Backtesting of .Korea Composite 200 Index - Trend Cont with KAMA (Korea Composite 200)

Main Statistical Values - Table 74/0 .Korea Composite 200 Index Trend Cont with KAMA Korea Composite 200 Years 17.2 Start 26.05.1995 End 27.07.2012 TRADES Count #74 Yearly #4.3 Every 85. day HITS Ratio 50.00% Wins #37 Losses #37 PERFORM Profitf. 3.325 WinSum 294.541 LossSum -88.573 Efficiency 53.90% AvWin 7.961 LossAv -2.394 RETURN Sum 205.967 Yearly 11.962 Daily 0.033 Average 2.783 AvAbs 5.16 Kurtosis 10.98 Median 0.007 MaxWin 44.634 MaxLoss -5.854 StdDev 8.42 Excess 7.98 1/Prof. 0.30 INVTIME Days 27.5% Year 27.3% 1160 of 4222 FULL Year 43.771 LENGTH Average 15.7 StdDev 15.99 Median 9.5 EOD-signals and all returns in [%] relative to buy price.	Temporary Intra Trade Statistical Values - Table Temporary Returns Hits Ratio 85.4% Wins 991 Losses 169 Average Diff. 6.42 Wins 7.83 Losses -1.85 Sum Proftf. 24.8 Wins 7755.9 Losses -312.8 SqrSum Profitf. 109.9 Wins 108459.8 Losses 986.9 Extremal Temporary Returns Average Diff. 4.3 Wins 6.10 Losses -1.79 Sum Proftf. 3.4 Wins 451.33 Losses -132.19
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