Backtesting of .Dow Jones Industrial Average - ParSAR (.Dow Jones Industrial Average)

Main Statistical Values - Table 85/0 .Dow Jones Industrial Average ParSAR .Dow Jones Industrial Average Years 17.6 Start 13.01.1995 End 27.07.2012 TRADES Count #85 Yearly #4.8 Every 75. day HITS Ratio 80.00% Wins #68 Losses #17 PERFORM Profitf. 3.300 WinSum 122.872 LossSum -37.229 Efficiency 53.83% AvWin 1.807 LossAv -2.190 RETURN Sum 85.643 Yearly 4.871 Daily 0.013 Average 1.008 AvAbs 1.87 Kurtosis 4.15 Median 1.421 MaxWin 4.932 MaxLoss -4.782 StdDev 1.87 Excess 1.15 1/Prof. 0.30 INVTIME Days 14.4% Year 14.3% 639 of 4423 FULL Year 34.019 LENGTH Average 7.5 StdDev 5.05 Median 6.0 EOD-signals and all returns in [%] relative to buy price.	Temporary Intra Trade Statistical Values - Table Temporary Returns Hits Ratio 54.8% Wins 350 Losses 289 Average Diff. -0.06 Wins 0.95 Losses -1.28 Sum Proftf. 0.9 Wins 331.1 Losses -370.8 SqrSum Profitf. 0.6 Wins 530.6 Losses 837.6 Extremal Temporary Returns Average Diff. 0.5 Wins 1.67 Losses -1.13 Sum Proftf. 1.5 Wins 141.53 Losses -96.06
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