Backtesting of .RTX EUR - ZigZag 2 (RTX (Russland))

Call System

Scan time: 2012-07-30 20:57:58

Main Statistical Values - Table
Temporary Intra Trade Statistical Values - Table
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
Executed Trades - Table

Main Statistical Values - Table

36/0.RTX EURZigZag 2RTX (Russland)
Years4.1Start08.07.2008End27.07.2012
TRADESCount#36Yearly#8.9Every41. day
HITSRatio72.22%Wins#26Losses#10
PERFORMProfitf.2.135WinSum88.505LossSum-41.446
Efficiency36.49%AvWin3.404LossAv-4.145
RETURNSum47.059Yearly11.582Daily0.032
Average1.307AvAbs3.58Kurtosis4.81
Median2.155MaxWin7.873MaxLoss-12.395
StdDev4.43Excess1.811/Prof.0.47
INVTIMEDays31.6%Year30.8%307 of970
FULLYear37.590
LENGTHAverage8.5StdDev8.29Median5.5
EOD-signals and all returns in [%] relative to buy price.

Temporary Intra Trade Statistical Values - Table

Temporary Returns
HitsRatio37.1%Wins114Losses193
AverageDiff.-2.29Wins2.52Losses-5.13
SumProftf.0.3Wins286.8Losses-989.4
SqrSumProfitf.0.1Wins1108.2Losses7552.3
Extremal Temporary Returns
AverageDiff.-0.4Wins2.80Losses-3.24
SumProftf.0.9Wins100.66Losses-116.75

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

Executed Trades - Table

NoDirec.#Buy atBuy forSell atSell forReturnReturn%DaysTemp.Win%Temp.Loss%Yearly%Cum.Win%
1Long110.07.20082947.9318.07.20082893.6-54.330-1.84362.450-2.690-83.9-1.843
2Long124.07.20082797.8413.08.20082563.51-234.330-8.375140.000-13.262-152.5-10.218
3Long119.08.20082446.2121.08.20082497.7951.5802.10922.1090.000384.0-8.110
4Long122.06.20091492.4924.07.20091609.99117.5007.873247.873-11.75889.6-0.237
5Long131.07.20091618.1704.08.20091698.980.7304.98924.9890.000454.34.752
6Long111.08.20091612.0725.08.20091714.96102.8906.382106.386-3.592166.111.134
7Long131.08.20091645.6509.09.20091767.26121.6107.39077.390-1.074299.118.524
8Long123.09.20091867.6508.10.20092011.69144.0407.712117.712-2.050187.326.237
9Long115.10.20092103.0820.10.20092132.8429.7601.41531.419-1.810103.127.652
10Long109.11.20092055.4310.11.20092091.4736.0401.75311.7530.000638.729.405
11Long116.11.2009216717.11.20092159.48-7.520-0.34710.000-0.347-126.429.058
12Long124.11.20092095.3917.12.20092088.53-6.860-0.327162.198-6.547-5.228.731
13Long115.01.20102319.3219.01.20102374.9655.6402.39922.3990.000218.531.130
14Long120.01.20102354.5903.02.20102319.7-34.890-1.482100.000-6.857-38.629.648
15Long110.02.20102150.0217.02.20102218.0468.0203.16453.342-0.776164.632.811
16Long101.03.20102252.8802.03.20102273.3520.4700.90910.9090.000331.033.720
17Long115.03.20102341.9918.03.20102410.6868.6902.93332.9330.000356.136.653
18Long124.03.20102379.9530.03.20102439.8859.9302.51842.5180.000152.939.171
19Long131.03.20102437.8615.04.20102611.2173.3407.11097.1100.000172.746.282
20Long121.04.20102520.9227.04.20102529.488.5600.34041.868-1.14720.646.621
21Long130.04.20102480.5304.06.20102364.29-116.240-4.686200.000-16.649-48.841.935
22Long109.06.20102313.7616.06.20102382.4668.7002.96943.0230.000154.544.904
23Long129.06.20102306.8913.07.20102349.8342.9401.861101.861-6.87548.446.766
24Long121.07.20102316.6227.07.20102394.1977.5703.34843.3480.000203.350.114
25Long130.07.20102370.6503.08.20102408.5137.8601.59722.4420.000145.451.711
26Long110.08.20102382.9518.08.20102373.38-9.570-0.40260.125-1.316-18.351.309
27Long119.11.20102398.6525.11.20102466.1467.4902.81442.814-0.557170.854.123
28Long113.12.20102635.6420.12.20102673.6137.9701.44151.7790.00075.055.564
29Long114.02.20112846.7728.02.20112923.3676.5902.69092.690-1.77170.058.254
30Long110.03.20112882.224.03.20112945.6763.4702.202102.202-3.27061.760.456
31Long131.03.20112958.4404.04.20113035.1976.7502.59422.5940.000236.263.051
32Long118.04.20112796.4710.06.20112739.46-57.010-2.039343.129-8.675-14.061.012
33Long128.02.20122674.9705.03.20122780.19105.2203.93443.9340.000238.864.945
34Long113.03.20122762.4402.05.20122498.61-263.830-9.551341.302-10.737-69.655.395
35Long103.05.20122491.9130.05.20122183.04-308.870-12.395180.000-14.996-167.243.000
36Long106.06.20122194.2918.06.20122283.3689.0704.05964.0590.000123.247.059

Generated 30.07.2012 20:58:12