Donchian 55

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 183.25% Avg Sharpe 0.59
Avg Sortino 1.43 Avg Max DD % -18.57%
Avg Win Rate % 59.50% Total Trades 72
Profit Factor 3.07 Volatility (Ann.) % 5.74%
Avg Trade Return % 530774.96%
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+33.27%
Net profit$332,741
Gross profit$5,392,822,242
Gross loss$2,065,414,796
CAGR+0.00%
Annualized return+0.00%
Monthly average return+1.44%
Median monthly return+1.04%
Best month return+15.38%
Worst month return-13.02%
Rolling 12-month return+69.36%
Return per trade+166370.3723
Return per day in trade+0.0000
Log return CAGR+18.33%
Compounded vs simple return difference-0.00%
Inflation-adjusted return+30.66%

Runs by symbol

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