Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 38.05% | Avg Sharpe | 0.45 |
| Avg Sortino | 1.19 | Avg Max DD % | -24.87% |
| Avg Win Rate % | 74.87% | Total Trades | 302 |
| Profit Factor | 4.70 | Volatility (Ann.) % | 5.62% |
| Avg Trade Return % | 49665.46% |
| Metric | Value |
|---|---|
| Total return | -31.94% |
| Net profit | -$319,360 |
| Gross profit | $3,314,030,321 |
| Gross loss | $1,416,906,894 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.85% |
| Median monthly return | +0.00% |
| Best month return | +14.23% |
| Worst month return | -8.44% |
| Rolling 12-month return | +34.31% |
| Return per trade | +27101.7632 |
| Return per day in trade | +0.0000 |
| Log return CAGR | -20.19% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | -33.27% |
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