Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 110.02% | Avg Sharpe | 0.30 |
| Avg Sortino | 0.83 | Avg Max DD % | -22.00% |
| Avg Win Rate % | 35.69% | Total Trades | 593 |
| Profit Factor | 1.78 | Volatility (Ann.) % | 5.36% |
| Avg Trade Return % | 32390.37% |
| Metric | Value |
|---|---|
| Total return | +34.33% |
| Net profit | $343,293 |
| Gross profit | $5,327,455,090 |
| Gross loss | $1,894,525,603 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.37% |
| Median monthly return | +0.49% |
| Best month return | +17.71% |
| Worst month return | -5.03% |
| Rolling 12-month return | +33.85% |
| Return per trade | +24520.9249 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +18.88% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +31.70% |
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