Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | -8.96% | Avg Sharpe | 0.39 |
| Avg Sortino | 1.17 | Avg Max DD % | -21.93% |
| Avg Win Rate % | 67.72% | Total Trades | 197 |
| Profit Factor | 4.41 | Volatility (Ann.) % | 2.29% |
| Avg Trade Return % | 14181.83% |
| Metric | Value |
|---|---|
| Total return | -29.40% |
| Net profit | -$293,967 |
| Gross profit | $2,392,230,763 |
| Gross loss | $62,558,256 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.95% |
| Median monthly return | +0.00% |
| Best month return | +13.69% |
| Worst month return | -0.78% |
| Rolling 12-month return | +23.56% |
| Return per trade | +46593.4501 |
| Return per day in trade | +0.0000 |
| Log return CAGR | -18.45% |
| Compounded vs simple return difference | -0.00% |
| Inflation-adjusted return | -30.78% |
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