Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | -6.98% | Avg Sharpe | 0.43 |
| Avg Sortino | 1.16 | Avg Max DD % | -20.58% |
| Avg Win Rate % | 68.67% | Total Trades | 171 |
| Profit Factor | 12.31 | Volatility (Ann.) % | 2.42% |
| Avg Trade Return % | 11935.71% |
| Metric | Value |
|---|---|
| Total return | -38.09% |
| Net profit | -$380,927 |
| Gross profit | $805,122,885 |
| Gross loss | $0 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.33% |
| Median monthly return | +0.00% |
| Best month return | +4.66% |
| Worst month return | -1.72% |
| Rolling 12-month return | +9.94% |
| Return per trade | +26837.4295 |
| Return per day in trade | +0.0000 |
| Log return CAGR | -24.50% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | -39.31% |
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