Backtesting of .Polish Traded Index PTE - ZigZag 3 (Polish Traded Index PTE)

Main Statistical Values - Table 65/0 .Polish Traded Index PTE ZigZag 3 Polish Traded Index PTE Years 9.7 Start 10.12.2002 End 27.07.2012 TRADES Count #65 Yearly #6.7 Every 54. day HITS Ratio 72.31% Wins #47 Losses #18 PERFORM Profitf. 2.230 WinSum 197.089 LossSum -88.366 Efficiency 38.22% AvWin 4.193 LossAv -4.909 RETURN Sum 108.723 Yearly 11.263 Daily 0.031 Average 1.673 AvAbs 4.38 Kurtosis 6.31 Median 1.894 MaxWin 15.532 MaxLoss -21.218 StdDev 5.87 Excess 3.31 1/Prof. 0.45 INVTIME Days 34.5% Year 34.4% 821 of 2379 FULL Year 32.702 LENGTH Average 12.6 StdDev 13.88 Median 8.0 EOD-signals and all returns in [%] relative to buy price.	Temporary Intra Trade Statistical Values - Table Temporary Returns Hits Ratio 44.1% Wins 362 Losses 459 Average Diff. -2.35 Wins 2.44 Losses -6.13 Sum Proftf. 0.3 Wins 881.5 Losses -2812.6 SqrSum Profitf. 0.1 Wins 4045.5 Losses 32959.6 Extremal Temporary Returns Average Diff. 0.2 Wins 3.57 Losses -3.33 Sum Proftf. 1.1 Wins 232.01 Losses -216.58
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