Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 2.10% | Avg Sharpe | 0.39 |
| Avg Sortino | 0.94 | Avg Max DD % | -29.20% |
| Avg Win Rate % | 74.32% | Total Trades | 128 |
| Profit Factor | 6.35 | Volatility (Ann.) % | 5.22% |
| Avg Trade Return % | 28433.16% |
| Metric | Value |
|---|---|
| Total return | -31.76% |
| Net profit | -$317,581 |
| Gross profit | $2,843,749,350 |
| Gross loss | $928,843,904 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.85% |
| Median monthly return | +0.00% |
| Best month return | +12.80% |
| Worst month return | -8.45% |
| Rolling 12-month return | +44.31% |
| Return per trade | +63830.1815 |
| Return per day in trade | +0.0000 |
| Log return CAGR | -20.06% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | -33.10% |
Select a country index to view that country's symbols, results, and strategy stats (average and distribution).