Main Statistical Values - Table
| 12/0 | .FTSE MIB | ZigZag 2 | FTSE MIB | |||
|---|---|---|---|---|---|---|
| Years | 8.3 | Start | 28.04.2004 | End | 27.07.2012 | |
| TRADES | Count | #12 | Yearly | #1.5 | Every | 251. day |
| HITS | Ratio | 58.33% | Wins | #7 | Losses | #5 |
| PERFORM | Profitf. | 1.296 | WinSum | 32.632 | LossSum | -25.174 |
| Efficiency | 13.13% | AvWin | 4.662 | LossAv | -5.035 | |
| RETURN | Sum | 7.458 | Yearly | 0.902 | Daily | 0.002 |
| Average | 0.621 | AvAbs | 4.73 | Kurtosis | 2.50 | |
| Median | 2.112 | MaxWin | 7.942 | MaxLoss | -11.236 | |
| StdDev | 5.75 | Excess | -0.50 | 1/Prof. | 0.77 | |
| INVTIME | Days | 10.9% | Year | 11.0% | 229 of | 2100 |
| FULL | Year | 8.182 | ||||
| LENGTH | Average | 19.1 | StdDev | 11.82 | Median | 14.0 |
| EOD-signals and all returns in [%] relative to buy price. | ||||||
Temporary Intra Trade Statistical Values - Table
| Temporary Returns | ||||||
|---|---|---|---|---|---|---|
| Hits | Ratio | 52.0% | Wins | 119 | Losses | 110 |
| Average | Diff. | -0.05 | Wins | 2.94 | Losses | -3.29 |
| Sum | Proftf. | 1.0 | Wins | 350.0 | Losses | -361.5 |
| SqrSum | Profitf. | 0.8 | Wins | 1541.7 | Losses | 1907.3 |
| Extremal Temporary Returns | ||||||
| Average | Diff. | -0.1 | Wins | 3.32 | Losses | -3.41 |
| Sum | Proftf. | 1.0 | Wins | 39.88 | Losses | -40.93 |
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
