Chaikin Oscillator

Strategy

Index symbols only (S&P 500, NASDAQ, DAX, etc.).

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 309.64% Avg Sharpe 0.29
Avg Sortino 0.83 Avg Max DD % -27.12%
Avg Win Rate % 39.60% Total Trades 848
Profit Factor 1.29 Volatility (Ann.) % 6.10%
Avg Trade Return % 3003133.06%
Chart for symbol:

Charts & distributions

Equity curve

Log equity curve

Drawdown (underwater)

Rolling 12-month Sharpe

Rolling 12-month return (%)

Period return (≈ monthly)

Return distribution (bar returns)

MAE vs MFE (trades)

Regime return %

Monthly returns (run)

Performance metrics (tabular)

MetricValue
Total return+19.73%
Net profit$197,334
Gross profit$5,133,290,967
Gross loss$3,159,947,288
CAGR+0.00%
Annualized return+0.00%
Monthly average return+0.91%
Median monthly return+0.81%
Best month return+13.72%
Worst month return-5.81%
Rolling 12-month return+54.91%
Return per trade+7589.7834
Return per day in trade+0.0000
Log return CAGR+11.13%
Compounded vs simple return difference-0.00%
Inflation-adjusted return+17.39%

Runs by symbol

Select a country index to view that country's symbols, results, and strategy stats (average and distribution).