Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 113.16% | Avg Sharpe | 0.37 |
| Avg Sortino | 0.83 | Avg Max DD % | -29.99% |
| Avg Win Rate % | 33.91% | Total Trades | 741 |
| Profit Factor | 1.59 | Volatility (Ann.) % | 6.53% |
| Avg Trade Return % | 25413.64% |
| Metric | Value |
|---|---|
| Total return | +17.32% |
| Net profit | $173,207 |
| Gross profit | $5,326,029,316 |
| Gross loss | $3,593,961,105 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.92% |
| Median monthly return | +1.01% |
| Best month return | +20.23% |
| Worst month return | -14.78% |
| Rolling 12-month return | +29.81% |
| Return per trade | +10188.6365 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +9.81% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +15.02% |
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