Analysis of SY:TFS 50 10|CS:SY:TFS 50|MM:Basic

Value of portfolio (green) vs. buy and hold (red)

## Global analysis (full portfolio always invested)
Analysis of the portfolio (1993-01-04 00:00:00 / 2002-10-04 00:00:00) :
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Performance : 234.3% ( 13.2%)	  Buy & Hold : -88.4% (-19.9%) () => by year
MaxDrawDown :       36.4%  B&H MaxDrawDown :    97.6%
Best performance : 346.1%  Worst performance : -23.5%
Net gain :       23429.79  Gross gain :      23429.79

Trades statistics :
Number of trades :     76  Trades/Year :         7.80
Number of gains :      22  Number of losses :      54  Win. ratio :   28.9%
Max consec. win :       4  Max consec. loss :       8  Expectancy :    0.02
Average gain :     16.73%  Average loss :      -3.91%  Avg. perf  :   1.60%
Biggest gain :     74.05%  Biggest loss :     -14.97%  Profit fac :    4.28
Sum of gains :   61612.11  Sum of losses :  -38182.32  Risk of ruin : 36.4%

History of the portfolio

Trade #	Code	Type	Shares	Entry Date	Entry Price	Exit Date	Exit Price	Return	Duration
0	alcatel before it acquired lucent - 13000	Short	507	1993-04-26 00:00:00	19.6354	1993-05-04 00:00:00	20.3672	-3.73%	8
1	alcatel before it acquired lucent - 13000	Long	485	1993-06-10 00:00:00	19.8184	1993-06-16 00:00:00	19.6049	-1.08%	6
2	alcatel before it acquired lucent - 13000	Long	477	1993-06-17 00:00:00	20.0013	1993-07-06 00:00:00	19.4830	-2.59%	19
3	alcatel before it acquired lucent - 13000	Short	476	1993-07-06 00:00:00	19.4830	1993-07-07 00:00:00	19.4830	0.00%	1
4	alcatel before it acquired lucent - 13000	Short	476	1993-07-08 00:00:00	19.4830	1993-07-15 00:00:00	20.4282	-4.85%	7
5	alcatel before it acquired lucent - 13000	Short	392	1993-11-08 00:00:00	22.6844	1993-11-10 00:00:00	22.8674	-0.81%	2
6	alcatel before it acquired lucent - 13000	Short	386	1993-11-12 00:00:00	22.6234	1993-11-15 00:00:00	23.0503	-1.89%	3
7	alcatel before it acquired lucent - 13000	Short	383	1993-11-23 00:00:00	22.3185	1993-11-25 00:00:00	22.6844	-1.64%	2
8	alcatel before it acquired lucent - 13000	Short	349	1994-01-13 00:00:00	24.0260	1994-07-19 00:00:00	19.3305	19.54%	186.958333333333
9	alcatel before it acquired lucent - 13000	Long	526	1994-07-19 00:00:00	19.3305	1994-08-16 00:00:00	18.4158	-4.73%	28
10	alcatel before it acquired lucent - 13000	Short	521	1994-08-16 00:00:00	18.4158	1994-08-17 00:00:00	18.6293	-1.16%	1
11	alcatel before it acquired lucent - 13000	Short	519	1994-08-23 00:00:00	18.2329	1994-08-30 00:00:00	18.5988	-2.01%	7
12	alcatel before it acquired lucent - 13000	Short	509	1994-09-01 00:00:00	18.2024	1994-12-13 00:00:00	14.0406	22.86%	103.041666666667
13	alcatel before it acquired lucent - 13000	Long	812	1994-12-13 00:00:00	14.0406	1995-02-09 00:00:00	14.0101	-0.22%	58
14	alcatel before it acquired lucent - 13000	Short	813	1995-02-09 00:00:00	14.0101	1995-03-31 00:00:00	13.2326	5.55%	50
15	alcatel before it acquired lucent - 13000	Short	922	1995-05-12 00:00:00	13.1106	1995-05-15 00:00:00	13.5680	-3.49%	3
16	alcatel before it acquired lucent - 13000	Short	894	1995-05-22 00:00:00	13.0039	1995-05-24 00:00:00	13.1746	-1.31%	2
17	alcatel before it acquired lucent - 13000	Short	888	1995-05-29 00:00:00	12.8819	1995-06-01 00:00:00	13.8729	-7.69%	3
18	alcatel before it acquired lucent - 13000	Long	774	1995-06-01 00:00:00	13.8729	1995-06-30 00:00:00	13.2753	-4.31%	29
19	alcatel before it acquired lucent - 13000	Short	762	1995-06-30 00:00:00	13.2753	1995-07-10 00:00:00	14.2997	-7.72%	10
20	alcatel before it acquired lucent - 13000	Long	654	1995-07-10 00:00:00	14.2997	1995-09-25 00:00:00	14.6534	2.47%	77
21	alcatel before it acquired lucent - 13000	Short	652	1995-09-25 00:00:00	14.6534	1995-12-29 00:00:00	12.9582	11.57%	95.0416666666667
22	alcatel before it acquired lucent - 13000	Short	829	1996-01-02 00:00:00	12.9429	1996-01-03 00:00:00	13.4795	-4.15%	1
23	alcatel before it acquired lucent - 13000	Short	801	1996-01-12 00:00:00	12.8454	1996-01-17 00:00:00	13.1716	-2.54%	5
24	alcatel before it acquired lucent - 13000	Short	744	1996-03-11 00:00:00	13.2600	1996-03-29 00:00:00	15.2449	-14.97%	18
25	alcatel before it acquired lucent - 13000	Long	686	1996-03-29 00:00:00	15.2449	1996-06-17 00:00:00	14.0253	-8.00%	79.9583333333333
26	alcatel before it acquired lucent - 13000	Short	545	1996-06-17 00:00:00	14.0253	1996-09-27 00:00:00	12.6899	9.52%	102
27	alcatel before it acquired lucent - 13000	Long	675	1996-09-27 00:00:00	12.6899	1996-12-11 00:00:00	12.9887	2.35%	75.0416666666667
28	alcatel before it acquired lucent - 13000	Short	661	1996-12-11 00:00:00	12.9887	1997-01-20 00:00:00	13.5375	-4.23%	40
29	alcatel before it acquired lucent - 13000	Long	615	1997-01-20 00:00:00	13.5375	1997-04-29 00:00:00	19.0561	40.77%	98.9583333333333
30	alcatel before it acquired lucent - 13000	Short	609	1997-04-29 00:00:00	19.0561	1997-04-30 00:00:00	20.0928	-5.44%	1
31	alcatel before it acquired lucent - 13000	Short	565	1997-05-12 00:00:00	19.5135	1997-05-13 00:00:00	20.1233	-3.13%	1
32	alcatel before it acquired lucent - 13000	Long	535	1997-06-13 00:00:00	20.1233	1997-08-29 00:00:00	22.8978	13.79%	77
33	alcatel before it acquired lucent - 13000	Short	529	1997-08-29 00:00:00	22.8978	1997-09-03 00:00:00	24.0565	-5.06%	5
34	alcatel before it acquired lucent - 13000	Long	467	1997-09-16 00:00:00	24.5748	1997-09-23 00:00:00	23.9650	-2.48%	7
35	alcatel before it acquired lucent - 13000	Short	468	1997-09-23 00:00:00	23.9650	1997-10-06 00:00:00	25.0016	-4.33%	13
36	alcatel before it acquired lucent - 13000	Short	432	1997-10-07 00:00:00	24.8492	1997-10-15 00:00:00	24.7577	0.37%	8
37	alcatel before it acquired lucent - 13000	Long	424	1997-10-15 00:00:00	24.7577	1997-10-16 00:00:00	24.4833	-1.11%	1
38	alcatel before it acquired lucent - 13000	Long	432	1997-10-20 00:00:00	24.3614	1997-10-24 00:00:00	23.4467	-3.75%	4
39	alcatel before it acquired lucent - 13000	Long	463	1997-11-27 00:00:00	22.2576	1998-02-09 00:00:00	24.0260	7.95%	74
40	alcatel before it acquired lucent - 13000	Short	461	1998-02-09 00:00:00	24.0260	1998-02-10 00:00:00	23.6601	1.52%	1
41	alcatel before it acquired lucent - 13000	Short	476	1998-02-11 00:00:00	23.9040	1998-02-27 00:00:00	23.7820	0.51%	16
42	alcatel before it acquired lucent - 13000	Long	478	1998-02-27 00:00:00	23.7820	1998-06-16 00:00:00	35.0938	47.56%	108.958333333333
43	alcatel before it acquired lucent - 13000	Short	476	1998-06-16 00:00:00	35.0938	1998-06-18 00:00:00	36.8927	-5.13%	2
44	alcatel before it acquired lucent - 13000	Short	411	1998-07-28 00:00:00	37.1976	1998-11-27 00:00:00	22.2880	40.08%	122.041666666667
45	alcatel before it acquired lucent - 13000	Long	979	1998-11-27 00:00:00	22.2880	1999-01-14 00:00:00	21.5800	-3.18%	48
46	alcatel before it acquired lucent - 13000	Short	1023	1999-01-18 00:00:00	21.1000	1999-03-04 00:00:00	22.3800	-6.07%	45
47	alcatel before it acquired lucent - 13000	Long	942	1999-03-04 00:00:00	22.3800	1999-03-24 00:00:00	20.9600	-6.34%	20
48	alcatel before it acquired lucent - 13000	Short	890	1999-03-24 00:00:00	20.9600	1999-03-26 00:00:00	21.3000	-1.62%	2
49	alcatel before it acquired lucent - 13000	Short	861	1999-04-01 00:00:00	21.2000	1999-04-06 00:00:00	22.0200	-3.87%	4.95833333333333
50	alcatel before it acquired lucent - 13000	Short	778	1999-05-18 00:00:00	22.9800	1999-05-20 00:00:00	23.7000	-3.13%	2
51	alcatel before it acquired lucent - 13000	Short	742	1999-05-26 00:00:00	23.0000	1999-05-27 00:00:00	23.3000	-1.30%	1
52	alcatel before it acquired lucent - 13000	Short	740	1999-05-28 00:00:00	22.7000	1999-06-08 00:00:00	23.5200	-3.61%	11
53	alcatel before it acquired lucent - 13000	Long	700	1999-06-08 00:00:00	23.5200	1999-09-09 00:00:00	28.3000	20.32%	93
54	alcatel before it acquired lucent - 13000	Short	692	1999-09-09 00:00:00	28.3000	1999-09-10 00:00:00	28.6200	-1.13%	1
55	alcatel before it acquired lucent - 13000	Short	705	1999-09-16 00:00:00	27.2000	1999-10-12 00:00:00	27.6400	-1.62%	26
56	alcatel before it acquired lucent - 13000	Long	693	1999-10-12 00:00:00	27.6400	1999-10-13 00:00:00	26.3800	-4.56%	1
57	alcatel before it acquired lucent - 13000	Long	657	1999-10-25 00:00:00	27.6000	1999-10-26 00:00:00	26.9000	-2.54%	1
58	alcatel before it acquired lucent - 13000	Short	659	1999-10-26 00:00:00	26.9000	1999-10-27 00:00:00	27.8000	-3.35%	1
59	alcatel before it acquired lucent - 13000	Long	618	1999-10-27 00:00:00	27.8000	2000-01-21 00:00:00	40.2800	44.89%	86.0416666666667
60	alcatel before it acquired lucent - 13000	Short	610	2000-01-26 00:00:00	40.9600	2000-02-02 00:00:00	42.4000	-3.52%	7
61	alcatel before it acquired lucent - 13000	Short	499	2000-02-21 00:00:00	47.5800	2000-03-01 00:00:00	47.8000	-0.46%	9
62	alcatel before it acquired lucent - 13000	Short	520	2000-03-16 00:00:00	46.7800	2000-03-30 00:00:00	47.0000	-0.47%	14
63	alcatel before it acquired lucent - 13000	Long	471	2000-03-30 00:00:00	47.0000	2000-03-31 00:00:00	47.0000	0.00%	1
64	alcatel before it acquired lucent - 13000	Long	465	2000-05-02 00:00:00	52.0000	2000-05-23 00:00:00	52.5000	0.96%	21
65	alcatel before it acquired lucent - 13000	Short	456	2000-05-23 00:00:00	52.5000	2000-05-24 00:00:00	50.4000	4.00%	1
66	alcatel before it acquired lucent - 13000	Short	503	2000-05-25 00:00:00	50.9500	2000-05-29 00:00:00	54.1000	-6.18%	4
67	alcatel before it acquired lucent - 13000	Short	279	2000-09-21 00:00:00	82.6000	2000-12-07 00:00:00	68.9000	16.59%	77.0416666666667
68	alcatel before it acquired lucent - 13000	Long	375	2000-12-07 00:00:00	68.9000	2000-12-20 00:00:00	64.5500	-6.31%	13
69	alcatel before it acquired lucent - 13000	Long	378	2001-01-15 00:00:00	67.5000	2001-01-26 00:00:00	61.3500	-9.11%	11
70	alcatel before it acquired lucent - 13000	Short	378	2001-01-26 00:00:00	61.3500	2001-10-18 00:00:00	15.9200	74.05%	264.958333333333
71	alcatel before it acquired lucent - 13000	Long	2368	2001-10-18 00:00:00	15.9200	2001-12-21 00:00:00	17.7000	11.18%	64.0416666666667
72	alcatel before it acquired lucent - 13000	Short	2517	2001-12-21 00:00:00	17.7000	2002-01-02 00:00:00	19.0000	-7.34%	12
73	alcatel before it acquired lucent - 13000	Long	1999	2002-01-04 00:00:00	21.5000	2002-01-15 00:00:00	18.3000	-14.88%	11
74	alcatel before it acquired lucent - 13000	Short	1910	2002-01-15 00:00:00	18.3000	2002-03-11 00:00:00	18.5900	-1.58%	55
75	alcatel before it acquired lucent - 13000	Long	1880	2002-03-11 00:00:00	18.5900	2002-03-12 00:00:00	18.0800	-2.74%	1