Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 65.37% | Avg Sharpe | 0.37 |
| Avg Sortino | 0.81 | Avg Max DD % | -23.73% |
| Avg Win Rate % | 37.08% | Total Trades | 569 |
| Profit Factor | 1.63 | Volatility (Ann.) % | 5.44% |
| Avg Trade Return % | 15574.23% |
| Metric | Value |
|---|---|
| Total return | +28.52% |
| Net profit | $285,245 |
| Gross profit | $5,735,796,180 |
| Gross loss | $2,883,341,338 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.27% |
| Median monthly return | -0.36% |
| Best month return | +17.70% |
| Worst month return | -4.06% |
| Rolling 12-month return | +33.84% |
| Return per trade | +19016.3656 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +15.84% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +26.00% |
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