BB Width Squeeze

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 14.30% Avg Sharpe -0.02
Avg Sortino 0.25 Avg Max DD % -13.86%
Avg Win Rate % 27.19% Total Trades 342
Profit Factor 1.61 Volatility (Ann.) % 3.29%
Avg Trade Return % 5305.71%
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+12.91%
Net profit$129,136
Gross profit$2,342,720,865
Gross loss$1,051,359,289
CAGR+0.00%
Annualized return+0.00%
Monthly average return+0.58%
Median monthly return+0.00%
Best month return+15.39%
Worst month return-3.04%
Rolling 12-month return+22.54%
Return per trade+14348.4620
Return per day in trade+0.0000
Log return CAGR+7.38%
Compounded vs simple return difference-0.00%
Inflation-adjusted return+10.70%

Runs by symbol

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