Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 114.15% | Avg Sharpe | 0.22 |
| Avg Sortino | 0.63 | Avg Max DD % | -20.64% |
| Avg Win Rate % | 32.04% | Total Trades | 809 |
| Profit Factor | 1.44 | Volatility (Ann.) % | 4.90% |
| Avg Trade Return % | 19250.74% |
| Metric | Value |
|---|---|
| Total return | +20.44% |
| Net profit | $204,416 |
| Gross profit | $3,998,016,023 |
| Gross loss | $1,953,855,261 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.86% |
| Median monthly return | +0.48% |
| Best month return | +15.34% |
| Worst month return | -3.58% |
| Rolling 12-month return | +38.36% |
| Return per trade | +10758.7409 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +11.52% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +18.08% |
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