Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | -1.21% | Avg Sharpe | 0.42 |
| Avg Sortino | 1.17 | Avg Max DD % | -22.90% |
| Avg Win Rate % | 67.12% | Total Trades | 408 |
| Profit Factor | 3.23 | Volatility (Ann.) % | 4.06% |
| Avg Trade Return % | 9966.13% |
| Metric | Value |
|---|---|
| Total return | -14.51% |
| Net profit | -$145,114 |
| Gross profit | $5,326,653,873 |
| Gross loss | $377,186,358 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.83% |
| Median monthly return | +0.31% |
| Best month return | +14.82% |
| Worst month return | -7.58% |
| Rolling 12-month return | +41.77% |
| Return per trade | +38072.8270 |
| Return per day in trade | +0.0000 |
| Log return CAGR | -8.78% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | -16.19% |
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