Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 13.11% | Avg Sharpe | 0.50 |
| Avg Sortino | 1.04 | Avg Max DD % | -27.73% |
| Avg Win Rate % | 76.61% | Total Trades | 210 |
| Profit Factor | 6.50 | Volatility (Ann.) % | 5.20% |
| Avg Trade Return % | 38101.10% |
| Metric | Value |
|---|---|
| Total return | -31.02% |
| Net profit | -$310,242 |
| Gross profit | $3,321,107,626 |
| Gross loss | $1,273,267,630 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.90% |
| Median monthly return | +0.00% |
| Best month return | +16.66% |
| Worst month return | -8.45% |
| Rolling 12-month return | +42.73% |
| Return per trade | +40956.7999 |
| Return per day in trade | +0.0000 |
| Log return CAGR | -19.56% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | -32.38% |
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