EMA Ribbon

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % -6.96% Avg Sharpe -0.35
Avg Sortino -0.16 Avg Max DD % -9.21%
Avg Win Rate % 31.19% Total Trades 83
Profit Factor 0.32 Volatility (Ann.) % 0.59%
Avg Trade Return % -7762.47%
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+0.37%
Net profit$3,721
Gross profit$317,182,346
Gross loss$279,972,436
CAGR+0.00%
Annualized return+0.00%
Monthly average return+0.02%
Median monthly return+0.00%
Best month return+2.04%
Worst month return-1.81%
Rolling 12-month return+1.04%
Return per trade+1860.4955
Return per day in trade+0.0000
Log return CAGR+0.22%
Compounded vs simple return difference-0.00%
Inflation-adjusted return-1.60%

Runs by symbol

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