Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 0.86% | Avg Sharpe | 0.45 |
| Avg Sortino | 0.90 | Avg Max DD % | -27.78% |
| Avg Win Rate % | 76.56% | Total Trades | 85 |
| Profit Factor | 16.74 | Volatility (Ann.) % | 4.46% |
| Avg Trade Return % | 74681.36% |
| Metric | Value |
|---|---|
| Total return | -45.63% |
| Net profit | -$456,350 |
| Gross profit | $0 |
| Gross loss | $514,740,377 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | -0.20% |
| Median monthly return | +0.00% |
| Best month return | +5.07% |
| Worst month return | -8.46% |
| Rolling 12-month return | +11.38% |
| Return per trade | -51474.0377 |
| Return per day in trade | +0.0000 |
| Log return CAGR | -30.03% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | -46.70% |
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