Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 94.12% | Avg Sharpe | 0.39 |
| Avg Sortino | 0.86 | Avg Max DD % | -21.24% |
| Avg Win Rate % | 51.73% | Total Trades | 145 |
| Profit Factor | 2.47 | Volatility (Ann.) % | 5.61% |
| Avg Trade Return % | 105605.18% |
| Metric | Value |
|---|---|
| Total return | +12.40% |
| Net profit | $123,967 |
| Gross profit | $3,049,446,502 |
| Gross loss | $1,809,779,731 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.58% |
| Median monthly return | +0.00% |
| Best month return | +15.35% |
| Worst month return | -7.34% |
| Rolling 12-month return | +26.72% |
| Return per trade | +24793.3354 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +7.09% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +10.19% |
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