Momentum ROC 1%

Strategy

Index symbols only (S&P 500, NASDAQ, DAX, etc.).

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 85.26% Avg Sharpe 0.43
Avg Sortino 1.01 Avg Max DD % -21.56%
Avg Win Rate % 40.11% Total Trades 600
Profit Factor 1.85 Volatility (Ann.) % 5.34%
Avg Trade Return % 20635.02%
Chart for symbol:

Charts & distributions

Equity curve

Log equity curve

Drawdown (underwater)

Rolling 12-month Sharpe

Rolling 12-month return (%)

Period return (≈ monthly)

Return distribution (bar returns)

MAE vs MFE (trades)

Regime return %

Monthly returns (run)

Performance metrics (tabular)

MetricValue
Total return+28.59%
Net profit$285,936
Gross profit$5,541,064,861
Gross loss$2,681,702,181
CAGR+0.00%
Annualized return+0.00%
Monthly average return+1.31%
Median monthly return+0.40%
Best month return+16.48%
Worst month return-4.38%
Rolling 12-month return+34.12%
Return per trade+17871.0167
Return per day in trade+0.0000
Log return CAGR+15.88%
Compounded vs simple return difference+0.00%
Inflation-adjusted return+26.07%

Runs by symbol

Select a country index to view that country's symbols, results, and strategy stats (average and distribution).