Dual MA 10/40

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 96.82% Avg Sharpe 0.20
Avg Sortino 0.52 Avg Max DD % -18.66%
Avg Win Rate % 34.67% Total Trades 986
Profit Factor 1.28 Volatility (Ann.) % 4.76%
Avg Trade Return % 12156.13%
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+11.98%
Net profit$119,839
Gross profit$3,024,227,675
Gross loss$1,825,837,534
CAGR+0.00%
Annualized return+0.00%
Monthly average return+0.54%
Median monthly return+0.00%
Best month return+14.47%
Worst month return-3.58%
Rolling 12-month return+22.31%
Return per trade+4438.4820
Return per day in trade+0.0000
Log return CAGR+6.86%
Compounded vs simple return difference+0.00%
Inflation-adjusted return+9.79%

Runs by symbol

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