EMA 9/21

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 95.31% Avg Sharpe 0.30
Avg Sortino 0.89 Avg Max DD % -21.59%
Avg Win Rate % 40.73% Total Trades 348
Profit Factor 2.85 Volatility (Ann.) % 5.46%
Avg Trade Return % 46669.91%
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+55.48%
Net profit$554,838
Gross profit$5,821,851,113
Gross loss$273,466,389
CAGR+0.00%
Annualized return+0.00%
Monthly average return+1.97%
Median monthly return+1.00%
Best month return+16.48%
Worst month return-4.51%
Rolling 12-month return+38.86%
Return per trade+110967.6945
Return per day in trade+0.0000
Log return CAGR+29.52%
Compounded vs simple return difference+0.00%
Inflation-adjusted return+52.44%

Runs by symbol

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