Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 103.89% | Avg Sharpe | 0.28 |
| Avg Sortino | 0.78 | Avg Max DD % | -24.19% |
| Avg Win Rate % | 43.64% | Total Trades | 560 |
| Profit Factor | 1.69 | Volatility (Ann.) % | 5.42% |
| Avg Trade Return % | 28685.40% |
| Metric | Value |
|---|---|
| Total return | +13.39% |
| Net profit | $133,859 |
| Gross profit | $4,874,627,037 |
| Gross loss | $3,536,040,661 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.69% |
| Median monthly return | +0.12% |
| Best month return | +16.48% |
| Worst month return | -10.78% |
| Rolling 12-month return | +25.93% |
| Return per trade | +8923.9092 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +7.64% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +11.16% |
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