Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 36.49% | Avg Sharpe | 0.33 |
| Avg Sortino | 0.61 | Avg Max DD % | -20.15% |
| Avg Win Rate % | 37.72% | Total Trades | 1268 |
| Profit Factor | 1.29 | Volatility (Ann.) % | 5.21% |
| Avg Trade Return % | 4128.01% |
| Metric | Value |
|---|---|
| Total return | +2.85% |
| Net profit | $28,531 |
| Gross profit | $3,764,497,377 |
| Gross loss | $3,479,190,121 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.23% |
| Median monthly return | -0.28% |
| Best month return | +20.99% |
| Worst month return | -5.31% |
| Rolling 12-month return | +11.61% |
| Return per trade | +864.5674 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +1.66% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +0.84% |
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