Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 60.60% | Avg Sharpe | 0.35 |
| Avg Sortino | 0.96 | Avg Max DD % | -22.89% |
| Avg Win Rate % | 36.54% | Total Trades | 1842 |
| Profit Factor | 1.30 | Volatility (Ann.) % | 5.30% |
| Avg Trade Return % | 5342.44% |
| Metric | Value |
|---|---|
| Total return | +20.46% |
| Net profit | $204,640 |
| Gross profit | $6,085,675,027 |
| Gross loss | $4,039,272,528 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.07% |
| Median monthly return | -0.57% |
| Best month return | +21.49% |
| Worst month return | -5.73% |
| Rolling 12-month return | +20.16% |
| Return per trade | +4092.8050 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +11.53% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +18.10% |
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