Bollinger n=15

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 20.15% Avg Sharpe 0.49
Avg Sortino 1.04 Avg Max DD % -25.22%
Avg Win Rate % 73.41% Total Trades 177
Profit Factor 5.61 Volatility (Ann.) % 5.47%
Avg Trade Return % 43148.88%
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+47.55%
Net profit$475,497
Gross profit$6,614,100,024
Gross loss$1,859,133,863
CAGR+0.00%
Annualized return+0.00%
Monthly average return+1.84%
Median monthly return+0.00%
Best month return+22.89%
Worst month return-8.44%
Rolling 12-month return+37.87%
Return per trade+67928.0880
Return per day in trade+0.0000
Log return CAGR+25.60%
Compounded vs simple return difference-0.00%
Inflation-adjusted return+44.66%

Runs by symbol

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