Backtesting of Brent Crude Oil (NYM) - LongREI2 (Brend Crude Oil Future 2) - Call Part

Main Statistical Values - Table 68/0 Brent Crude Oil (NYM) LongREI2 Brend Crude Oil Future 2 Years 16.2 Start 21.03.1996 End 31.05.2012 TRADES Count #68 Yearly #4.2 Every 87. day HITS Ratio 66.18% Wins #45 Losses #23 PERFORM Profitf. 1.954 WinSum 339.701 LossSum -173.818 Efficiency 32.37% AvWin 7.549 LossAv -7.557 RETURN Sum 165.883 Yearly 10.217 Daily 0.028 Average 2.439 AvAbs 7.54 Kurtosis 12.33 Median 2.898 MaxWin 28.911 MaxLoss -52.892 StdDev 10.62 Excess 9.33 1/Prof. 0.51 INVTIME Days 30.8% Year 30.7% 1245 of 4039 FULL Year 33.291 LENGTH Average 18.3 StdDev 15.87 Median 12.5 EOD-signals and all returns in [%] relative to buy price.	Temporary Intra Trade Statistical Values - Table Temporary Returns Hits Ratio 68.7% Wins 849 Losses 387 Average Diff. 2.05 Wins 6.37 Losses -7.39 Sum Proftf. 1.9 Wins 5408.6 Losses -2860.7 SqrSum Profitf. 1.1 Wins 59098.4 Losses 55776.8 Extremal Temporary Returns Average Diff. 2.9 Wins 7.20 Losses -4.26 Sum Proftf. 1.7 Wins 489.87 Losses -289.88
Cummulative Return - Timeseries
Cummulative Return (from Trade to Trade) - Series	Cummulative Return (from Day to Day im Market) - Series
Return - Distribution	Intra Trade Return - Distribution
Trade Durations - Distribution	Return versus Trade Duration - Scatter
Every Trade - Series	Every Trade Reverse - Series
Pseude Average Trade - Series	Temporary Maximal Wins and Losses - Distribution
Temporary Maximal Wins and Loss versus Return - Scatter