EMA 20/50

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 152.99% Avg Sharpe 0.59
Avg Sortino 1.38 Avg Max DD % -19.02%
Avg Win Rate % 48.26% Total Trades 141
Profit Factor 5.34 Volatility (Ann.) % 5.90%
Avg Trade Return % 195200.31%
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+20.86%
Net profit$208,638
Gross profit$3,013,241,264
Gross loss$926,861,857
CAGR+0.00%
Annualized return+0.00%
Monthly average return+0.88%
Median monthly return+0.00%
Best month return+15.36%
Worst month return-7.47%
Rolling 12-month return+32.56%
Return per trade+52159.4852
Return per day in trade+0.0000
Log return CAGR+11.75%
Compounded vs simple return difference+0.00%
Inflation-adjusted return+18.49%

Runs by symbol

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