Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 74.02% | Avg Sharpe | 0.43 |
| Avg Sortino | 1.03 | Avg Max DD % | -22.07% |
| Avg Win Rate % | 36.80% | Total Trades | 901 |
| Profit Factor | 1.74 | Volatility (Ann.) % | 5.31% |
| Avg Trade Return % | 13786.89% |
| Metric | Value |
|---|---|
| Total return | +29.08% |
| Net profit | $290,786 |
| Gross profit | $5,664,265,587 |
| Gross loss | $2,756,409,624 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.22% |
| Median monthly return | +0.00% |
| Best month return | +16.48% |
| Worst month return | -4.69% |
| Rolling 12-month return | +30.32% |
| Return per trade | +13217.5271 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +16.14% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +26.55% |
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