OMXS30 – Statistics – December

admin OMXS30

Monthly statistics for OMXS30 based on the closing price between year 1987 and 2013. Matrices, read from left and up for variation of ENTRY and EXIT. The matrices show different things such as index points, sum, win rate, avg. trade, profit factor, total net profit and avg. trade net profit.

Total net profit is calculated at 100 000 and no specific currency. Total net profit is profit minus loss and avg. trade profit is average profit per trade. Count matrix is how many trades there are in the data set, most are 27 but the last days of the month can vary because some months is longer or shorter than others.

I have removed the last trading day in profit factor because its went up in to large numbers. Note the extremely bad number in profit in the middle of the month, low as 0.20.

Matrix graphs, sum %, win rate %, avg. trade %, profit factor, net profit graphs, with various ENTRY.

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