Backtesting of Brent Crude Oil (NYM) - ZigZag 3 (Brent Crude Oil NYM)

Main Statistical Values - Table 44/0 Brent Crude Oil (NYM) ZigZag 3 Brent Crude Oil NYM Years 16.8 Start 15.08.1995 End 31.05.2012 TRADES Count #44 Yearly #2.6 Every 139. day HITS Ratio 75.00% Wins #33 Losses #11 PERFORM Profitf. 3.333 WinSum 216.330 LossSum -64.912 Efficiency 54.03% AvWin 6.555 LossAv -5.901 RETURN Sum 151.417 Yearly 8.991 Daily 0.025 Average 3.441 AvAbs 6.37 Kurtosis 4.59 Median 4.101 MaxWin 19.356 MaxLoss -20.385 StdDev 7.05 Excess 1.59 1/Prof. 0.30 INVTIME Days 31.4% Year 31.5% 1318 of 4193 FULL Year 28.577 LENGTH Average 30.0 StdDev 36.15 Median 19.0 EOD-signals and all returns in [%] relative to buy price.	Temporary Intra Trade Statistical Values - Table Temporary Returns Hits Ratio 27.7% Wins 364 Losses 952 Average Diff. -5.64 Wins 3.89 Losses -9.29 Sum Proftf. 0.2 Wins 1414.5 Losses -8846.2 SqrSum Profitf. 0.1 Wins 9220.6 Losses 127949.5 Extremal Temporary Returns Average Diff. -0.8 Wins 6.21 Losses -7.05 Sum Proftf. 0.9 Wins 273.36 Losses -310.04
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