Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 14.88% | Avg Sharpe | 0.45 |
| Avg Sortino | 0.88 | Avg Max DD % | -27.00% |
| Avg Win Rate % | 73.30% | Total Trades | 110 |
| Profit Factor | 6.80 | Volatility (Ann.) % | 4.46% |
| Avg Trade Return % | 73215.99% |
| Metric | Value |
|---|---|
| Total return | -39.47% |
| Net profit | -$394,680 |
| Gross profit | $1,693,708,112 |
| Gross loss | $1,145,192,088 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.31% |
| Median monthly return | +0.00% |
| Best month return | +19.13% |
| Worst month return | -8.46% |
| Rolling 12-month return | +29.04% |
| Return per trade | +27425.8012 |
| Return per day in trade | +0.0000 |
| Log return CAGR | -25.49% |
| Compounded vs simple return difference | -0.00% |
| Inflation-adjusted return | -40.65% |
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