ADX 14 Thresh 30

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 38.43% Avg Sharpe 0.28
Avg Sortino 0.68 Avg Max DD % -18.75%
Avg Win Rate % 43.45% Total Trades 390
Profit Factor 1.80 Volatility (Ann.) % 4.28%
Avg Trade Return % 13821.36%
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+11.97%
Net profit$119,701
Gross profit$2,230,456,625
Gross loss$1,033,449,997
CAGR+0.00%
Annualized return+0.00%
Monthly average return+0.55%
Median monthly return+0.00%
Best month return+15.34%
Worst month return-3.04%
Rolling 12-month return+24.92%
Return per trade+10881.8784
Return per day in trade+0.0000
Log return CAGR+6.85%
Compounded vs simple return difference+0.00%
Inflation-adjusted return+9.77%

Runs by symbol

Select a country index to view that country's symbols, results, and strategy stats (average and distribution).