Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 114.68% | Avg Sharpe | 0.33 |
| Avg Sortino | 0.81 | Avg Max DD % | -23.28% |
| Avg Win Rate % | 28.62% | Total Trades | 864 |
| Profit Factor | 1.55 | Volatility (Ann.) % | 5.41% |
| Avg Trade Return % | 20377.47% |
| Metric | Value |
|---|---|
| Total return | +36.81% |
| Net profit | $368,087 |
| Gross profit | $5,845,631,786 |
| Gross loss | $2,164,764,144 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.46% |
| Median monthly return | +1.29% |
| Best month return | +18.38% |
| Worst month return | -8.46% |
| Rolling 12-month return | +40.85% |
| Return per trade | +24539.1176 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +20.16% |
| Compounded vs simple return difference | -0.00% |
| Inflation-adjusted return | +34.13% |
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