Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 131.20% | Avg Sharpe | 0.29 |
| Avg Sortino | 0.77 | Avg Max DD % | -24.05% |
| Avg Win Rate % | 27.09% | Total Trades | 1017 |
| Profit Factor | 1.53 | Volatility (Ann.) % | 5.75% |
| Avg Trade Return % | 23309.45% |
| Metric | Value |
|---|---|
| Total return | +36.60% |
| Net profit | $365,977 |
| Gross profit | $5,748,580,035 |
| Gross loss | $2,088,806,552 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.55% |
| Median monthly return | +0.93% |
| Best month return | +18.41% |
| Worst month return | -4.68% |
| Rolling 12-month return | +30.49% |
| Return per trade | +18298.8674 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +20.05% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +33.92% |
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