Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 101.43% | Avg Sharpe | 0.30 |
| Avg Sortino | 0.92 | Avg Max DD % | -21.85% |
| Avg Win Rate % | 44.89% | Total Trades | 392 |
| Profit Factor | 1.99 | Volatility (Ann.) % | 5.40% |
| Avg Trade Return % | 38089.00% |
| Metric | Value |
|---|---|
| Total return | +16.78% |
| Net profit | $167,775 |
| Gross profit | $3,117,496,506 |
| Gross loss | $1,439,743,739 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.74% |
| Median monthly return | +0.32% |
| Best month return | +15.37% |
| Worst month return | -4.62% |
| Rolling 12-month return | +36.36% |
| Return per trade | +16777.5277 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +9.52% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +14.49% |
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