Backtesting of .FTSE 100 - ZigZag 3 (FTSE 100)

Main Statistical Values - Table 70/0 .FTSE 100 ZigZag 3 FTSE 100 Years 17.1 Start 20.07.1995 End 27.07.2012 TRADES Count #70 Yearly #4.1 Every 89. day HITS Ratio 85.71% Wins #60 Losses #10 PERFORM Profitf. 4.206 WinSum 126.737 LossSum -30.133 Efficiency 61.98% AvWin 2.112 LossAv -3.013 RETURN Sum 96.604 Yearly 5.660 Daily 0.016 Average 1.380 AvAbs 2.23 Kurtosis 5.78 Median 1.488 MaxWin 8.004 MaxLoss -6.363 StdDev 2.35 Excess 2.78 1/Prof. 0.24 INVTIME Days 23.6% Year 23.3% 1015 of 4302 FULL Year 24.318 LENGTH Average 14.5 StdDev 12.38 Median 10.0 EOD-signals and all returns in [%] relative to buy price.	Temporary Intra Trade Statistical Values - Table Temporary Returns Hits Ratio 46.0% Wins 466 Losses 548 Average Diff. -0.73 Wins 1.52 Losses -2.65 Sum Proftf. 0.5 Wins 706.3 Losses -1450.4 SqrSum Profitf. 0.3 Wins 2049.5 Losses 7362.7 Extremal Temporary Returns Average Diff. 0.2 Wins 2.10 Losses -1.90 Sum Proftf. 1.1 Wins 146.79 Losses -133.33
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