EMA 15/30

Strategy

Index symbols only (S&P 500, NASDAQ, DAX, etc.).

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 99.55% Avg Sharpe 0.49
Avg Sortino 1.18 Avg Max DD % -19.89%
Avg Win Rate % 41.47% Total Trades 214
Profit Factor 4.88 Volatility (Ann.) % 5.63%
Avg Trade Return % 92854.11%
Chart for symbol:

Charts & distributions

Equity curve

Log equity curve

Drawdown (underwater)

Rolling 12-month Sharpe

Rolling 12-month return (%)

Period return (≈ monthly)

Return distribution (bar returns)

MAE vs MFE (trades)

Regime return %

Monthly returns (run)

Performance metrics (tabular)

MetricValue
Total return+32.85%
Net profit$328,480
Gross profit$3,467,154,508
Gross loss$182,350,428
CAGR+0.00%
Annualized return+0.00%
Monthly average return+1.27%
Median monthly return+0.00%
Best month return+15.37%
Worst month return-6.01%
Rolling 12-month return+37.91%
Return per trade+109493.4693
Return per day in trade+0.0000
Log return CAGR+18.11%
Compounded vs simple return difference+0.00%
Inflation-adjusted return+30.24%

Runs by symbol

Select a country index to view that country's symbols, results, and strategy stats (average and distribution).