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

Main Statistical Values - Table 0/-73 Brent Crude Oil (NYM) LongREI2 Brend Crude Oil Future 2 Years 16.2 Start 21.03.1996 End 31.05.2012 TRADES Count #72 Yearly #4.5 Every 81. day HITS Ratio 59.72% Wins #43 Losses #29 PERFORM Profitf. 1.968 WinSum 241.533 LossSum -122.708 Efficiency 32.71% AvWin 5.617 LossAv -4.231 RETURN Sum 118.825 Yearly 7.319 Daily 0.020 Average 1.650 AvAbs 5.05 Kurtosis 4.30 Median 1.327 MaxWin 22.768 MaxLoss -16.448 StdDev 6.65 Excess 1.30 1/Prof. 0.51 INVTIME Days 25.1% Year 25.1% 1014 of 4039 FULL Year 29.205 LENGTH Average 14.1 StdDev 13.31 Median 8.0 EOD-signals and all returns in [%] relative to buy price.	Temporary Intra Trade Statistical Values - Table Temporary Returns Hits Ratio 51.6% Wins 519 Losses 487 Average Diff. 0.74 Wins 6.00 Losses -4.85 Sum Proftf. 1.3 Wins 3114.1 Losses -2360.4 SqrSum Profitf. 1.7 Wins 31555.2 Losses 18656.1 Extremal Temporary Returns Average Diff. -1.6 Wins -5.21 Losses 3.61 Sum Proftf. 1.4 Wins -374.79 Losses 259.83
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