Pivot Breakout

Strategy

Index symbols only (S&P 500, NASDAQ, DAX, etc.).

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 77.88% Avg Sharpe 0.55
Avg Sortino 1.30 Avg Max DD % -20.88%
Avg Win Rate % 58.11% Total Trades 183
Profit Factor 8.15 Volatility (Ann.) % 5.54%
Avg Trade Return % 79467.20%
Chart for symbol:

Charts & distributions

Equity curve

Log equity curve

Drawdown (underwater)

Rolling 12-month Sharpe

Rolling 12-month return (%)

Period return (≈ monthly)

Return distribution (bar returns)

MAE vs MFE (trades)

Regime return %

Monthly returns (run)

Performance metrics (tabular)

MetricValue
Total return+39.15%
Net profit$391,475
Gross profit$4,684,021,937
Gross loss$769,271,924
CAGR+0.00%
Annualized return+0.00%
Monthly average return+1.54%
Median monthly return+0.49%
Best month return+15.39%
Worst month return-6.20%
Rolling 12-month return+54.35%
Return per trade+97868.7503
Return per day in trade+0.0000
Log return CAGR+21.36%
Compounded vs simple return difference+0.00%
Inflation-adjusted return+36.42%

Runs by symbol

Select a country index to view that country's symbols, results, and strategy stats (average and distribution).