MFI 7

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 299.78% Avg Sharpe 0.48
Avg Sortino 1.21 Avg Max DD % -19.79%
Avg Win Rate % 68.27% Total Trades 186
Profit Factor 7.52 Volatility (Ann.) % 6.22%
Avg Trade Return % 2866924.40%
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+12.78%
Net profit$127,824
Gross profit$1,278,238,148
Gross loss$0
CAGR+0.00%
Annualized return+0.00%
Monthly average return+0.53%
Median monthly return+0.00%
Best month return+5.97%
Worst month return-4.52%
Rolling 12-month return+10.86%
Return per trade+42607.9383
Return per day in trade+0.0000
Log return CAGR+7.30%
Compounded vs simple return difference-0.00%
Inflation-adjusted return+10.57%

Runs by symbol

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