Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 126.90% | Avg Sharpe | 0.42 |
| Avg Sortino | 0.97 | Avg Max DD % | -22.30% |
| Avg Win Rate % | 50.79% | Total Trades | 207 |
| Profit Factor | 2.59 | Volatility (Ann.) % | 5.59% |
| Avg Trade Return % | 102815.59% |
| Metric | Value |
|---|---|
| Total return | +19.67% |
| Net profit | $196,718 |
| Gross profit | $3,187,351,392 |
| Gross loss | $1,220,169,642 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.84% |
| Median monthly return | +0.21% |
| Best month return | +15.35% |
| Worst month return | -6.42% |
| Rolling 12-month return | +31.56% |
| Return per trade | +39343.6350 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +11.10% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +17.33% |
Select a country index to view that country's symbols, results, and strategy stats (average and distribution).