Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 68.52% | Avg Sharpe | 0.34 |
| Avg Sortino | 0.71 | Avg Max DD % | -22.20% |
| Avg Win Rate % | 38.47% | Total Trades | 827 |
| Profit Factor | 1.49 | Volatility (Ann.) % | 5.19% |
| Avg Trade Return % | 12248.43% |
| Metric | Value |
|---|---|
| Total return | +4.59% |
| Net profit | $45,907 |
| Gross profit | $3,395,903,427 |
| Gross loss | $2,936,834,797 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.29% |
| Median monthly return | -0.39% |
| Best month return | +19.85% |
| Worst month return | -4.88% |
| Rolling 12-month return | +12.07% |
| Return per trade | +2086.6756 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +2.67% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +2.54% |
Select a country index to view that country's symbols, results, and strategy stats (average and distribution).