Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 30.55% | Avg Sharpe | 0.51 |
| Avg Sortino | 1.26 | Avg Max DD % | -25.65% |
| Avg Win Rate % | 70.99% | Total Trades | 180 |
| Profit Factor | 7.79 | Volatility (Ann.) % | 5.31% |
| Avg Trade Return % | 66524.86% |
| Metric | Value |
|---|---|
| Total return | -31.12% |
| Net profit | -$311,211 |
| Gross profit | $3,140,485,850 |
| Gross loss | $1,102,332,207 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.89% |
| Median monthly return | +0.00% |
| Best month return | +16.29% |
| Worst month return | -8.46% |
| Rolling 12-month return | +47.66% |
| Return per trade | +50953.8411 |
| Return per day in trade | +0.0000 |
| Log return CAGR | -19.63% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | -32.47% |
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