Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 36.95% | Avg Sharpe | 0.30 |
| Avg Sortino | 0.70 | Avg Max DD % | -22.19% |
| Avg Win Rate % | 44.69% | Total Trades | 372 |
| Profit Factor | 1.97 | Volatility (Ann.) % | 5.07% |
| Avg Trade Return % | 16741.14% |
| Metric | Value |
|---|---|
| Total return | +8.37% |
| Net profit | $83,748 |
| Gross profit | $1,665,011,138 |
| Gross loss | $827,534,263 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.37% |
| Median monthly return | +0.00% |
| Best month return | +4.81% |
| Worst month return | -6.39% |
| Rolling 12-month return | +18.08% |
| Return per trade | +10468.4609 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +4.83% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +6.25% |
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