Backtesting of .S&P 500 - ParSAR (.S&P 500)

Main Statistical Values - Table 82/0 .S&P 500 ParSAR .S&P 500 Years 17.6 Start 13.01.1995 End 27.07.2012 TRADES Count #82 Yearly #4.7 Every 78. day HITS Ratio 67.07% Wins #55 Losses #27 PERFORM Profitf. 2.246 WinSum 140.695 LossSum -62.655 Efficiency 38.57% AvWin 2.558 LossAv -2.321 RETURN Sum 78.041 Yearly 4.439 Daily 0.012 Average 0.952 AvAbs 2.47 Kurtosis 3.23 Median 1.760 MaxWin 6.274 MaxLoss -7.527 StdDev 2.67 Excess 0.23 1/Prof. 0.45 INVTIME Days 19.3% Year 19.1% 854 of 4419 FULL Year 23.281 LENGTH Average 10.4 StdDev 5.66 Median 9.5 EOD-signals and all returns in [%] relative to buy price.	Temporary Intra Trade Statistical Values - Table Temporary Returns Hits Ratio 59.1% Wins 505 Losses 349 Average Diff. 0.25 Wins 1.26 Losses -1.20 Sum Proftf. 1.5 Wins 634.4 Losses -418.3 SqrSum Profitf. 1.3 Wins 1254.6 Losses 943.0 Extremal Temporary Returns Average Diff. 0.6 Wins 2.09 Losses -1.46 Sum Proftf. 1.4 Wins 171.08 Losses -119.48
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