Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 22.49% | Avg Sharpe | 0.49 |
| Avg Sortino | 1.07 | Avg Max DD % | -23.86% |
| Avg Win Rate % | 77.25% | Total Trades | 257 |
| Profit Factor | 4.35 | Volatility (Ann.) % | 5.44% |
| Avg Trade Return % | 38719.63% |
| Metric | Value |
|---|---|
| Total return | +38.59% |
| Net profit | $385,905 |
| Gross profit | $5,510,059,005 |
| Gross loss | $1,651,004,555 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.55% |
| Median monthly return | +0.00% |
| Best month return | +22.80% |
| Worst month return | -8.47% |
| Rolling 12-month return | +35.53% |
| Return per trade | +64317.5742 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +21.08% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +35.87% |
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