Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 114.04% | Avg Sharpe | 0.51 |
| Avg Sortino | 1.33 | Avg Max DD % | -21.58% |
| Avg Win Rate % | 44.14% | Total Trades | 268 |
| Profit Factor | 3.78 | Volatility (Ann.) % | 5.66% |
| Avg Trade Return % | 76475.65% |
| Metric | Value |
|---|---|
| Total return | +51.88% |
| Net profit | $518,823 |
| Gross profit | $5,612,853,444 |
| Gross loss | $424,627,571 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.90% |
| Median monthly return | +1.05% |
| Best month return | +18.24% |
| Worst month return | -6.01% |
| Rolling 12-month return | +36.91% |
| Return per trade | +86470.4312 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +27.75% |
| Compounded vs simple return difference | -0.00% |
| Inflation-adjusted return | +48.90% |
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