Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 78.29% | Avg Sharpe | 0.36 |
| Avg Sortino | 0.92 | Avg Max DD % | -23.12% |
| Avg Win Rate % | 43.56% | Total Trades | 315 |
| Profit Factor | 2.51 | Volatility (Ann.) % | 5.48% |
| Avg Trade Return % | 34962.01% |
| Metric | Value |
|---|---|
| Total return | +15.64% |
| Net profit | $156,366 |
| Gross profit | $3,182,999,909 |
| Gross loss | $1,619,336,746 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.70% |
| Median monthly return | +0.27% |
| Best month return | +15.36% |
| Worst month return | -6.43% |
| Rolling 12-month return | +35.00% |
| Return per trade | +22338.0452 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +8.89% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +13.37% |
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