Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 46.21% | Avg Sharpe | 0.33 |
| Avg Sortino | 0.71 | Avg Max DD % | -20.17% |
| Avg Win Rate % | 41.14% | Total Trades | 470 |
| Profit Factor | 1.66 | Volatility (Ann.) % | 4.58% |
| Avg Trade Return % | 13777.64% |
| Metric | Value |
|---|---|
| Total return | +14.45% |
| Net profit | $144,530 |
| Gross profit | $2,818,051,669 |
| Gross loss | $1,372,750,068 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.65% |
| Median monthly return | -0.01% |
| Best month return | +15.38% |
| Worst month return | -3.04% |
| Rolling 12-month return | +29.17% |
| Return per trade | +11117.7046 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +8.23% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +12.21% |
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