Backtesting of FGBL XEUR Future endl - ParSAR (Euro-Bund-Future)

Main Statistical Values - Table 61/0 FGBL XEUR Future endl ParSAR Euro-Bund-Future Years 17.4 Start 12.01.1995 End 31.05.2012 TRADES Count #61 Yearly #3.5 Every 104. day HITS Ratio 78.69% Wins #48 Losses #13 PERFORM Profitf. 3.944 WinSum 47.019 LossSum -11.922 Efficiency 60.57% AvWin 0.980 LossAv -0.917 RETURN Sum 35.097 Yearly 2.014 Daily 0.006 Average 0.575 AvAbs 0.95 Kurtosis 3.55 Median 0.976 MaxWin 1.825 MaxLoss -1.902 StdDev 0.88 Excess 0.55 1/Prof. 0.25 INVTIME Days 18.0% Year 17.7% 794 of 4404 FULL Year 11.353 LENGTH Average 13.0 StdDev 5.31 Median 14.0 EOD-signals and all returns in [%] relative to buy price.	Temporary Intra Trade Statistical Values - Table Temporary Returns Hits Ratio 74.8% Wins 592 Losses 199 Average Diff. 0.29 Wins 0.54 Losses -0.47 Sum Proftf. 3.5 Wins 321.2 Losses -93.1 SqrSum Profitf. 3.1 Wins 239.9 Losses 77.6 Extremal Temporary Returns Average Diff. 0.5 Wins 0.95 Losses -0.42 Sum Proftf. 2.3 Wins 58.03 Losses -25.64
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