Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 53.11% | Avg Sharpe | 0.49 |
| Avg Sortino | 1.41 | Avg Max DD % | -24.05% |
| Avg Win Rate % | 68.09% | Total Trades | 408 |
| Profit Factor | 4.64 | Volatility (Ann.) % | 5.61% |
| Avg Trade Return % | 44396.05% |
| Metric | Value |
|---|---|
| Total return | -25.05% |
| Net profit | -$250,495 |
| Gross profit | $4,033,370,693 |
| Gross loss | $941,505,765 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.36% |
| Median monthly return | +0.75% |
| Best month return | +14.29% |
| Worst month return | -8.45% |
| Rolling 12-month return | +39.15% |
| Return per trade | +28107.8630 |
| Return per day in trade | +0.0000 |
| Log return CAGR | -15.55% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | -26.52% |
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