Backtesting of .TecDAX (X) - Trend Cont KAMA indirect (SDAX for TechDAX) - Put Part

Main Statistical Values - Table 0/-70 .TecDAX (X) Trend Cont KAMA indirect SDAX for TechDAX Years 14.6 Start 02.01.1998 End 27.07.2012 TRADES Count #70 Yearly #4.8 Every 76. day HITS Ratio 57.14% Wins #40 Losses #30 PERFORM Profitf. 2.898 WinSum 243.911 LossSum -84.167 Efficiency 48.84% AvWin 6.098 LossAv -2.806 RETURN Sum 159.744 Yearly 10.939 Daily 0.030 Average 2.282 AvAbs 4.67 Kurtosis 7.56 Median 0.560 MaxWin 29.726 MaxLoss -10.780 StdDev 7.44 Excess 4.56 1/Prof. 0.35 INVTIME Days 18.2% Year 18.1% 672 of 3702 FULL Year 60.360 LENGTH Average 9.6 StdDev 11.88 Median 5.0 EOD-signals and all returns in [%] relative to buy price.	Temporary Intra Trade Statistical Values - Table Temporary Returns Hits Ratio 78.9% Wins 530 Losses 142 Average Diff. 8.29 Wins 11.17 Losses -2.45 Sum Proftf. 17.0 Wins 5918.4 Losses -347.6 SqrSum Profitf. 73.4 Wins 111742.7 Losses 1523.1 Extremal Temporary Returns Average Diff. -4.7 Wins -6.56 Losses 1.86 Sum Proftf. 3.5 Wins -459.49 Losses 130.18
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