Fractal Breakout

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 110.61% Avg Sharpe 0.56
Avg Sortino 1.30 Avg Max DD % -19.96%
Avg Win Rate % 58.73% Total Trades 183
Profit Factor 4.94 Volatility (Ann.) % 5.86%
Avg Trade Return % 103468.65%
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+40.73%
Net profit$407,309
Gross profit$4,807,784,523
Gross loss$734,691,753
CAGR+0.00%
Annualized return+0.00%
Monthly average return+1.58%
Median monthly return+0.49%
Best month return+15.38%
Worst month return-5.38%
Rolling 12-month return+55.81%
Return per trade+81461.8554
Return per day in trade+0.0000
Log return CAGR+22.17%
Compounded vs simple return difference+0.00%
Inflation-adjusted return+37.97%

Runs by symbol

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