Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 24.81% | Avg Sharpe | 0.41 |
| Avg Sortino | 0.91 | Avg Max DD % | -21.38% |
| Avg Win Rate % | 55.71% | Total Trades | 878 |
| Profit Factor | 2.07 | Volatility (Ann.) % | 5.40% |
| Avg Trade Return % | 7898.19% |
| Metric | Value |
|---|---|
| Total return | +30.82% |
| Net profit | $308,168 |
| Gross profit | $5,937,310,591 |
| Gross loss | $2,855,626,096 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.31% |
| Median monthly return | +0.05% |
| Best month return | +21.10% |
| Worst month return | -8.53% |
| Rolling 12-month return | +29.58% |
| Return per trade | +11852.6327 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +17.05% |
| Compounded vs simple return difference | -0.00% |
| Inflation-adjusted return | +28.25% |
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