Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 83.47% | Avg Sharpe | 0.39 |
| Avg Sortino | 0.95 | Avg Max DD % | -22.39% |
| Avg Win Rate % | 50.28% | Total Trades | 434 |
| Profit Factor | 2.10 | Volatility (Ann.) % | 5.39% |
| Avg Trade Return % | 30385.76% |
| Metric | Value |
|---|---|
| Total return | +15.58% |
| Net profit | $155,763 |
| Gross profit | $3,240,445,575 |
| Gross loss | $1,682,818,873 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.70% |
| Median monthly return | +0.06% |
| Best month return | +15.38% |
| Worst month return | -5.23% |
| Rolling 12-month return | +34.57% |
| Return per trade | +14160.2427 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +8.85% |
| Compounded vs simple return difference | -0.00% |
| Inflation-adjusted return | +13.31% |
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