Backtesting of .OMX (Schweden) - ZigZag 2 (OMX (Schweden))

Main Statistical Values - Table 44/0 .OMX (Schweden) ZigZag 2 OMX (Schweden) Years 16.8 Start 12.10.1995 End 27.07.2012 TRADES Count #44 Yearly #2.6 Every 139. day HITS Ratio 77.27% Wins #34 Losses #10 PERFORM Profitf. 3.347 WinSum 142.413 LossSum -42.549 Efficiency 54.28% AvWin 4.189 LossAv -4.255 RETURN Sum 99.864 Yearly 5.931 Daily 0.016 Average 2.270 AvAbs 4.18 Kurtosis 3.48 Median 3.106 MaxWin 10.375 MaxLoss -9.491 StdDev 4.35 Excess 0.48 1/Prof. 0.30 INVTIME Days 21.0% Year 21.1% 886 of 4210 FULL Year 28.176 LENGTH Average 20.1 StdDev 13.63 Median 19.0 EOD-signals and all returns in [%] relative to buy price.	Temporary Intra Trade Statistical Values - Table Temporary Returns Hits Ratio 50.1% Wins 444 Losses 442 Average Diff. -0.65 Wins 2.46 Losses -3.78 Sum Proftf. 0.7 Wins 1091.4 Losses -1669.2 SqrSum Profitf. 0.4 Wins 4052.4 Losses 9718.4 Extremal Temporary Returns Average Diff. 0.5 Wins 3.86 Losses -3.33 Sum Proftf. 1.2 Wins 169.94 Losses -146.59
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