Backtesting of .CECE Index - ZigZag 3 (CECE Index)

Main Statistical Values - Table 57/0 .CECE Index ZigZag 3 CECE Index Years 9.7 Start 12.11.2002 End 27.07.2012 TRADES Count #56 Yearly #5.9 Every 62. day HITS Ratio 67.86% Wins #38 Losses #18 PERFORM Profitf. 2.715 WinSum 126.435 LossSum -46.563 Efficiency 46.44% AvWin 3.327 LossAv -2.587 RETURN Sum 79.871 Yearly 8.209 Daily 0.023 Average 1.426 AvAbs 3.07 Kurtosis 5.89 Median 1.613 MaxWin 12.449 MaxLoss -12.283 StdDev 4.04 Excess 2.89 1/Prof. 0.37 INVTIME Days 27.2% Year 27.3% 657 of 2413 FULL Year 30.086 LENGTH Average 11.7 StdDev 12.88 Median 7.5 EOD-signals and all returns in [%] relative to buy price.	Temporary Intra Trade Statistical Values - Table Temporary Returns Hits Ratio 39.6% Wins 260 Losses 397 Average Diff. -1.87 Wins 1.83 Losses -4.29 Sum Proftf. 0.3 Wins 474.7 Losses -1701.5 SqrSum Profitf. 0.1 Wins 1768.1 Losses 14401.8 Extremal Temporary Returns Average Diff. -0.1 Wins 2.56 Losses -2.67 Sum Proftf. 1.0 Wins 143.63 Losses -149.54
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