Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 12.88% | Avg Sharpe | 0.23 |
| Avg Sortino | 0.43 | Avg Max DD % | -17.84% |
| Avg Win Rate % | 24.59% | Total Trades | 794 |
| Profit Factor | 1.31 | Volatility (Ann.) % | 3.92% |
| Avg Trade Return % | 3142.72% |
| Metric | Value |
|---|---|
| Total return | +11.23% |
| Net profit | $112,270 |
| Gross profit | $2,989,236,406 |
| Gross loss | $1,866,539,583 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.53% |
| Median monthly return | +0.00% |
| Best month return | +15.38% |
| Worst month return | -4.92% |
| Rolling 12-month return | +28.34% |
| Return per trade | +5346.1753 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +6.43% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +9.05% |
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