Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 99.29% | Avg Sharpe | 0.36 |
| Avg Sortino | 0.85 | Avg Max DD % | -21.23% |
| Avg Win Rate % | 46.17% | Total Trades | 346 |
| Profit Factor | 2.04 | Volatility (Ann.) % | 5.44% |
| Avg Trade Return % | 45512.62% |
| Metric | Value |
|---|---|
| Total return | +22.28% |
| Net profit | $222,765 |
| Gross profit | $3,495,295,298 |
| Gross loss | $1,267,641,738 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.94% |
| Median monthly return | +0.57% |
| Best month return | +15.35% |
| Worst month return | -6.82% |
| Rolling 12-month return | +39.58% |
| Return per trade | +27845.6695 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +12.51% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +19.88% |
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