Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 16.10% | Avg Sharpe | 0.55 |
| Avg Sortino | 1.21 | Avg Max DD % | -26.45% |
| Avg Win Rate % | 80.71% | Total Trades | 69 |
| Profit Factor | 16.13 | Volatility (Ann.) % | 5.19% |
| Avg Trade Return % | 112876.51% |
| Metric | Value |
|---|---|
| Total return | -17.76% |
| Net profit | -$177,570 |
| Gross profit | $4,471,823,734 |
| Gross loss | $114,841,344 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.70% |
| Median monthly return | +0.00% |
| Best month return | +24.51% |
| Worst month return | -8.44% |
| Rolling 12-month return | +35.49% |
| Return per trade | +145232.7463 |
| Return per day in trade | +0.0000 |
| Log return CAGR | -10.82% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | -19.37% |
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