Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 109.66% | Avg Sharpe | 0.47 |
| Avg Sortino | 1.17 | Avg Max DD % | -20.28% |
| Avg Win Rate % | 42.26% | Total Trades | 248 |
| Profit Factor | 3.40 | Volatility (Ann.) % | 5.57% |
| Avg Trade Return % | 76049.71% |
| Metric | Value |
|---|---|
| Total return | +51.67% |
| Net profit | $516,671 |
| Gross profit | $5,591,340,896 |
| Gross loss | $424,627,571 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.87% |
| Median monthly return | +1.05% |
| Best month return | +17.71% |
| Worst month return | -6.01% |
| Rolling 12-month return | +36.26% |
| Return per trade | +103334.2665 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +27.65% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +48.69% |
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