Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 5.29% | Avg Sharpe | 0.45 |
| Avg Sortino | 1.36 | Avg Max DD % | -20.43% |
| Avg Win Rate % | 71.18% | Total Trades | 289 |
| Profit Factor | 6.90 | Volatility (Ann.) % | 3.84% |
| Avg Trade Return % | 11432.83% |
| Metric | Value |
|---|---|
| Total return | -11.71% |
| Net profit | -$117,145 |
| Gross profit | $5,595,109,789 |
| Gross loss | $157,555,562 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.92% |
| Median monthly return | +0.00% |
| Best month return | +16.59% |
| Worst month return | -5.56% |
| Rolling 12-month return | +45.22% |
| Return per trade | +54375.5423 |
| Return per day in trade | +0.0000 |
| Log return CAGR | -7.04% |
| Compounded vs simple return difference | -0.00% |
| Inflation-adjusted return | -13.45% |
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