Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 33.44% | Avg Sharpe | 0.15 |
| Avg Sortino | 0.46 | Avg Max DD % | -24.48% |
| Avg Win Rate % | 50.60% | Total Trades | 2918 |
| Profit Factor | 1.21 | Volatility (Ann.) % | 5.78% |
| Avg Trade Return % | 2885.58% |
| Metric | Value |
|---|---|
| Total return | +28.12% |
| Net profit | $281,164 |
| Gross profit | $6,164,431,445 |
| Gross loss | $3,352,789,341 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.33% |
| Median monthly return | +0.91% |
| Best month return | +13.21% |
| Worst month return | -9.83% |
| Rolling 12-month return | +52.31% |
| Return per trade | +3387.5206 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +15.63% |
| Compounded vs simple return difference | -0.00% |
| Inflation-adjusted return | +25.60% |
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