Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 8.39% | Avg Sharpe | 0.27 |
| Avg Sortino | 0.75 | Avg Max DD % | -8.27% |
| Avg Win Rate % | 44.59% | Total Trades | 154 |
| Profit Factor | 2.28 | Volatility (Ann.) % | 2.31% |
| Avg Trade Return % | 14194.77% |
| Metric | Value |
|---|---|
| Total return | +23.36% |
| Net profit | $233,640 |
| Gross profit | $2,878,450,006 |
| Gross loss | $542,046,046 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.95% |
| Median monthly return | +0.00% |
| Best month return | +15.36% |
| Worst month return | -3.04% |
| Rolling 12-month return | +33.69% |
| Return per trade | +77880.1320 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +13.09% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +20.95% |
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