Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 91.76% | Avg Sharpe | 0.39 |
| Avg Sortino | 0.80 | Avg Max DD % | -21.96% |
| Avg Win Rate % | 40.94% | Total Trades | 745 |
| Profit Factor | 1.73 | Volatility (Ann.) % | 5.19% |
| Avg Trade Return % | 19045.46% |
| Metric | Value |
|---|---|
| Total return | +5.28% |
| Net profit | $52,801 |
| Gross profit | $3,003,362,182 |
| Gross loss | $2,475,356,133 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.43% |
| Median monthly return | -1.25% |
| Best month return | +15.38% |
| Worst month return | -4.02% |
| Rolling 12-month return | +29.02% |
| Return per trade | +2640.0302 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +3.06% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +3.22% |
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