MACD

Strategy

Index symbols only (S&P 500, NASDAQ, DAX, etc.).

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 56.87% Avg Sharpe 0.47
Avg Sortino 0.92 Avg Max DD % -20.50%
Avg Win Rate % 41.02% Total Trades 604
Profit Factor 1.75 Volatility (Ann.) % 5.07%
Avg Trade Return % 15062.84%
Chart for symbol:

Charts & distributions

Equity curve

Log equity curve

Drawdown (underwater)

Rolling 12-month Sharpe

Rolling 12-month return (%)

Period return (≈ monthly)

Return distribution (bar returns)

MAE vs MFE (trades)

Regime return %

Monthly returns (run)

Performance metrics (tabular)

MetricValue
Total return+5.50%
Net profit$54,973
Gross profit$3,245,776,024
Gross loss$2,696,048,926
CAGR+0.00%
Annualized return+0.00%
Monthly average return+0.32%
Median monthly return+0.00%
Best month return+16.48%
Worst month return-6.40%
Rolling 12-month return+11.95%
Return per trade+3233.6888
Return per day in trade+0.0000
Log return CAGR+3.19%
Compounded vs simple return difference-0.00%
Inflation-adjusted return+3.43%

Runs by symbol

Select a country index to view that country's symbols, results, and strategy stats (average and distribution).