Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 81.30% | Avg Sharpe | 0.42 |
| Avg Sortino | 0.87 | Avg Max DD % | -20.84% |
| Avg Win Rate % | 35.51% | Total Trades | 1280 |
| Profit Factor | 1.36 | Volatility (Ann.) % | 5.40% |
| Avg Trade Return % | 9108.56% |
| Metric | Value |
|---|---|
| Total return | +21.91% |
| Net profit | $219,142 |
| Gross profit | $5,295,062,031 |
| Gross loss | $3,103,638,701 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.94% |
| Median monthly return | -0.09% |
| Best month return | +16.31% |
| Worst month return | -4.81% |
| Rolling 12-month return | +19.84% |
| Return per trade | +6087.2870 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +12.31% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +19.52% |
Select a country index to view that country's symbols, results, and strategy stats (average and distribution).