Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 38.73% | Avg Sharpe | 0.33 |
| Avg Sortino | 0.73 | Avg Max DD % | -20.91% |
| Avg Win Rate % | 49.00% | Total Trades | 374 |
| Profit Factor | 1.99 | Volatility (Ann.) % | 4.97% |
| Avg Trade Return % | 15275.65% |
| Metric | Value |
|---|---|
| Total return | -0.85% |
| Net profit | -$8,520 |
| Gross profit | $1,348,194,556 |
| Gross loss | $1,433,397,051 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.01% |
| Median monthly return | +0.00% |
| Best month return | +4.01% |
| Worst month return | -8.04% |
| Rolling 12-month return | +13.28% |
| Return per trade | -852.0249 |
| Return per day in trade | +0.0000 |
| Log return CAGR | -0.50% |
| Compounded vs simple return difference | -0.00% |
| Inflation-adjusted return | -2.80% |
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