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

Main Statistical Values - Table 21/-15 .CAC MID60 Trend Cont with KAMA CAC Mid 100 Years 7.3 Start 07.04.2005 End 27.07.2012 TRADES Count #36 Yearly #4.9 Every 74. day HITS Ratio 41.67% Wins #15 Losses #21 PERFORM Profitf. 2.540 WinSum 98.228 LossSum -38.671 Efficiency 43.82% AvWin 6.549 LossAv -1.841 RETURN Sum 59.557 Yearly 8.131 Daily 0.022 Average 1.654 AvAbs 3.77 Kurtosis 10.97 Median -0.240 MaxWin 29.280 MaxLoss -5.196 StdDev 6.28 Excess 7.97 1/Prof. 0.39 INVTIME Days 38.9% Year 45.7% 650 of 1669 FULL Year 17.782 LENGTH Average 18.1 StdDev 24.42 Median 9.0 EOD-signals and all returns in [%] relative to buy price.	Temporary Intra Trade Statistical Values - Table Temporary Returns Hits Ratio 87.1% Wins 566 Losses 84 Average Diff. 6.34 Wins 7.50 Losses -1.49 Sum Proftf. 34.0 Wins 4244.0 Losses -124.9 SqrSum Profitf. 160.2 Wins 56004.2 Losses 349.6 Extremal Temporary Returns Average Diff. 2.4 Wins 2.37 Losses 0.07 Sum Proftf. -34.2 Wins 85.23 Losses 2.50
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