Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 63.58% | Avg Sharpe | 0.26 |
| Avg Sortino | 0.66 | Avg Max DD % | -23.75% |
| Avg Win Rate % | 36.04% | Total Trades | 1027 |
| Profit Factor | 1.32 | Volatility (Ann.) % | 5.13% |
| Avg Trade Return % | 9084.02% |
| Metric | Value |
|---|---|
| Total return | +12.89% |
| Net profit | $128,930 |
| Gross profit | $4,921,102,854 |
| Gross loss | $3,631,802,257 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.66% |
| Median monthly return | -0.10% |
| Best month return | +18.44% |
| Worst month return | -5.65% |
| Rolling 12-month return | +15.68% |
| Return per trade | +4297.6687 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +7.37% |
| Compounded vs simple return difference | -0.00% |
| Inflation-adjusted return | +10.68% |
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