Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 72.04% | Avg Sharpe | 0.25 |
| Avg Sortino | 0.68 | Avg Max DD % | -23.46% |
| Avg Win Rate % | 32.53% | Total Trades | 861 |
| Profit Factor | 1.37 | Volatility (Ann.) % | 5.10% |
| Avg Trade Return % | 12013.36% |
| Metric | Value |
|---|---|
| Total return | +19.32% |
| Net profit | $193,241 |
| Gross profit | $5,263,951,016 |
| Gross loss | $3,331,536,322 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.94% |
| Median monthly return | -0.02% |
| Best month return | +18.37% |
| Worst month return | -4.36% |
| Rolling 12-month return | +21.18% |
| Return per trade | +7729.6588 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +10.91% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +16.98% |
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