QStick

Strategy

Index symbols only (S&P 500, NASDAQ, DAX, etc.).

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 74.29% Avg Sharpe 0.29
Avg Sortino 0.76 Avg Max DD % -21.98%
Avg Win Rate % 38.77% Total Trades 887
Profit Factor 1.61 Volatility (Ann.) % 5.17%
Avg Trade Return % 11385.72%
Chart for symbol:

Charts & distributions

Equity curve

Log equity curve

Drawdown (underwater)

Rolling 12-month Sharpe

Rolling 12-month return (%)

Period return (≈ monthly)

Return distribution (bar returns)

MAE vs MFE (trades)

Regime return %

Monthly returns (run)

Performance metrics (tabular)

MetricValue
Total return+7.94%
Net profit$79,410
Gross profit$3,233,378,232
Gross loss$2,439,279,985
CAGR+0.00%
Annualized return+0.00%
Monthly average return+0.41%
Median monthly return-0.25%
Best month return+15.36%
Worst month return-4.64%
Rolling 12-month return+30.32%
Return per trade+3054.2240
Return per day in trade+0.0000
Log return CAGR+4.58%
Compounded vs simple return difference-0.00%
Inflation-adjusted return+5.82%

Runs by symbol

Select a country index to view that country's symbols, results, and strategy stats (average and distribution).