Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 66.59% | Avg Sharpe | 0.24 |
| Avg Sortino | 0.78 | Avg Max DD % | -22.48% |
| Avg Win Rate % | 37.10% | Total Trades | 714 |
| Profit Factor | 1.66 | Volatility (Ann.) % | 5.36% |
| Avg Trade Return % | 15636.37% |
| Metric | Value |
|---|---|
| Total return | +49.57% |
| Net profit | $495,713 |
| Gross profit | $6,177,370,898 |
| Gross loss | $1,220,238,168 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.81% |
| Median monthly return | +0.84% |
| Best month return | +15.61% |
| Worst month return | -3.58% |
| Rolling 12-month return | +37.74% |
| Return per trade | +30982.0796 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +26.61% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +46.64% |
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