Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 165.14% | Avg Sharpe | 0.35 |
| Avg Sortino | 0.93 | Avg Max DD % | -23.98% |
| Avg Win Rate % | 27.50% | Total Trades | 836 |
| Profit Factor | 1.91 | Volatility (Ann.) % | 5.82% |
| Avg Trade Return % | 45707.86% |
| Metric | Value |
|---|---|
| Total return | +43.97% |
| Net profit | $439,740 |
| Gross profit | $5,755,722,201 |
| Gross loss | $1,358,326,440 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.66% |
| Median monthly return | +1.05% |
| Best month return | +18.43% |
| Worst month return | -4.46% |
| Rolling 12-month return | +32.79% |
| Return per trade | +31409.9697 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +23.81% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +41.15% |
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