Aroon

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 84.62% Avg Sharpe 0.43
Avg Sortino 0.99 Avg Max DD % -19.55%
Avg Win Rate % 48.31% Total Trades 318
Profit Factor 2.33 Volatility (Ann.) % 5.39%
Avg Trade Return % 36637.01%
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+42.26%
Net profit$422,632
Gross profit$5,751,998,853
Gross loss$1,525,674,016
CAGR+0.00%
Annualized return+0.00%
Monthly average return+1.60%
Median monthly return+0.70%
Best month return+16.48%
Worst month return-5.38%
Rolling 12-month return+33.10%
Return per trade+60376.0691
Return per day in trade+0.0000
Log return CAGR+22.95%
Compounded vs simple return difference-0.00%
Inflation-adjusted return+39.47%

Runs by symbol

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