Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 11.21% | Avg Sharpe | 0.22 |
| Avg Sortino | 0.53 | Avg Max DD % | -17.91% |
| Avg Win Rate % | 28.37% | Total Trades | 1205 |
| Profit Factor | 1.19 | Volatility (Ann.) % | 3.85% |
| Avg Trade Return % | 2287.82% |
| Metric | Value |
|---|---|
| Total return | +18.24% |
| Net profit | $182,412 |
| Gross profit | $5,623,945,921 |
| Gross loss | $3,799,823,857 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.83% |
| Median monthly return | -0.32% |
| Best month return | +16.06% |
| Worst month return | -6.04% |
| Rolling 12-month return | +22.50% |
| Return per trade | +4800.3212 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +10.32% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +15.92% |
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