Backtesting of .PSI 20 - ZigZag 3 (PSI 20)

Main Statistical Values - Table 20/0 .PSI 20 ZigZag 3 PSI 20 Years 9.7 Start 20.11.2002 End 27.07.2012 TRADES Count #20 Yearly #2.1 Every 177. day HITS Ratio 90.00% Wins #18 Losses #2 PERFORM Profitf. 1.064 WinSum 37.228 LossSum -34.986 Efficiency 3.15% AvWin 2.068 LossAv -17.493 RETURN Sum 2.242 Yearly 0.231 Daily 0.001 Average 0.112 AvAbs 3.56 Kurtosis 12.53 Median 1.639 MaxWin 4.787 MaxLoss -25.528 StdDev 6.48 Excess 9.53 1/Prof. 0.94 INVTIME Days 18.4% Year 18.4% 455 of 2475 FULL Year 1.254 LENGTH Average 22.8 StdDev 36.20 Median 9.5 EOD-signals and all returns in [%] relative to buy price.	Temporary Intra Trade Statistical Values - Table Temporary Returns Hits Ratio 35.4% Wins 161 Losses 294 Average Diff. -4.98 Wins 1.41 Losses -8.48 Sum Proftf. 0.1 Wins 227.2 Losses -2493.3 SqrSum Profitf. 0.0 Wins 472.3 Losses 43484.0 Extremal Temporary Returns Average Diff. -0.8 Wins 2.30 Losses -3.11 Sum Proftf. 0.7 Wins 46.07 Losses -62.13
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