Backtesting of .SMI (Schweiz) - ZigZag 3 (SMI (Schweiz))

Main Statistical Values - Table 84/0 .SMI (Schweiz) ZigZag 3 SMI (Schweiz) Years 17.2 Start 16.06.1995 End 27.07.2012 TRADES Count #84 Yearly #4.9 Every 74. day HITS Ratio 76.19% Wins #64 Losses #20 PERFORM Profitf. 2.172 WinSum 129.269 LossSum -59.523 Efficiency 37.14% AvWin 2.020 LossAv -2.976 RETURN Sum 69.746 Yearly 4.064 Daily 0.011 Average 0.830 AvAbs 2.24 Kurtosis 13.12 Median 1.298 MaxWin 6.189 MaxLoss -16.029 StdDev 3.07 Excess 10.12 1/Prof. 0.46 INVTIME Days 28.3% Year 28.8% 1225 of 4327 FULL Year 14.114 LENGTH Average 14.6 StdDev 13.73 Median 11.0 EOD-signals and all returns in [%] relative to buy price.	Temporary Intra Trade Statistical Values - Table Temporary Returns Hits Ratio 42.7% Wins 523 Losses 702 Average Diff. -1.43 Wins 1.38 Losses -3.53 Sum Proftf. 0.3 Wins 721.4 Losses -2478.1 SqrSum Profitf. 0.1 Wins 1682.0 Losses 18857.8 Extremal Temporary Returns Average Diff. -0.5 Wins 1.90 Losses -2.43 Sum Proftf. 0.8 Wins 159.68 Losses -204.29
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