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

Main Statistical Values - Table 22/0 .FTSE MIB ZigZag 3 FTSE MIB Years 8.1 Start 08.07.2004 End 27.07.2012 TRADES Count #22 Yearly #2.7 Every 134. day HITS Ratio 81.82% Wins #18 Losses #4 PERFORM Profitf. 1.451 WinSum 53.120 LossSum -36.614 Efficiency 18.60% AvWin 2.951 LossAv -9.154 RETURN Sum 16.505 Yearly 2.044 Daily 0.006 Average 0.750 AvAbs 4.03 Kurtosis 7.63 Median 2.334 MaxWin 5.953 MaxLoss -18.506 StdDev 5.55 Excess 4.63 1/Prof. 0.69 INVTIME Days 24.7% Year 24.9% 507 of 2050 FULL Year 8.224 LENGTH Average 23.0 StdDev 19.42 Median 18.0 EOD-signals and all returns in [%] relative to buy price.	Temporary Intra Trade Statistical Values - Table Temporary Returns Hits Ratio 39.1% Wins 198 Losses 308 Average Diff. -2.73 Wins 1.83 Losses -5.66 Sum Proftf. 0.2 Wins 361.4 Losses -1743.7 SqrSum Profitf. 0.1 Wins 1010.1 Losses 19801.8 Extremal Temporary Returns Average Diff. -1.2 Wins 2.73 Losses -3.97 Sum Proftf. 0.7 Wins 60.16 Losses -87.34
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