Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 2.38% | Avg Sharpe | 0.56 |
| Avg Sortino | 1.71 | Avg Max DD % | -22.90% |
| Avg Win Rate % | 76.93% | Total Trades | 192 |
| Profit Factor | 15.43 | Volatility (Ann.) % | 3.72% |
| Avg Trade Return % | 30957.99% |
| Metric | Value |
|---|---|
| Total return | -14.77% |
| Net profit | -$147,686 |
| Gross profit | $4,864,215,107 |
| Gross loss | $0 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.76% |
| Median monthly return | +0.00% |
| Best month return | +16.65% |
| Worst month return | -4.64% |
| Rolling 12-month return | +49.69% |
| Return per trade | +81070.2518 |
| Return per day in trade | +0.0000 |
| Log return CAGR | -8.94% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | -16.44% |
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