Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 6.20% | Avg Sharpe | 0.08 |
| Avg Sortino | 0.23 | Avg Max DD % | -22.51% |
| Avg Win Rate % | 33.37% | Total Trades | 711 |
| Profit Factor | 1.07 | Volatility (Ann.) % | 4.19% |
| Avg Trade Return % | 2218.48% |
| Metric | Value |
|---|---|
| Total return | +14.12% |
| Net profit | $141,242 |
| Gross profit | $4,124,866,189 |
| Gross loss | $2,712,448,602 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.72% |
| Median monthly return | +0.28% |
| Best month return | +15.40% |
| Worst month return | -7.19% |
| Rolling 12-month return | +51.24% |
| Return per trade | +6725.7980 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +8.05% |
| Compounded vs simple return difference | -0.00% |
| Inflation-adjusted return | +11.89% |
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