Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 48.00% | Avg Sharpe | 0.37 |
| Avg Sortino | 0.82 | Avg Max DD % | -20.50% |
| Avg Win Rate % | 47.46% | Total Trades | 978 |
| Profit Factor | 1.46 | Volatility (Ann.) % | 5.34% |
| Avg Trade Return % | 7544.16% |
| Metric | Value |
|---|---|
| Total return | +23.93% |
| Net profit | $239,268 |
| Gross profit | $4,954,067,202 |
| Gross loss | $2,561,386,692 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.05% |
| Median monthly return | +0.03% |
| Best month return | +20.41% |
| Worst month return | -4.11% |
| Rolling 12-month return | +28.95% |
| Return per trade | +9570.7220 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +13.40% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +21.50% |
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