Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 108.21% | Avg Sharpe | 0.33 |
| Avg Sortino | 0.84 | Avg Max DD % | -28.38% |
| Avg Win Rate % | 33.28% | Total Trades | 758 |
| Profit Factor | 1.68 | Volatility (Ann.) % | 5.93% |
| Avg Trade Return % | 22045.39% |
| Metric | Value |
|---|---|
| Total return | +27.25% |
| Net profit | $272,467 |
| Gross profit | $5,648,307,188 |
| Gross loss | $2,923,640,423 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.17% |
| Median monthly return | +1.59% |
| Best month return | +19.47% |
| Worst month return | -8.28% |
| Rolling 12-month return | +27.91% |
| Return per trade | +16027.4516 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +15.17% |
| Compounded vs simple return difference | -0.00% |
| Inflation-adjusted return | +24.75% |
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