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DAX Strategie Performance Report

DAX Strategie Performance

Performance Data and Trades 2024 - Today

Total Trades: 29

Total Points: 7350.54

Points per Trade: 253.47

 

Entry DateEntry PriceExit DateExit PriceTypePoints
2024-01-11 16547.03 2024-01-24 16889.92 Short -342.89
2024-01-24 16889.92 2024-02-13 16880.83 Long -9.09
2024-02-13 16880.83 2024-02-15 17046.69 Short -165.86
2024-02-15 17046.69 2024-04-05 18175.04 Long 1128.35
2024-04-05 18175.04 2024-04-23 18137.65 Short 37.39
2024-04-23 18137.65 2024-05-22 18680.2 Long 542.55
2024-05-22 18680.2 2024-07-03 18374.53 Short 305.67
2024-07-03 18374.53 2024-07-18 18354.76 Long -19.77
2024-07-18 18354.76 2024-08-13 17812.05 Short 542.71
2024-08-13 17812.05 2024-09-04 18591.85 Long 779.8
2024-09-04 18591.85 2024-09-13 18699.4 Short -107.55
2024-09-13 18699.4 2024-10-23 19377.62 Long 678.22
2024-10-23 19377.62 2024-11-11 19448.6 Short -70.98
2024-11-11 19448.6 2024-11-12 19033.64 Long -414.96
2024-11-12 19033.64 2024-11-22 19322.59 Short -288.95
2024-11-22 19322.59 2024-12-17 20246.37 Long 923.78
2024-12-17 20246.37 2025-01-06 20216.19 Short 30.18
2025-01-06 20216.19 2025-03-04 22326.81 Long 2110.62
2025-03-04 22326.81 2025-03-05 23081.03 Short -754.22
2025-03-05 23081.03 2025-03-11 22328.77 Long -752.26
2025-03-11 22328.77 2025-03-18 23380.7 Short -1051.93
2025-03-18 23380.7 2025-03-26 22839.03 Long -541.67
2025-03-26 22839.03 2025-04-15 21253.7 Short 1585.33
2025-04-15 21253.7 2025-06-12 23771.45 Long 2517.75
2025-06-12 23771.45 2025-06-24 23641.58 Short 129.87
2025-06-24 23641.58 2025-07-16 24009.38 Long 367.8
2025-07-16 24009.38 2025-08-07 24192.5 Short -183.12
2025-08-07 24192.5 2025-08-26 24152.87 Long -39.63
2025-08-26 24152.87 2025-09-26 23739.47 Short 413.4

 

Entry Signals with Stop-Loss

DateSignal PriceTypeStop-Loss
2024-01-11 16547.03 Sell 16963.47
2024-01-24 16889.92 Buy 16345.02
2024-02-13 16880.83 Sell 17049.52
2024-02-15 17046.69 Buy 16831.53
2024-04-05 18175.04 Sell 18567.16
2024-04-23 18137.65 Buy 17626.9
2024-05-22 18680.2 Sell 18892.92
2024-07-03 18374.53 Buy 18030.49
2024-07-18 18354.76 Sell 18779.4
2024-08-13 17812.05 Buy 17024.82
2024-09-04 18591.85 Sell 18990.78
2024-09-13 18699.4 Buy 18208.84
2024-10-23 19377.62 Sell 19674.68
2024-11-11 19448.6 Buy 19004.97
2024-11-12 19033.64 Sell 19563.97
2024-11-22 19322.59 Buy 18812.53
2024-12-17 20246.37 Sell 20522.82
2025-01-06 20216.19 Buy 19649.87
2025-03-04 22326.81 Sell 23307.97
2025-03-05 23081.03 Buy 22235.26
2025-03-11 22328.77 Sell 23475.88
2025-03-18 23380.7 Buy 22258.3
2025-03-26 22839.03 Sell 23476.01
2025-04-15 21253.7 Buy 18489.91
2025-06-12 23771.45 Sell 24479.42
2025-06-24 23641.58 Buy 23051.55
2025-07-16 24009.38 Sell 24639.1
2025-08-07 24192.5 Buy 23380.94
2025-08-26 24152.87 Sell 24536.11
2025-09-26 23739.47 Buy 23284.67

 

 

dax-signal-all-days

 

dax-signal-90-days

Auswertung der Trades 1 Punkt = 1 €

Zeitraum: 11.01.2024 – 26.09.2025 • 29 Trades • immer im Markt

Gesamt

Bruttogewinn12.093,42 €
Bruttoverlust4.742,88 €
Netto-PnL7.350,54 €
Profitfaktor2,550
Trefferquote51,72 %
Ø je Trade (Erwartungswert)253,47 €
Ø Gewinn / Ø Verlust806,23 € / 338,78 €
Payoff-Ratio2,380
Bester / Schlechtester Trade2.517,75 € / −1.051,93 €
Max. Drawdown (Equity)3.100,08 €
Max. Gewinn-/Verlustserie4 / 4
Gesamt-/Ø Haltedauer624 Tage / 21,52 Tage
StdAbw je Trade801,59 €
Sharpe ≈ Mean/Std0,316

Long (14 Trades)

Netto-PnL7.271,49 €
Trefferquote57,14 %
Profitfaktor5,091
Ø Gewinn / Ø Verlust1.131,11 € / 296,23 €
Payoff-Ratio3,818
Ø Haltedauer26,57 Tage
Ø je Trade519,39 €

Short (15 Trades)

Netto-PnL79,05 €
Trefferquote46,67 %
Profitfaktor1,027
Ø Gewinn / Ø Verlust434,94 € / 370,69 €
Payoff-Ratio1,173
Ø Haltedauer16,80 Tage
Ø je Trade5,27 €

Kurzfazit

  • Edge liegt klar auf Long (PF 5,09; hohe Ø-Gewinne). Shorts sind nahezu flat.
  • Erwartungswert ~253 € pro Trade bei max. DD ~3,1k €.
  • Verbesserungen: ATR/Trend-Filter für Shorts, Session-Filter, Trailing/BE-Feintuning.

Hinweis

Berechnung direkt aus obiger Liste (29 Trades). Bei 1 Punkt = 1 €. Keine Gebühren/Slippage berücksichtigt.