Random Walk Index

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 37.55% Avg Sharpe 0.23
Avg Sortino 0.73 Avg Max DD % -17.94%
Avg Win Rate % 43.40% Total Trades 396
Profit Factor 1.75 Volatility (Ann.) % 4.13%
Avg Trade Return % 12104.14%
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+17.87%
Net profit$178,748
Gross profit$3,172,041,146
Gross loss$1,384,565,653
CAGR+0.00%
Annualized return+0.00%
Monthly average return+0.76%
Median monthly return+0.00%
Best month return+15.25%
Worst month return-3.36%
Rolling 12-month return+31.91%
Return per trade+13749.8115
Return per day in trade+0.0000
Log return CAGR+10.12%
Compounded vs simple return difference+0.00%
Inflation-adjusted return+15.56%

Runs by symbol

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