Backtesting of Michelin (DE) - AW Indikator 2 (Michelin (DE))

Main Statistical Values - Table 34/-18 Michelin (DE) AW Indikator 2 Michelin (DE) Years 17.5 Start 13.02.1995 End 27.07.2012 TRADES Count #52 Yearly #3.0 Every 123. day HITS Ratio 67.31% Wins #35 Losses #17 PERFORM Profitf. 2.208 WinSum 217.620 LossSum -98.550 Efficiency 37.78% AvWin 6.218 LossAv -5.797 RETURN Sum 119.070 Yearly 6.805 Daily 0.019 Average 2.290 AvAbs 6.06 Kurtosis 5.19 Median 2.121 MaxWin 19.095 MaxLoss -26.336 StdDev 7.84 Excess 2.19 1/Prof. 0.45 INVTIME Days 15.3% Year 14.9% 675 of 4415 FULL Year 45.750 LENGTH Average 13.0 StdDev 7.14 Median 10.5 EOD-signals and all returns in [%] relative to buy price.	Temporary Intra Trade Statistical Values - Table Temporary Returns Hits Ratio 56.4% Wins 377 Losses 291 Average Diff. 0.62 Wins 5.32 Losses -5.46 Sum Proftf. 1.3 Wins 2007.5 Losses -1588.6 SqrSum Profitf. 1.2 Wins 18611.4 Losses 15878.2 Extremal Temporary Returns Average Diff. 0.7 Wins 2.30 Losses -1.57 Sum Proftf. 1.5 Wins 119.56 Losses -81.59
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