Backtesting of .CAC40 - ZigZag 3 (CAC 40)

Main Statistical Values - Table 60/0 .CAC40 ZigZag 3 CAC 40 Years 17.3 Start 09.05.1995 End 27.07.2012 TRADES Count #60 Yearly #3.5 Every 105. day HITS Ratio 80.00% Wins #48 Losses #12 PERFORM Profitf. 3.790 WinSum 108.791 LossSum -28.706 Efficiency 58.67% AvWin 2.266 LossAv -2.392 RETURN Sum 80.084 Yearly 4.638 Daily 0.013 Average 1.335 AvAbs 2.27 Kurtosis 8.08 Median 1.490 MaxWin 9.926 MaxLoss -10.242 StdDev 2.80 Excess 5.08 1/Prof. 0.26 INVTIME Days 15.5% Year 15.5% 686 of 4416 FULL Year 29.919 LENGTH Average 11.4 StdDev 10.90 Median 8.0 EOD-signals and all returns in [%] relative to buy price.	Temporary Intra Trade Statistical Values - Table Temporary Returns Hits Ratio 44.5% Wins 305 Losses 381 Average Diff. -1.24 Wins 1.64 Losses -3.55 Sum Proftf. 0.4 Wins 501.4 Losses -1350.7 SqrSum Profitf. 0.2 Wins 1444.6 Losses 9619.7 Extremal Temporary Returns Average Diff. -0.0 Wins 2.13 Losses -2.13 Sum Proftf. 1.0 Wins 127.66 Losses -127.70
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