Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 64.38% | Avg Sharpe | 0.37 |
| Avg Sortino | 0.89 | Avg Max DD % | -20.54% |
| Avg Win Rate % | 38.88% | Total Trades | 802 |
| Profit Factor | 1.60 | Volatility (Ann.) % | 4.98% |
| Avg Trade Return % | 12039.39% |
| Metric | Value |
|---|---|
| Total return | +32.33% |
| Net profit | $323,291 |
| Gross profit | $5,541,974,462 |
| Gross loss | $2,309,064,407 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.29% |
| Median monthly return | +0.16% |
| Best month return | +16.48% |
| Worst month return | -4.79% |
| Rolling 12-month return | +28.61% |
| Return per trade | +16164.5503 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +17.84% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +29.73% |
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