Detrended Price Oscillator

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 92.08% Avg Sharpe 0.43
Avg Sortino 0.90 Avg Max DD % -19.69%
Avg Win Rate % 30.99% Total Trades 529
Profit Factor 2.08 Volatility (Ann.) % 5.31%
Avg Trade Return % 30593.19%
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+28.67%
Net profit$286,664
Gross profit$3,568,794,015
Gross loss$702,155,530
CAGR+0.00%
Annualized return+0.00%
Monthly average return+1.14%
Median monthly return+1.00%
Best month return+15.40%
Worst month return-4.35%
Rolling 12-month return+38.91%
Return per trade+31851.5387
Return per day in trade+0.0000
Log return CAGR+15.92%
Compounded vs simple return difference+0.00%
Inflation-adjusted return+26.14%

Runs by symbol

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