Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 66.19% | Avg Sharpe | 0.35 |
| Avg Sortino | 0.77 | Avg Max DD % | -21.62% |
| Avg Win Rate % | 43.82% | Total Trades | 293 |
| Profit Factor | 1.99 | Volatility (Ann.) % | 5.37% |
| Avg Trade Return % | 38202.42% |
| Metric | Value |
|---|---|
| Total return | +32.21% |
| Net profit | $322,084 |
| Gross profit | $3,928,541,313 |
| Gross loss | $707,701,877 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.24% |
| Median monthly return | +0.08% |
| Best month return | +15.38% |
| Worst month return | -5.24% |
| Rolling 12-month return | +37.45% |
| Return per trade | +64416.7887 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +17.78% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +29.62% |
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