Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 75.40% | Avg Sharpe | 0.22 |
| Avg Sortino | 0.69 | Avg Max DD % | -21.48% |
| Avg Win Rate % | 32.02% | Total Trades | 729 |
| Profit Factor | 1.47 | Volatility (Ann.) % | 5.17% |
| Avg Trade Return % | 14102.22% |
| Metric | Value |
|---|---|
| Total return | +21.11% |
| Net profit | $211,087 |
| Gross profit | $3,674,862,868 |
| Gross loss | $1,563,988,725 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.88% |
| Median monthly return | +0.00% |
| Best month return | +15.38% |
| Worst month return | -4.09% |
| Rolling 12-month return | +34.95% |
| Return per trade | +16237.4934 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +11.88% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +18.73% |
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