A/D Line Trend

Strategy

Index symbols only (S&P 500, NASDAQ, DAX, etc.).

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 309.20% Avg Sharpe 0.24
Avg Sortino 0.69 Avg Max DD % -26.14%
Avg Win Rate % 36.07% Total Trades 892
Profit Factor 1.23 Volatility (Ann.) % 6.05%
Avg Trade Return % 2996746.94%
Chart for symbol:

Charts & distributions

Equity curve

Log equity curve

Drawdown (underwater)

Rolling 12-month Sharpe

Rolling 12-month return (%)

Period return (≈ monthly)

Return distribution (bar returns)

MAE vs MFE (trades)

Regime return %

Monthly returns (run)

Performance metrics (tabular)

MetricValue
Total return+12.95%
Net profit$129,494
Gross profit$4,851,775,074
Gross loss$3,556,831,408
CAGR+0.00%
Annualized return+0.00%
Monthly average return+0.66%
Median monthly return+0.36%
Best month return+15.34%
Worst month return-7.61%
Rolling 12-month return+50.45%
Return per trade+4316.4789
Return per day in trade+0.0000
Log return CAGR+7.40%
Compounded vs simple return difference-0.00%
Inflation-adjusted return+10.73%

Runs by symbol

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