Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 75.36% | Avg Sharpe | 0.48 |
| Avg Sortino | 1.00 | Avg Max DD % | -20.83% |
| Avg Win Rate % | 52.25% | Total Trades | 617 |
| Profit Factor | 1.98 | Volatility (Ann.) % | 5.21% |
| Avg Trade Return % | 18991.39% |
| Metric | Value |
|---|---|
| Total return | +21.13% |
| Net profit | $211,289 |
| Gross profit | $4,500,317,339 |
| Gross loss | $2,387,427,414 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.93% |
| Median monthly return | +0.37% |
| Best month return | +15.90% |
| Worst month return | -8.43% |
| Rolling 12-month return | +48.40% |
| Return per trade | +15092.0709 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +11.89% |
| Compounded vs simple return difference | -0.00% |
| Inflation-adjusted return | +18.75% |
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