Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 14.97% | Avg Sharpe | 0.30 |
| Avg Sortino | 0.76 | Avg Max DD % | -18.06% |
| Avg Win Rate % | 27.20% | Total Trades | 1013 |
| Profit Factor | 1.36 | Volatility (Ann.) % | 3.82% |
| Avg Trade Return % | 3625.49% |
| Metric | Value |
|---|---|
| Total return | +29.65% |
| Net profit | $296,461 |
| Gross profit | $5,886,047,689 |
| Gross loss | $2,921,442,196 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.22% |
| Median monthly return | +0.10% |
| Best month return | +16.38% |
| Worst month return | -7.74% |
| Rolling 12-month return | +33.27% |
| Return per trade | +10222.7776 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +16.43% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +27.10% |
Select a country index to view that country's symbols, results, and strategy stats (average and distribution).