Backtesting of .CAC MID60 - Trend Cont with KAMA (CAC Mid 100) - Put Part

Main Statistical Values - Table 0/-15 .CAC MID60 Trend Cont with KAMA CAC Mid 100 Years 7.3 Start 07.04.2005 End 27.07.2012 TRADES Count #15 Yearly #2.0 Every 178. day HITS Ratio 33.33% Wins #5 Losses #10 PERFORM Profitf. 0.548 WinSum 11.453 LossSum -20.893 Efficiency -30.11% AvWin 2.291 LossAv -2.089 RETURN Sum -9.439 Yearly -1.289 Daily -0.004 Average -0.629 AvAbs 2.09 Kurtosis 2.27 Median -1.390 MaxWin 3.637 MaxLoss -5.196 StdDev 2.47 Excess -0.73 1/Prof. 1.82 INVTIME Days 6.1% Year 5.3% 101 of 1669 FULL Year -24.385 LENGTH Average 6.7 StdDev 6.54 Median 3.0 EOD-signals and all returns in [%] relative to buy price.	Temporary Intra Trade Statistical Values - Table Temporary Returns Hits Ratio 65.3% Wins 66 Losses 35 Average Diff. 2.77 Wins 5.34 Losses -2.08 Sum Proftf. 4.8 Wins 352.2 Losses -72.7 SqrSum Profitf. 12.6 Wins 3026.4 Losses 241.0 Extremal Temporary Returns Average Diff. -1.3 Wins -3.02 Losses 1.72 Sum Proftf. 1.8 Wins -45.35 Losses 25.78
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