Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 69.82% | Avg Sharpe | 0.43 |
| Avg Sortino | 0.89 | Avg Max DD % | -19.82% |
| Avg Win Rate % | 49.96% | Total Trades | 267 |
| Profit Factor | 2.27 | Volatility (Ann.) % | 5.53% |
| Avg Trade Return % | 36212.69% |
| Metric | Value |
|---|---|
| Total return | +23.30% |
| Net profit | $233,002 |
| Gross profit | $3,456,472,204 |
| Gross loss | $1,126,451,336 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.96% |
| Median monthly return | +0.01% |
| Best month return | +15.38% |
| Worst month return | -6.00% |
| Rolling 12-month return | +35.55% |
| Return per trade | +38833.6811 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +13.06% |
| Compounded vs simple return difference | -0.00% |
| Inflation-adjusted return | +20.88% |
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