Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 147.66% | Avg Sharpe | 0.31 |
| Avg Sortino | 0.83 | Avg Max DD % | -22.75% |
| Avg Win Rate % | 29.71% | Total Trades | 886 |
| Profit Factor | 1.53 | Volatility (Ann.) % | 5.39% |
| Avg Trade Return % | 26608.08% |
| Metric | Value |
|---|---|
| Total return | +27.38% |
| Net profit | $273,817 |
| Gross profit | $5,372,885,221 |
| Gross loss | $2,634,717,596 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.16% |
| Median monthly return | +0.80% |
| Best month return | +17.71% |
| Worst month return | -7.14% |
| Rolling 12-month return | +36.43% |
| Return per trade | +13690.8381 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +15.24% |
| Compounded vs simple return difference | -0.00% |
| Inflation-adjusted return | +24.88% |
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