Backtesting of .S&P 500 - AW Indikator 3 (S&P 500)

Main Statistical Values - Table 109/-61 .S&P 500 AW Indikator 3 S&P 500 Years 17.3 Start 09.05.1995 End 27.07.2012 TRADES Count #169 Yearly #9.8 Every 37. day HITS Ratio 69.82% Wins #118 Losses #51 PERFORM Profitf. 2.448 WinSum 263.364 LossSum -107.579 Efficiency 42.11% AvWin 2.232 LossAv -2.109 RETURN Sum 155.785 Yearly 9.023 Daily 0.025 Average 0.922 AvAbs 2.19 Kurtosis 9.54 Median 0.839 MaxWin 15.842 MaxLoss -12.857 StdDev 2.97 Excess 6.54 1/Prof. 0.41 INVTIME Days 36.0% Year 36.1% 1562 of 4339 FULL Year 24.965 LENGTH Average 9.2 StdDev 6.57 Median 7.0 EOD-signals and all returns in [%] relative to buy price.	Temporary Intra Trade Statistical Values - Table Temporary Returns Hits Ratio 56.1% Wins 876 Losses 686 Average Diff. 0.09 Wins 1.86 Losses -2.17 Sum Proftf. 1.1 Wins 1630.9 Losses -1488.9 SqrSum Profitf. 1.0 Wins 7013.5 Losses 6973.5 Extremal Temporary Returns Average Diff. 0.1 Wins 0.16 Losses -0.04 Sum Proftf. 4.3 Wins 26.42 Losses -6.21
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