TS Bollinger Bands Performance Indicators by Year YYYY Points T PRR PF PayOff PctWin 22:05 Sunday, March 14, 2014 TA TWR_1 TWR_2 SBL MDD_1 MDD_2 2009 1006 8 1.38 4.45 0.64 87.5% 75.0% 1.10 1.20 2.91% 2.58% 5.16% 2010 -152 2 0.00 0.49 0.49 50.0% 0.00% 0.98 0.97 3.00% 0.00% 0.00% 2011 0 2 . . . 100% 100% 1.00 1.00 0.00% 0.00% 0.00% 2012 163 4 . . . 100% 100% 1.02 1.03 0.00% 0.00% 0.00% 2013 293 2 . . . 100% 100% 1.03 1.06 0.00% 0.00% 0.00% AVG 262 4 0.69 2.47 0.56 87.5% 75.0% 1.03 1.05 1.18% 0.52% 1.03% 1310 18 1.41 3.22 0.40 88.9% 77.8% 1.13 1.26 3.00% 5.24% 10.5% TOT T.A.A.P. 1 TS Bollinger Bands Exit Strategy Statistics 22:05 Sunday, March 14, 2014 La procedura FREQ Frequenza Percentuale Pct riga Pct col Tabella 1 di flWin per ClosType Controllo di PosType=1 ClosType flWin 0 1 0 0 0.00 0.00 0.00 0 0.00 0.00 0.00 1 Totale 4 0 2 0.00 11.11 0.00 100.00 0.00 16.67 2 3 1 11.11 16.67 5.56 12.50 18.75 6.25 100.00 100.00 100.00 2 11.11 3 16.67 9 Totale 1 5.56 2 11.11 10 55.56 62.50 83.33 16 88.89 12 66.67 18 100.00 #0 - TP SMA20 Triggered #1 - Exit on SMA20 cross - Buff #2 #3 - 3 running Up Triggered (Long) #4 - Exit on RSI < 10 (RSI < 10) ' ' ' #8 - Loss Mngt: Exit on close over SMA #9 - Loss Mngt: Stop Loss triggered (SL adjustment on 1st positive close) 2 TS Bollinger Bands Trade List Position PosType Tbuy Vbuy Tsell 22:05 Sunday, March 14, 2014 Vsell Points Ticks Short 1 06JAN2009 5033.00 05JAN2009 5035.50 0 1 Short 1 09JAN2009 4786.18 07JAN2009 5020.50 484 2 Short 1 24MAR2009 4172.50 24MAR2009 4241.00 158 0 Short 1 30MAR2009 4002.50 27MAR2009 4267.00 655 1 Short 1 09APR2009 4448.50 06APR2009 4451.00 0 3 Short 1 16APR2009 4629.41 14APR2009 4497.00 -291 2 Short 1 24APR2009 4626.50 17APR2009 4629.00 0 5 Long 1 02NOV2009 5411.00 06NOV2009 5413.50 0 4 Long 1 22JAN2010 5721.80 26JAN2010 5552.65 -300 2 Long 1 24AUG2010 5986.00 01SEP2010 6077.00 148 6 Long 1 11MAR2011 7002.50 14MAR2011 7005.00 0 1 Long 1 23MAY2011 7189.50 26MAY2011 7192.00 0 3 Short 1 05JAN2012 6134.00 04JAN2012 6136.50 0 1 Long 1 10OCT2012 7220.00 15OCT2012 7222.50 0 3 Long 1 25OCT2012 7205.00 26OCT2012 7207.50 0 1 Long 1 15NOV2012 7052.50 20NOV2012 7170.00 163 3 Long 1 08APR2013 7676.00 09APR2013 7678.50 0 1 Long 1 10APR2013 7667.00 11APR2013 7894.45 293 1 3 DAX030 9325 9136 8946 8756 8566 8376 8187 7997 7807 7617 7427 7237 7048 6858 6668 6478 6288 6098 5909 5719 5529 5339 5149 4960 4770 4580 4390 4200 4010 3821 3631 3441 3251 ___ 2008 - T.A.A.P. DAX030 9325 9136 8946 8756 8566 8376 8187 7997 7807 7617 7427 7237 7048 6858 6668 6478 6288 6098 5909 5719 5529 5339 5149 4960 4770 4580 4390 4200 4010 3821 3631 3441 3251 ___ 2008 - T.A.A.P. DAX030 6467 6360 6252 6144 6037 5929 5821 5713 5606 5498 5390 5282 5175 5067 4959 4851 4744 4636 4528 4420 4313 4205 4097 3989 3882 3774 3666 3559 3451 3343 3235 3128 3020 ___ 2009 - T.A.A.P. DAX030 6467 6360 6252 6144 6037 5929 5821 5713 5606 5498 5390 5282 5175 5067 4959 4851 4744 4636 4528 4420 4313 4205 4097 3989 3882 3774 3666 3559 3451 3343 3235 3128 3020 ___ 2009 - T.A.A.P. DAX030 7487 7408 7329 7250 7171 7092 7013 6933 6854 6775 6696 6617 6538 6458 6379 6300 6221 6142 6063 5983 5904 5825 5746 5667 5588 5509 5429 5350 5271 5192 5113 5034 4954 ___ 2010 - T.A.A.P. DAX030 7487 7408 7329 7250 7171 7092 7013 6933 6854 6775 6696 6617 6538 6458 6379 6300 6221 6142 6063 5983 5904 5825 5746 5667 5588 5509 5429 5350 5271 5192 5113 5034 4954 ___ 2010 - T.A.A.P. DAX030 8476 8351 8226 8101 7977 7852 7727 7603 7478 7353 7229 7104 6979 6855 6730 6605 6481 6356 6231 6107 5982 5857 5733 5608 5483 5358 5234 5109 4984 4860 4735 4610 4486 ___ 2011 - T.A.A.P. DAX030 8476 8351 8226 8101 7977 7852 7727 7603 7478 7353 7229 7104 6979 6855 6730 6605 6481 6356 6231 6107 5982 5857 5733 5608 5483 5358 5234 5109 4984 4860 4735 4610 4486 ___ 2011 - T.A.A.P. DAX030 8099 8009 7919 7829 7740 7650 7560 7470 7381 7291 7201 7111 7021 6932 6842 6752 6662 6573 6483 6393 6303 6214 6124 6034 5944 5855 5765 5675 5585 5496 5406 5316 5226 ___ 2012 - T.A.A.P. DAX030 8099 8009 7919 7829 7740 7650 7560 7470 7381 7291 7201 7111 7021 6932 6842 6752 6662 6573 6483 6393 6303 6214 6124 6034 5944 5855 5765 5675 5585 5496 5406 5316 5226 ___ 2012 - T.A.A.P. DAX030 8913 8842 8771 8700 8629 8558 8486 8415 8344 8273 8202 8131 8060 7988 7917 7846 7775 7704 7633 7561 7490 7419 7348 7277 7206 7134 7063 6992 6921 6850 6779 6707 6636 ___ 2013 - T.A.A.P. DAX030 8913 8842 8771 8700 8629 8558 8486 8415 8344 8273 8202 8131 8060 7988 7917 7846 7775 7704 7633 7561 7490 7419 7348 7277 7206 7134 7063 6992 6921 6850 6779 6707 6636 ___ 2013 - T.A.A.P.
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