Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 12.38% | Avg Sharpe | 0.36 |
| Avg Sortino | 0.80 | Avg Max DD % | -28.83% |
| Avg Win Rate % | 74.91% | Total Trades | 70 |
| Profit Factor | 33.29 | Volatility (Ann.) % | 4.00% |
| Avg Trade Return % | 73940.10% |
| Metric | Value |
|---|---|
| Total return | -45.89% |
| Net profit | -$458,881 |
| Gross profit | $0 |
| Gross loss | $540,049,615 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | -0.21% |
| Median monthly return | +0.00% |
| Best month return | +5.06% |
| Worst month return | -8.45% |
| Rolling 12-month return | +11.36% |
| Return per trade | -54004.9615 |
| Return per day in trade | +0.0000 |
| Log return CAGR | -30.23% |
| Compounded vs simple return difference | -0.00% |
| Inflation-adjusted return | -46.95% |
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