Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 81.03% | Avg Sharpe | 0.42 |
| Avg Sortino | 1.42 | Avg Max DD % | -24.21% |
| Avg Win Rate % | 67.57% | Total Trades | 485 |
| Profit Factor | 2.84 | Volatility (Ann.) % | 5.66% |
| Avg Trade Return % | 44031.19% |
| Metric | Value |
|---|---|
| Total return | -24.25% |
| Net profit | -$242,526 |
| Gross profit | $4,747,999,569 |
| Gross loss | $1,516,902,740 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.39% |
| Median monthly return | +1.89% |
| Best month return | +14.79% |
| Worst month return | -9.40% |
| Rolling 12-month return | +49.48% |
| Return per trade | +23079.2631 |
| Return per day in trade | +0.0000 |
| Log return CAGR | -15.02% |
| Compounded vs simple return difference | -0.00% |
| Inflation-adjusted return | -25.74% |
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