Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 147.49% | Avg Sharpe | 0.25 |
| Avg Sortino | 0.68 | Avg Max DD % | -28.13% |
| Avg Win Rate % | 28.95% | Total Trades | 1235 |
| Profit Factor | 1.37 | Volatility (Ann.) % | 5.71% |
| Avg Trade Return % | 21033.00% |
| Metric | Value |
|---|---|
| Total return | +28.61% |
| Net profit | $286,135 |
| Gross profit | $5,428,853,978 |
| Gross loss | $2,567,504,608 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.30% |
| Median monthly return | +0.93% |
| Best month return | +18.41% |
| Worst month return | -5.83% |
| Rolling 12-month return | +27.75% |
| Return per trade | +9866.7220 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +15.89% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +26.09% |
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