Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 92.03% | Avg Sharpe | 0.37 |
| Avg Sortino | 0.97 | Avg Max DD % | -20.73% |
| Avg Win Rate % | 44.82% | Total Trades | 375 |
| Profit Factor | 2.11 | Volatility (Ann.) % | 5.32% |
| Avg Trade Return % | 38487.87% |
| Metric | Value |
|---|---|
| Total return | +32.19% |
| Net profit | $321,865 |
| Gross profit | $5,165,609,369 |
| Gross loss | $1,946,960,971 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.30% |
| Median monthly return | +0.17% |
| Best month return | +16.48% |
| Worst month return | -4.71% |
| Rolling 12-month return | +30.34% |
| Return per trade | +32186.4840 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +17.77% |
| Compounded vs simple return difference | -0.00% |
| Inflation-adjusted return | +29.59% |
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