Backtesting of .Euro STOXX Small-Index Per - ParSAR (.Euro STOXX Small-Index Per)

Main Statistical Values - Table 74/0 .Euro STOXX Small-Index Per ParSAR .Euro STOXX Small-Index Per Years 12.2 Start 02.06.2000 End 27.07.2012 TRADES Count #74 Yearly #6.1 Every 60. day HITS Ratio 70.27% Wins #52 Losses #22 PERFORM Profitf. 1.792 WinSum 110.809 LossSum -61.828 Efficiency 28.54% AvWin 2.131 LossAv -2.810 RETURN Sum 48.981 Yearly 4.020 Daily 0.011 Average 0.662 AvAbs 2.32 Kurtosis 4.73 Median 1.812 MaxWin 3.849 MaxLoss -9.248 StdDev 2.56 Excess 1.73 1/Prof. 0.56 INVTIME Days 19.7% Year 19.5% 611 of 3097 FULL Year 20.602 LENGTH Average 8.3 StdDev 5.26 Median 7.5 EOD-signals and all returns in [%] relative to buy price.	Temporary Intra Trade Statistical Values - Table Temporary Returns Hits Ratio 52.7% Wins 322 Losses 289 Average Diff. -0.14 Wins 1.14 Losses -1.58 Sum Proftf. 0.8 Wins 368.2 Losses -455.6 SqrSum Profitf. 0.5 Wins 650.1 Losses 1376.6 Extremal Temporary Returns Average Diff. 0.2 Wins 1.72 Losses -1.53 Sum Proftf. 1.1 Wins 127.52 Losses -112.89
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