ATR Trailing 2.5x

Strategy

Index symbols only (S&P 500, NASDAQ, DAX, etc.).

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 350.17% Avg Sharpe 0.72
Avg Sortino 1.67 Avg Max DD % -25.87%
Avg Win Rate % 90.48% Total Trades 21
Profit Factor 0.00 Volatility (Ann.) % 7.93%
Avg Trade Return % 3501667.14%
Chart for symbol:

Charts & distributions

Equity curve

Log equity curve

Drawdown (underwater)

Rolling 12-month Sharpe

Rolling 12-month return (%)

Period return (≈ monthly)

Return distribution (bar returns)

MAE vs MFE (trades)

Regime return %

Monthly returns (run)

Performance metrics (tabular)

MetricValue
Total return+78.43%
Net profit$784,291
Gross profit$7,842,905,636
Gross loss$0
CAGR+0.00%
Annualized return+0.00%
Monthly average return+2.78%
Median monthly return+2.56%
Best month return+20.23%
Worst month return-9.59%
Rolling 12-month return+82.55%
Return per trade+784290.5636
Return per day in trade+0.0000
Log return CAGR+40.40%
Compounded vs simple return difference+0.00%
Inflation-adjusted return+74.93%

Runs by symbol

Select a country index to view that country's symbols, results, and strategy stats (average and distribution).