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Symbol: Select a stock, ETF, currency, crypto, index or future.


Symbol extention:

  • Indices: .IDX
  • Futures: .FUT
  • Currencies: .CUR
  • Cryptocurrency: .CCC
  • U.S. Stocks and U.S. ETF: No extention
  • Not U.S. Stocks: Canada: .TOR, Brasil: .BRA, United Kingdom: .LON, Germany: .GERF, Swiss: .SWI, Spain: .MCE, France: .PAR, Netherlands: .AMS, Portugal: .LIS, Austria: .VIE, Stockholm: .STO, Copenhagen: .COP, Poland: .WAR, Irish: .IRL Australia: .AUS, New Zealand: .NZS, China HongKong: .HOK, Shanghai: .SHA, China Shenzhen: .SHE, India: .BSE, Jakarda: .JAK, Kuala Lumpur: .KUA, Russia: .MOS, Japan: .JAP

Look back: For how many trading days in the past should the seasonal intraday analysis be created?

Analysis daily
pre and post event:

Backtest period:
Specification of the period for the intraday seasonal analysis. The time is applied to each day of the symbol's historical data.
The backtest period can also be set in the seasonal chart by drag and drop.

Exclude month days:
2 month days Cycle:
Even Days Odd Days
Select month days to exclude:
All None
Exclude week days:
2 week days Cycle:
Even Days Odd Days
Select week days to exclude:
All None
20
10:00
15:30
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Seasonality

The seasonal chart shows the average intraday price trend for the selected history.

Backtest: Long Trades

Backtest Result Key figures:

Summarized profit: Profit of the selected period of all calculated trades.

Winning trades: Percentage number of positive trades.

Average profit: Average profit of the selected period of all calculated trades.

Max drawdown: Maximum loss period in the summarized profit.

Sharp ratio: The sharp ratio shows the quality of the summarized profit in terms of profit and drawdown.

Sortino ratio: The sortino ratio shows the quality of the summarized profit in terms of profit and drawdown. The Sortino Ratio is the preferred metric for us because it does not negatively factor in positive volatility.

Count trades: Number of trades.

Gains / Losses: The number of trades won and lost.

Summarised profit
Winning trades
0 %
0 %
Average profit
Median profit
0%
0
Sharp ratio
Sortino ratio
0
0
Max drawdown
Last trade point's
0
0
Average point's
Median point's
0
0
Min point's
Max point's
0
0
Count trades
Gains / Losses
0
0 / 0
Backtest: Selected Period Trade Simulation

Pre event intraday backtest: Intraday backtest for the time before the event time.
If the event time is before the start of regular trading hours, this backtest is not created.

Backtest Result Key figures:

Max drawdown: Maximum loss period in the summarized profit.

Summarized profit: Profit of the selected period of all calculated years.

Sharp ratio: The sharp ratio shows the quality of the summarized profit in terms of profit and drawdown.

Sortino ratio: The sortino ratio shows the quality of the summarized profit in terms of profit and drawdown. The Sortino Ratio is the preferred metric because it does not negatively factor in positive volatility.

Count trades: Number of trades.

Improvement: The ratio shows how much the seasonal trend has improved from half of the selected period. A high number is a positive sign.

Max drawdown
Summarised profit
0
0 %
Sharp ratio
Sortino ratio
0
0
Count trades
Improvement
0
0
Gains
Losses
0
0

Backtest Result Key figures:

Average profit: Average profit of the selected period of all calculated trades.

Winning trades: Percentage number of positive trades.

Gains / Losses: The number of trades won and lost.

Last trade: Max drawdown: The maximum loss of the last trade that occurred during the holding period but was not realized.

Last trade: Profit: The Profit of the last trade.

Average / Median profit
Winning trades
0 % / 0%
0 %
Average / Median point's
Last trade: point's
0 / 0
0
Min point's
Max point's
0
0
Last trade: Max drawdown
Last trade: Profit
0%
0%

Intraday-Trade simulation of the selected event day (Trade List)

Intraday-Trade list: The trading list shows the trades simulated by the two intraday backtests.

Symbol Startdate Startprice Enddate Endprice Change Change % Maxrise % Maxdrop %
Seasonality

The seasonal chart shows the average intraday price trend for one week.

Seasonal Statistic

Seasonal Statistics: The following three charts show the seasonal evaluation for each hour, each day of the month and each day of the week.

Hourly Seasonality: The chart shows the hourly seasonal trend for the selected period.

Month-day Seasonality: The chart shows the seasonal trend for each day of the month.

Weekdays Seasonality: The chart shows the seasonal progression for each day of the week.

Hourly Statitic

Hourly Statistic: The statistics show the average hourly performance and the percentage win rate. The best and the worst hours are displayed, including the days when they occurred.

Jan.Feb.Mar.Apr.May.JuneJulyAug.Sep.Oct.Nov.Dec.
Best hour
Best hour performance
Best day
Best day
Best day performance
h:
%
-
d:
%
Worst hour
Worst hour performance
Worst day
Worst day
Worst day performance
h:
%
-
d:
%
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