0 | 1,0 |
1,27 | | | 1,52 | | |
21.04.2022 | 119,959999 |
1 | 1,0 |
0,00 | | | 0,00 | | |
20.04.2022 | 119,959999 |
1 | 1,0 |
-0,60 | | | -0,72 | | |
19.04.2022 | 119,239998 |
0 | 1,0 |
0,15 | | | 0,18 | | |
14.04.2022 | 119,059998 |
1 | 1,0 |
0,00 | | | 0,00 | | |
13.04.2022 | 119,059998 |
1 | 1,0 |
2,23 | | | 2,72 | | |
12.04.2022 | 117,940002 |
0 | 1,0 |
0,00 | | | 0,00 | | |
11.04.2022 | 120,360001 |
0 | 1,0 |
0,00 | | | 0,00 | | |
08.04.2022 | 120,860001 |
0 | 1,0 |
0,00 | | | 0,00 | | |
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System 2 |
Long/Short/Out; Lev =5 reinvest=false; SL=true 1% 1% |
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date |
open/close | |
size | Perf.% |
1/1 SL | G+V |
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20.11.2024 | - |
2 | 106,2 | |
0 | | | |
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28.04.2022 |
117,720001 118,5 |
1 | 106,2 |
3,31 | 0 | 116,54 |
82,82 | | |
27.04.2022 |
116,459999 116,68 |
2 | 105,9 | 0,00 |
0 | 0,00 | 0,00 |
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26.04.2022 |
119,199997 116,48 |
2 | 105,9 | 0,00 |
0 | 0,00 | 0,00 |
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25.04.2022 |
118,080002 118,08 |
0 | 105,9 |
0,00 | 0 | 119,26 |
0,00 | | |
22.04.2022 |
121,480003 119,72 |
0 | 102,9 |
7,24 | 0 | 122,69 |
181,10 | | |
21.04.2022 |
119,959999 122,86 |
1 | 104,2 |
12,09 | 0 | 118,76 |
302,18 | | |
20.04.2022 |
119,959999 121,63999 |
1 | 104,2 |
7,00 | 0 | 118,76 |
175,06 | | |
19.04.2022 |
119,239998 119,86 |
0 | 104,8 |
-2,60 | 0 | 120,43 |
-65,00 | | |
14.04.2022 |
119,059998 119,87999 |
1 | 105,0 |
3,44 | 0 | 117,87 |
86,09 | | |
13.04.2022 |
119,059998 119,23999 |
1 | 105,0 |
0,76 | 0 | 117,87 |
18,90 | | |
12.04.2022 |
117,940002 119,51999 |
0 | 106,0 |
-5,00 | 1 |
119,12 | -125,00 | | |
11.04.2022 |
120,360001 120,3 |
0 | 103,9 |
0,25 | 0 | 121,56 |
6,23 | | |
08.04.2022 |
120,860001 120,83999 |
0 | 103,4 |
0,08 | 0 | 122,07 |
2,07 | | |
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Die "Size" (Stückzahl) errechnet sich gem. der Excel Liste aus dem Money-Mangement in Abhängigkeit von der Depotgröße und der maximalen Margin |
System 1 max Drawdown Orakel | | | | |
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System 1 Signale Orakel | | | | |
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System 1 Kennzahlen | |
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Start | 20.09.2011 |
| Longs Won: |
337 | |
Stoploss Long | k.A. |
% | |
End | 20.11.2024 | |
Shorts Won: | 298 | | | |
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Days | 4810 | |
Best Trade: | 17,15 | % |
Stoploss Short | k.A. | % |
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Leverage | 1,0 | |
Worst Trade: | -8,72 | % | |
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Winner | 635 |
| Best Trade (Points): | 12,75 | |
Notrade | 0 | 0% | |
Looser | 580 |
| Worst Trade (Points): | -9,18 | |
Longtrade | 614 | 50% |
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Trades | 1227 | |
Avg. Trade Length: | 3,9 | d |
Shorttrade | 613 | 50% |
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Profitability | 0,52 | % |
Winner in row | 16 | | | |
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Points won: | 790 | |
Looser in row | 9 | | | |
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Points loss: | -605 | |
CRV: | 1,3 | :1 | Performance |
01.01.2018 | -10,1 | % |
Average Win: | 0,64 | |
max Drawdown | -56 | % | |
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Average Loss: | -0,49 | |
Start | 49 | | | |
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Spread | 0,04% | |
End | 648 | | | |
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Spread p.a. |
3,67% | |
Performance (Reinvest p.A.) |
22% | |
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System 2 Kennzahlen | |
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Start | 20.09.2011 |
| Longs Won: |
499 | |
Stoploss Long | 1,00 |
% | |
End | 20.11.2024 | |
Shorts Won: | 381 | | |
159 | | |
Days | 4810 | |
Best Trade: | 37,05 | % |
Stoploss Short | 1,00 | % |
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Average Leverage | 5,0 |
| Worst Trade: | -5,00 | % |
| 147 | | |
Winner | 855 |
| Best Trade (Points): | 926,14 | |
Notrade | 957 | 37% |
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Looser | 760 |
| Worst Trade (Points): | -125,00 |
| Longtrade | 901 | 35% |
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Trades | 1640 | |
Avg. Trade Length: | 1,0 | d |
Shorttrade | 739 | 28% |
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Profitability | 0,52 | % |
Winner in row | 15 | | | |
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Points won: | 79373 | |
Looser in row | 11 | |
Performance | 01.01.2018 | 76,8 |
% |
Points loss: | -57801 | |
CRV: | 1,4 | :1 | | |
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Average Win: | 48,40 | |
max Drawdown | -75 | % |
max margin call | -1869 | |
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Average Loss: | -35,24 |
| Start | 2500,00 | | |
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Spread | 0,04% | |
End | 24072 | | | |
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Spread p.a. |
24,55% | |
Performance (ohne Reinvest) |
65% | |
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Das Moneymanagement basiert auf eine feste Depotgröße. D.h. Gewinne werden nicht wieder reinvestiert Verluste müssen jedoch ausgeglichen werden. |
Hierdurch ergibt sich im Gesamtbetrachtungszeitraum ein Risiko der Einlage über 2500€ und der max margin call -1869 |
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System 2 max Drawdown Orakel | | | | |
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