Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 7.57% | Avg Sharpe | 0.05 |
| Avg Sortino | 0.18 | Avg Max DD % | -17.43% |
| Avg Win Rate % | 36.24% | Total Trades | 1084 |
| Profit Factor | 1.08 | Volatility (Ann.) % | 3.82% |
| Avg Trade Return % | 1199.78% |
| Metric | Value |
|---|---|
| Total return | +0.53% |
| Net profit | $5,317 |
| Gross profit | $2,376,706,488 |
| Gross loss | $2,323,533,100 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.04% |
| Median monthly return | +0.00% |
| Best month return | +3.31% |
| Worst month return | -4.24% |
| Rolling 12-month return | +9.25% |
| Return per trade | +183.3565 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +0.31% |
| Compounded vs simple return difference | -0.00% |
| Inflation-adjusted return | -1.44% |
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