Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 224.41% | Avg Sharpe | 0.37 |
| Avg Sortino | 1.02 | Avg Max DD % | -24.15% |
| Avg Win Rate % | 28.30% | Total Trades | 674 |
| Profit Factor | 8.23 | Volatility (Ann.) % | 6.15% |
| Avg Trade Return % | 140562.04% |
| Metric | Value |
|---|---|
| Total return | +46.79% |
| Net profit | $467,894 |
| Gross profit | $5,681,419,589 |
| Gross loss | $1,002,476,816 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.74% |
| Median monthly return | +1.05% |
| Best month return | +18.26% |
| Worst month return | -5.38% |
| Rolling 12-month return | +37.11% |
| Return per trade | +46789.4277 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +25.22% |
| Compounded vs simple return difference | -0.00% |
| Inflation-adjusted return | +43.91% |
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