DEMA Crossover

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 54.33% Avg Sharpe 0.46
Avg Sortino 0.92 Avg Max DD % -20.04%
Avg Win Rate % 42.34% Total Trades 479
Profit Factor 1.85 Volatility (Ann.) % 5.04%
Avg Trade Return % 18016.44%
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+9.57%
Net profit$95,721
Gross profit$2,865,952,219
Gross loss$1,908,744,746
CAGR+0.00%
Annualized return+0.00%
Monthly average return+0.46%
Median monthly return+0.00%
Best month return+16.38%
Worst month return-5.29%
Rolling 12-month return+11.62%
Return per trade+7363.1344
Return per day in trade+0.0000
Log return CAGR+5.50%
Compounded vs simple return difference-0.00%
Inflation-adjusted return+7.42%

Runs by symbol

Select a country index to view that country's symbols, results, and strategy stats (average and distribution).