Backtesting of FGBL XEUR Future endl - ZigZag Call (Bund Future)

Main Statistical Values - Table 41/0 FGBL XEUR Future endl ZigZag Call Bund Future Years 17.0 Start 27.06.1995 End 31.05.2012 TRADES Count #41 Yearly #2.4 Every 151. day HITS Ratio 70.73% Wins #29 Losses #12 PERFORM Profitf. 3.958 WinSum 56.795 LossSum -14.348 Efficiency 60.51% AvWin 1.958 LossAv -1.196 RETURN Sum 42.447 Yearly 2.501 Daily 0.007 Average 1.035 AvAbs 1.71 Kurtosis 3.00 Median 0.575 MaxWin 6.767 MaxLoss -2.441 StdDev 2.05 Excess -0.00 1/Prof. 0.25 INVTIME Days 30.9% Year 30.8% 1326 of 4292 FULL Year 8.116 LENGTH Average 32.3 StdDev 36.99 Median 21.0 EOD-signals and all returns in [%] relative to buy price.	Temporary Intra Trade Statistical Values - Table Temporary Returns Hits Ratio 82.3% Wins 1088 Losses 234 Average Diff. 1.70 Wins 2.20 Losses -0.57 Sum Proftf. 18.0 Wins 2388.4 Losses -132.9 SqrSum Profitf. 65.5 Wins 8984.9 Losses 137.2 Extremal Temporary Returns Average Diff. 1.5 Wins 2.17 Losses -0.70 Sum Proftf. 3.1 Wins 89.09 Losses -28.55
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