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

Main Statistical Values - Table 68/-73 Brent Crude Oil (NYM) LongREI2 Brend Crude Oil Future 2 Years 16.2 Start 21.03.1996 End 31.05.2012 TRADES Count #140 Yearly #8.7 Every 42. day HITS Ratio 62.86% Wins #88 Losses #52 PERFORM Profitf. 1.960 WinSum 581.234 LossSum -296.525 Efficiency 32.47% AvWin 6.605 LossAv -5.702 RETURN Sum 284.708 Yearly 17.536 Daily 0.048 Average 2.034 AvAbs 6.26 Kurtosis 13.02 Median 2.084 MaxWin 28.911 MaxLoss -52.892 StdDev 8.82 Excess 10.02 1/Prof. 0.51 INVTIME Days 55.9% Year 55.7% 2259 of 4039 FULL Year 31.454 LENGTH Average 16.1 StdDev 14.76 Median 11.0 EOD-signals and all returns in [%] relative to buy price.	Temporary Intra Trade Statistical Values - Table Temporary Returns Hits Ratio 61.0% Wins 1368 Losses 874 Average Diff. 1.46 Wins 6.23 Losses -5.97 Sum Proftf. 1.6 Wins 8522.6 Losses -5221.1 SqrSum Profitf. 1.2 Wins 90653.6 Losses 74432.8 Extremal Temporary Returns Average Diff. 0.6 Wins 0.82 Losses -0.21 Sum Proftf. 3.8 Wins 115.08 Losses -30.05
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