Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 32.45% | Avg Sharpe | 0.20 |
| Avg Sortino | 0.43 | Avg Max DD % | -24.04% |
| Avg Win Rate % | 44.16% | Total Trades | 1398 |
| Profit Factor | 1.16 | Volatility (Ann.) % | 5.25% |
| Avg Trade Return % | 3196.12% |
| Metric | Value |
|---|---|
| Total return | +9.05% |
| Net profit | $90,472 |
| Gross profit | $5,442,723,040 |
| Gross loss | $4,537,999,257 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.53% |
| Median monthly return | +0.54% |
| Best month return | +20.53% |
| Worst month return | -13.20% |
| Rolling 12-month return | +19.03% |
| Return per trade | +2584.9251 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +5.21% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +6.91% |
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