Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 91.37% | Avg Sharpe | 0.38 |
| Avg Sortino | 0.92 | Avg Max DD % | -22.38% |
| Avg Win Rate % | 40.45% | Total Trades | 443 |
| Profit Factor | 1.93 | Volatility (Ann.) % | 5.46% |
| Avg Trade Return % | 26972.53% |
| Metric | Value |
|---|---|
| Total return | +43.11% |
| Net profit | $431,079 |
| Gross profit | $5,810,911,966 |
| Gross loss | $1,500,117,315 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.75% |
| Median monthly return | +1.19% |
| Best month return | +16.48% |
| Worst month return | -6.00% |
| Rolling 12-month return | +40.58% |
| Return per trade | +43107.9465 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +23.37% |
| Compounded vs simple return difference | -0.00% |
| Inflation-adjusted return | +40.30% |
Select a country index to view that country's symbols, results, and strategy stats (average and distribution).