Backtesting of Apple Inc. - ZigZag 3 (Apple Inc)

Call System

Scan time: 2012-07-30 21:06:05

Main Statistical Values - Table
Temporary Intra Trade Statistical Values - Table
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
Executed Trades - Table

Main Statistical Values - Table

121/0	Apple Inc.		ZigZag 3		Apple Inc
	Years	17.1	Start	21.06.1995	End	27.07.2012
TRADES	Count	#120	Yearly	#7.1	Every	52. day
HITS	Ratio	65.00%	Wins	#78	Losses	#42
PERFORM	Profitf.	1.675	WinSum	492.222	LossSum	-293.826
	Efficiency	25.27%	AvWin	6.311	LossAv	-6.996
RETURN	Sum	198.397	Yearly	11.570	Daily	0.032
	Average	1.653	AvAbs	6.54	Kurtosis	17.22
	Median	2.425	MaxWin	21.612	MaxLoss	-62.878
	StdDev	9.94	Excess	14.22	1/Prof.	0.60
INVTIME	Days	39.2%	Year	39.3%	1690 of	4310
FULL	Year	29.472
LENGTH	Average	14.1	StdDev	16.16	Median	9.0
EOD-signals and all returns in [%] relative to buy price.

Temporary Intra Trade Statistical Values - Table

Temporary Returns
Hits	Ratio	34.2%	Wins	575	Losses	1108
Average	Diff.	-4.34	Wins	3.65	Losses	-8.52
Sum	Proftf.	0.2	Wins	2096.1	Losses	-9436.5
SqrSum	Profitf.	0.1	Wins	15072.2	Losses	222641.8
Extremal Temporary Returns
Average	Diff.	-0.8	Wins	5.05	Losses	-5.85
Sum	Proftf.	0.9	Wins	606.51	Losses	-702.04

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

Executed Trades - Table

No	Direc.	#	Buy at	Buy for	Sell at	Sell for	Return	Return%	Days	Temp.Win%	Temp.Loss%	Yearly%	Cum.Win%
1	Long	1	30.06.1995	11.55783	24.08.1995	11.40208	-0.156	-1.348	38	5.376	-8.602	-8.9	-1.348
2	Long	1	24.11.1995	10.04688	08.01.1996	8.65625	-1.391	-13.841	29	0.000	-21.462	-112.0	-15.189
3	Long	1	28.08.1996	6.21875	02.10.1996	5.90625	-0.312	-5.025	24	0.000	-18.090	-52.3	-20.214
4	Long	1	24.10.1996	6.1875	19.02.1997	4.35938	-1.828	-29.545	80	6.061	-38.384	-91.2	-49.759
5	Long	1	16.04.1997	4.64063	14.07.1997	3.90625	-0.734	-15.825	61	2.357	-29.630	-64.8	-65.584
6	Long	1	15.08.1997	5.8125	23.09.1997	5.4375	-0.375	-6.452	26	5.914	-7.527	-60.3	-72.036
7	Long	1	04.02.1998	4.5625	18.02.1998	5.14063	0.578	12.671	9	12.671	0.000	329.7	-59.365
8	Long	1	26.02.1998	5.875	03.03.1998	5.78125	-0.094	-1.596	3	0.532	-3.191	-116.2	-60.961
9	Long	1	05.03.1998	6.01563	06.03.1998	6.10938	0.094	1.558	1	1.558	0.000	567.7	-59.402
10	Long	1	11.03.1998	6.53125	12.03.1998	6.75	0.219	3.349	1	3.349	0.000	1220.0	-56.053
11	Long	1	25.03.1998	6.78905	27.03.1998	6.73438	-0.055	-0.805	2	0.000	-2.186	-146.7	-56.858
12	Long	1	31.03.1998	6.875	21.04.1998	7.25	0.375	5.455	15	5.455	-9.091	99.3	-51.404
13	Long	1	27.04.1998	6.9375	07.05.1998	7.54688	0.609	8.784	8	9.234	-2.928	320.0	-42.620
14	Long	1	20.05.1998	7.39063	10.06.1998	7.01563	-0.375	-5.074	14	0.000	-11.205	-88.0	-47.694
15	Long	1	16.07.1998	9.375	17.07.1998	9.21875	-0.156	-1.667	1	0.000	-1.667	-607.1	-49.360
16	Long	1	24.07.1998	8.67188	12.08.1998	10.01563	1.344	15.495	13	15.495	-3.063	297.1	-33.865
17	Long	1	25.08.1998	10.20313	09.09.1998	9.34375	-0.859	-8.423	10	0.000	-23.583	-204.5	-42.288
18	Long	1	20.01.1999	10.14063	12.02.1999	9.42188	-0.719	-7.088	17	1.541	-10.478	-112.2	-49.375
19	Long	1	11.05.1999	11.17188	02.06.1999	11.64063	0.469	4.196	15	4.196	-7.133	69.5	-45.180
20	Long	1	16.06.1999	11.98438	08.07.1999	13.625	1.641	13.690	16	13.690	-11.995	226.7	-31.490
21	Long	1	15.07.1999	13.3125	17.08.1999	15.07813	1.766	13.263	23	13.615	-4.343	146.4	-18.227
22	Long	1	24.08.1999	15.09375	26.08.1999	15.53125	0.438	2.899	2	2.899	0.000	527.9	-15.328
23	Long	1	14.09.1999	19.45313	15.09.1999	18.84375	-0.609	-3.133	1	0.000	-3.133	-1141.0	-18.461
24	Long	1	23.09.1999	15.82813	15.10.1999	18.64063	2.813	17.769	16	17.769	-5.824	294.2	-0.692
25	Long	1	11.11.1999	23.0625	29.11.1999	23.64063	0.578	2.507	12	3.049	-3.049	50.7	1.815
26	Long	1	17.12.1999	25	22.12.1999	24.98438	-0.016	-0.062	3	2.500	-2.000	-4.6	1.752
27	Long	1	30.12.1999	25.07813	04.01.2000	25.625	0.547	2.181	3	11.589	0.000	158.9	3.933
28	Long	1	27.01.2000	27.5	17.02.2000	28.71875	1.219	4.432	15	8.182	-10.170	76.9	8.365
29	Long	1	18.02.2000	27.8125	02.03.2000	30.5	2.688	9.663	8	17.135	-0.787	270.7	18.028
30	Long	1	13.03.2000	30.32813	22.03.2000	36.04688	5.719	18.856	7	18.856	-5.822	763.2	36.884
31	Long	1	04.04.2000	31.82813	05.06.2000	22.82813	-9.000	-28.277	42	3.486	-34.021	-166.1	8.607
32	Long	1	21.07.2000	26.78125	18.08.2000	25	-1.781	-6.651	20	0.000	-12.835	-86.5	1.956
33	Long	1	19.09.2000	29.96875	03.11.2000	11.125	-18.844	-62.878	33	1.877	-69.135	-509.0	-60.922
34	Long	1	07.02.2001	10.375	06.03.2001	10.75	0.375	3.614	18	3.614	-12.048	48.8	-57.308
35	Long	1	06.04.2001	10.295	20.04.2001	12.52	2.225	21.612	9	24.915	-0.923	562.3	-35.695
36	Long	1	27.04.2001	13.1	30.04.2001	12.745	-0.355	-2.710	1	0.000	-2.710	-329.0	-38.405
37	Long	1	08.05.2001	12.285	08.06.2001	10.66	-1.625	-13.228	22	0.000	-19.495	-155.4	-51.633
38	Long	1	20.11.2001	9.765	27.11.2001	10.5	0.735	7.527	4	9.421	0.000	391.7	-44.106
39	Long	1	19.12.2001	10.81	28.12.2001	11.215	0.405	3.747	6	3.747	-4.394	151.6	-40.359
40	Long	1	14.01.2002	10.575	24.01.2002	11.605	1.030	9.740	7	9.740	-1.749	354.8	-30.619
41	Long	1	12.02.2002	12.355	19.02.2002	11.31	-1.045	-8.458	4	1.214	-8.458	-440.1	-39.077
42	Long	1	26.02.2002	11.835	11.03.2002	12.53	0.695	5.872	9	5.872	-8.323	164.5	-33.205
43	Long	1	25.03.2002	11.675	05.04.2002	12.37	0.695	5.953	8	6.638	0.000	197.1	-27.252
44	Long	1	01.05.2002	11.99	15.05.2002	12.64	0.650	5.421	10	6.797	-6.297	141.0	-21.831
45	Long	1	13.11.2002	7.795	19.02.2003	7.425	-0.370	-4.747	64	4.875	-11.482	-17.6	-26.577
46	Long	1	06.03.2003	7.28	06.05.2003	8.75	1.470	20.192	42	20.192	-9.890	122.6	-6.385
47	Long	1	23.05.2003	9.16	17.06.2003	9.095	-0.065	-0.710	16	3.057	-8.352	-10.3	-7.095
48	Long	1	01.07.2003	9.545	08.07.2003	10.2	0.655	6.862	4	6.862	0.000	357.1	-0.232
49	Long	1	14.07.2003	9.95	22.07.2003	10.4	0.450	4.523	6	5.025	-1.457	205.9	4.290
50	Long	1	01.08.2003	10.365	19.08.2003	10.16	-0.205	-1.978	12	2.315	-5.306	-40.0	2.312
51	Long	1	28.08.2003	11.095	29.08.2003	11.305	0.210	1.893	1	1.893	0.000	689.4	4.205
52	Long	1	15.09.2003	11.105	08.10.2003	11.53	0.425	3.827	17	4.548	-8.014	60.6	8.032
53	Long	1	22.10.2003	11.38	25.11.2003	10.34	-1.040	-9.139	24	4.218	-10.896	-97.9	-1.107
54	Long	1	02.02.2004	11.16	12.02.2004	11.865	0.705	6.317	8	6.631	-2.375	230.1	5.211
55	Long	1	25.02.2004	11.405	05.03.2004	13.37	1.965	17.229	7	17.229	0.000	697.3	22.440
56	Long	1	18.03.2004	12.835	29.03.2004	13.955	1.120	8.726	7	8.726	-1.480	289.0	31.166
57	Long	1	05.04.2004	14.16	06.04.2004	13.915	-0.245	-1.730	1	0.000	-1.730	-630.2	29.436
58	Long	1	16.04.2004	14.59	19.04.2004	14.175	-0.415	-2.844	1	0.000	-2.844	-345.4	26.591
59	Long	1	16.06.2004	16.37	17.06.2004	16.405	0.035	0.214	1	0.214	0.000	77.9	26.805
60	Long	1	01.07.2004	16.15	19.08.2004	15.355	-0.795	-4.923	34	1.950	-9.783	-36.6	21.883
61	Long	1	17.09.2004	18.57	20.09.2004	18.855	0.285	1.535	1	1.535	0.000	186.3	23.417
62	Long	1	14.10.2004	22.49	15.10.2004	22.75	0.260	1.156	1	1.156	0.000	421.1	24.573
63	Long	1	09.11.2004	27.025	23.11.2004	30.635	3.610	13.358	10	13.506	0.000	347.5	37.931
64	Long	1	07.12.2004	31.445	17.12.2004	32.495	1.050	3.339	8	5.893	0.000	121.6	41.271
65	Long	1	23.12.2004	32.005	10.01.2005	34.48	2.475	7.733	11	8.186	-1.328	156.5	49.004
66	Long	1	14.01.2005	35.1	01.02.2005	38.765	3.665	10.442	11	10.442	-0.456	211.3	59.445
67	Long	1	14.02.2005	42.315	15.02.2005	44.205	1.890	4.467	1	4.467	0.000	1626.9	63.912
68	Long	1	25.02.2005	44.495	20.05.2005	37.55	-6.945	-15.608	59	0.820	-23.295	-68.5	48.303
69	Long	1	03.08.2005	43.22	15.08.2005	47.68	4.460	10.319	8	10.319	-1.319	313.2	58.623
70	Long	1	25.08.2005	46.06	07.09.2005	48.68	2.620	5.688	8	5.949	-0.695	159.4	64.311
71	Long	1	19.09.2005	52.64	20.09.2005	53.19	0.550	1.045	1	1.045	0.000	380.6	65.356
72	Long	1	26.09.2005	53.84	27.09.2005	53.44	-0.400	-0.743	1	0.000	-0.743	-270.6	64.613
73	Long	1	03.10.2005	54.44	20.10.2005	56.14	1.700	3.123	13	3.123	-9.533	66.9	67.735
74	Long	1	21.10.2005	55.66	28.10.2005	54.47	-1.190	-2.138	5	2.461	-2.138	-111.3	65.597
75	Long	1	01.11.2005	57.5	02.11.2005	59.95	2.450	4.261	1	4.261	0.000	1552.0	69.858
76	Long	1	02.12.2005	72.63	09.12.2005	74.3305	1.701	2.341	5	2.341	-1.129	121.8	72.200
77	Long	1	16.12.2005	71.11	09.01.2006	76.05	4.940	6.947	14	7.299	0.000	105.4	79.147
78	Long	1	01.02.2006	75.4	06.04.2006	71.24	-4.160	-5.517	45	0.000	-22.016	-31.9	73.629
79	Long	1	31.08.2006	67.85	06.09.2006	70.03	2.180	3.213	3	5.350	0.000	195.1	76.842
80	Long	1	26.09.2006	77.61	27.09.2006	76.41	-1.200	-1.546	1	0.000	-1.546	-563.2	75.296
81	Long	1	06.10.2006	74.22	20.10.2006	79.95	5.730	7.720	10	7.720	-1.334	200.9	83.016
82	Long	1	01.11.2006	79.16	10.11.2006	83.12	3.960	5.003	7	5.280	-1.099	202.5	88.019
83	Long	1	12.12.2006	86.14	10.01.2007	97	10.860	12.607	18	12.607	-6.118	158.4	100.626
84	Long	1	08.02.2007	86.18	22.02.2007	89.51	3.330	3.864	9	3.864	-3.377	100.5	104.490
85	Long	1	02.04.2007	93.65	27.04.2007	99.92	6.270	6.695	18	6.695	-3.641	97.5	111.185
86	Long	1	18.05.2007	110.02	22.05.2007	113.54	3.520	3.199	2	3.199	0.000	291.3	114.385
87	Long	1	15.06.2007	120.5	05.07.2007	132.75	12.250	10.166	13	10.166	-0.705	185.1	124.551
88	Long	1	26.07.2007	146	27.07.2007	143.85	-2.150	-1.473	1	0.000	-1.473	-536.4	123.078
89	Long	1	03.08.2007	131.85	31.08.2007	138.48	6.630	5.028	20	5.028	-11.225	65.4	128.107
90	Long	1	08.10.2007	167.91	11.10.2007	162.23	-5.680	-3.383	3	0.000	-3.383	-410.7	124.724
91	Long	1	05.11.2007	186.18	07.11.2007	186.3	0.120	0.064	2	3.013	0.000	11.7	124.788
92	Long	1	14.11.2007	166.11	29.11.2007	184.29	18.180	10.945	10	10.945	-1.300	265.8	135.733
93	Long	1	16.04.2008	153.7	21.04.2008	168.16	14.460	9.408	3	9.408	0.000	685.4	145.141
94	Long	1	27.05.2008	186.43	09.07.2008	174.25	-12.180	-6.533	30	1.609	-10.186	-55.3	138.608
95	Long	1	17.02.2009	94.53	13.03.2009	95.93	1.400	1.481	18	1.925	-12.081	23.5	140.089
96	Long	1	17.04.2009	123.42	21.04.2009	121.76	-1.660	-1.345	2	0.000	-2.366	-122.5	138.744
97	Long	1	12.05.2009	124.42	09.06.2009	142.72	18.300	14.708	19	16.276	-3.962	191.3	153.452
98	Long	1	10.06.2009	140.25	29.06.2009	141.97	1.720	1.226	13	1.561	-4.449	23.5	154.678
99	Long	1	19.08.2009	164.6	24.08.2009	169.06	4.460	2.710	3	2.807	0.000	197.4	157.388
100	Long	1	31.08.2009	168.21	09.09.2009	171.14	2.930	1.742	6	2.806	-1.801	70.5	159.130
101	Long	1	06.10.2009	190.01	07.10.2009	190.25	0.240	0.126	1	0.126	0.000	46.0	159.256
102	Long	1	21.10.2009	204.92	26.10.2009	202.48	-2.440	-1.191	3	0.137	-1.191	-86.7	158.065
103	Long	1	30.10.2009	188.5	23.12.2009	202.1	13.600	7.215	37	9.814	0.000	48.7	165.280
104	Long	1	15.01.2010	205.93	20.01.2010	211.82	5.890	2.860	2	4.424	0.000	208.4	168.140
105	Long	1	26.01.2010	205.94	16.02.2010	203.4	-2.540	-1.233	14	0.932	-6.745	-21.4	166.907
106	Long	1	17.03.2010	224.12	24.03.2010	229.37	5.250	2.342	5	2.342	-0.812	121.9	169.249
107	Long	1	30.04.2010	261.09	28.05.2010	256.88	-4.210	-1.612	20	2.015	-9.663	-21.0	167.637
108	Long	1	15.07.2010	251.45	14.09.2010	268.06	16.610	6.606	42	6.606	-4.581	39.4	174.243
109	Long	1	30.09.2010	283.75	11.10.2010	295.36	11.610	4.092	7	4.092	-1.801	135.5	178.334
110	Long	1	03.11.2010	312.8	26.11.2010	315.76	2.960	0.946	16	1.861	-3.932	15.0	179.281
111	Long	1	20.01.2011	332.68	07.02.2011	351.88	19.200	5.771	12	5.771	-1.792	116.8	185.052
112	Long	1	28.02.2011	353.21	07.03.2011	355.36	2.150	0.609	5	1.922	-1.104	31.7	185.661
113	Long	1	15.03.2011	345.43	08.07.2011	359.71	14.280	4.134	80	4.134	-8.717	13.1	189.795
114	Long	1	02.08.2011	388.91	29.08.2011	389.97	1.060	0.273	19	0.941	-9.180	3.7	190.067
115	Long	1	26.09.2011	403.17	22.12.2011	398.55	-4.620	-1.146	62	4.730	-9.822	-4.8	188.921
116	Long	1	21.02.2012	514.85	29.02.2012	542.44	27.590	5.359	6	5.359	-0.352	244.0	194.280
117	Long	1	08.03.2012	541.99	13.03.2012	568.1	26.110	4.817	3	4.817	0.000	438.7	199.098
118	Long	1	22.03.2012	599.34	23.03.2012	596.05	-3.290	-0.549	1	0.000	-0.549	-200.0	198.549
119	Long	1	04.04.2012	624.31	05.04.2012	633.68	9.370	1.501	1	1.501	0.000	546.7	200.049
120	Long	1	19.04.2012	587.44	31.05.2012	577.73	-9.710	-1.653	29	3.840	-9.758	-14.3	198.397

Generated 30.07.2012 21:06:21