Backtesting of .Euro STOXX 50 - ZigZag 3 (Euro STOXX 50)

Main Statistical Values - Table 69/0 .Euro STOXX 50 ZigZag 3 Euro STOXX 50 Years 17.3 Start 04.05.1995 End 27.07.2012 TRADES Count #69 Yearly #4.0 Every 91. day HITS Ratio 81.16% Wins #56 Losses #13 PERFORM Profitf. 3.415 WinSum 129.314 LossSum -37.866 Efficiency 55.03% AvWin 2.309 LossAv -2.913 RETURN Sum 91.448 Yearly 5.292 Daily 0.015 Average 1.325 AvAbs 2.41 Kurtosis 10.47 Median 1.464 MaxWin 8.134 MaxLoss -12.902 StdDev 2.91 Excess 7.47 1/Prof. 0.29 INVTIME Days 14.8% Year 14.6% 654 of 4428 FULL Year 36.246 LENGTH Average 9.5 StdDev 10.31 Median 6.0 EOD-signals and all returns in [%] relative to buy price.	Temporary Intra Trade Statistical Values - Table Temporary Returns Hits Ratio 48.3% Wins 316 Losses 338 Average Diff. -1.31 Wins 1.63 Losses -4.05 Sum Proftf. 0.4 Wins 515.7 Losses -1370.0 SqrSum Profitf. 0.1 Wins 1397.3 Losses 12127.1 Extremal Temporary Returns Average Diff. 0.1 Wins 2.10 Losses -2.00 Sum Proftf. 1.1 Wins 145.15 Losses -137.68
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