Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 83.47% | Avg Sharpe | 0.45 |
| Avg Sortino | 0.92 | Avg Max DD % | -18.55% |
| Avg Win Rate % | 28.85% | Total Trades | 533 |
| Profit Factor | 1.96 | Volatility (Ann.) % | 5.05% |
| Avg Trade Return % | 24232.77% |
| Metric | Value |
|---|---|
| Total return | +23.09% |
| Net profit | $230,864 |
| Gross profit | $3,291,453,839 |
| Gross loss | $982,814,573 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.95% |
| Median monthly return | +0.00% |
| Best month return | +15.38% |
| Worst month return | -3.60% |
| Rolling 12-month return | +34.57% |
| Return per trade | +23086.3927 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +12.95% |
| Compounded vs simple return difference | -0.00% |
| Inflation-adjusted return | +20.67% |
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