Backtesting of American Express (DE) - ZigZag 3 (American Express (DE))

Main Statistical Values - Table 150/0 American Express (DE) ZigZag 3 American Express (DE) Years 17.0 Start 04.08.1995 End 27.07.2012 TRADES Count #149 Yearly #8.8 Every 41. day HITS Ratio 71.23% Wins #104 Losses #42 PERFORM Profitf. 2.384 WinSum 365.814 LossSum -153.430 Efficiency 40.98% AvWin 3.517 LossAv -3.653 RETURN Sum 212.385 Yearly 12.474 Daily 0.034 Average 1.425 AvAbs 3.48 Kurtosis 7.61 Median 1.664 MaxWin 18.466 MaxLoss -17.943 StdDev 4.75 Excess 4.61 1/Prof. 0.42 INVTIME Days 27.8% Year 27.9% 1195 of 4300 FULL Year 44.692 LENGTH Average 8.0 StdDev 10.35 Median 5.0 EOD-signals and all returns in [%] relative to buy price.	Temporary Intra Trade Statistical Values - Table Temporary Returns Hits Ratio 41.0% Wins 479 Losses 690 Average Diff. -2.02 Wins 2.48 Losses -5.22 Sum Proftf. 0.3 Wins 1186.6 Losses -3604.8 SqrSum Profitf. 0.2 Wins 5847.4 Losses 38528.5 Extremal Temporary Returns Average Diff. 0.3 Wins 3.07 Losses -2.79 Sum Proftf. 1.1 Wins 457.92 Losses -415.84
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