Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 133.40% | Avg Sharpe | 0.26 |
| Avg Sortino | 0.68 | Avg Max DD % | -19.52% |
| Avg Win Rate % | 31.51% | Total Trades | 685 |
| Profit Factor | 1.50 | Volatility (Ann.) % | 5.03% |
| Avg Trade Return % | 28468.40% |
| Metric | Value |
|---|---|
| Total return | +23.66% |
| Net profit | $236,566 |
| Gross profit | $3,517,999,120 |
| Gross loss | $1,152,335,004 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.97% |
| Median monthly return | +0.31% |
| Best month return | +15.36% |
| Worst month return | -3.58% |
| Rolling 12-month return | +38.01% |
| Return per trade | +16897.6008 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +13.25% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +21.23% |
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