Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 6.33% | Avg Sharpe | 0.16 |
| Avg Sortino | 0.41 | Avg Max DD % | -22.02% |
| Avg Win Rate % | 37.36% | Total Trades | 663 |
| Profit Factor | 1.24 | Volatility (Ann.) % | 4.15% |
| Avg Trade Return % | 4164.54% |
| Metric | Value |
|---|---|
| Total return | +18.80% |
| Net profit | $188,031 |
| Gross profit | $4,370,161,214 |
| Gross loss | $2,489,846,254 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.91% |
| Median monthly return | +0.56% |
| Best month return | +15.36% |
| Worst month return | -7.57% |
| Rolling 12-month return | +51.58% |
| Return per trade | +8953.8808 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +10.62% |
| Compounded vs simple return difference | -0.00% |
| Inflation-adjusted return | +16.47% |
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