Backtesting of .Rogers Intern. Commodity Inde - ZigZag 2 (Rogers Inern. Commodity Index)

Main Statistical Values - Table 15/0 .Rogers Intern. Commodity Inde ZigZag 2 Rogers Inern. Commodity Index Years 7.5 Start 14.02.2005 End 27.07.2012 TRADES Count #15 Yearly #2.0 Every 181. day HITS Ratio 86.67% Wins #13 Losses #2 PERFORM Profitf. 3.317 WinSum 52.706 LossSum -15.888 Efficiency 54.47% AvWin 4.054 LossAv -7.944 RETURN Sum 36.818 Yearly 4.932 Daily 0.014 Average 2.455 AvAbs 4.51 Kurtosis 5.28 Median 3.586 MaxWin 10.919 MaxLoss -11.921 StdDev 5.02 Excess 2.28 1/Prof. 0.30 INVTIME Days 16.4% Year 16.4% 313 of 1910 FULL Year 30.137 LENGTH Average 20.9 StdDev 16.02 Median 12.0 EOD-signals and all returns in [%] relative to buy price.	Temporary Intra Trade Statistical Values - Table Temporary Returns Hits Ratio 52.4% Wins 163 Losses 148 Average Diff. -0.37 Wins 2.37 Losses -3.38 Sum Proftf. 0.8 Wins 385.5 Losses -500.9 SqrSum Profitf. 0.5 Wins 1438.6 Losses 2678.1 Extremal Temporary Returns Average Diff. 1.2 Wins 4.16 Losses -2.93 Sum Proftf. 1.4 Wins 62.34 Losses -43.95
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