Chandelier Exit 20

Strategy

Index symbols only (S&P 500, NASDAQ, DAX, etc.).

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 62.51% Avg Sharpe 0.26
Avg Sortino 0.71 Avg Max DD % -23.00%
Avg Win Rate % 33.02% Total Trades 914
Profit Factor 1.39 Volatility (Ann.) % 5.10%
Avg Trade Return % 9015.75%
Chart for symbol:

Charts & distributions

Equity curve

Log equity curve

Drawdown (underwater)

Rolling 12-month Sharpe

Rolling 12-month return (%)

Period return (≈ monthly)

Return distribution (bar returns)

MAE vs MFE (trades)

Regime return %

Monthly returns (run)

Performance metrics (tabular)

MetricValue
Total return+25.69%
Net profit$256,921
Gross profit$5,212,588,565
Gross loss$2,643,378,002
CAGR+0.00%
Annualized return+0.00%
Monthly average return+1.09%
Median monthly return+0.58%
Best month return+17.45%
Worst month return-4.85%
Rolling 12-month return+27.44%
Return per trade+10705.0440
Return per day in trade+0.0000
Log return CAGR+14.34%
Compounded vs simple return difference+0.00%
Inflation-adjusted return+23.23%

Runs by symbol

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