Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 109.72% | Avg Sharpe | 0.37 |
| Avg Sortino | 0.87 | Avg Max DD % | -21.91% |
| Avg Win Rate % | 31.27% | Total Trades | 1097 |
| Profit Factor | 1.47 | Volatility (Ann.) % | 5.36% |
| Avg Trade Return % | 15076.57% |
| Metric | Value |
|---|---|
| Total return | +25.31% |
| Net profit | $253,122 |
| Gross profit | $5,534,252,846 |
| Gross loss | $3,003,028,328 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.18% |
| Median monthly return | +0.24% |
| Best month return | +18.41% |
| Worst month return | -4.27% |
| Rolling 12-month return | +24.71% |
| Return per trade | +8437.4151 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +14.14% |
| Compounded vs simple return difference | -0.00% |
| Inflation-adjusted return | +22.86% |
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