SMA 15/40

Strategy

Index symbols only (S&P 500, NASDAQ, DAX, etc.).

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 69.28% Avg Sharpe 0.48
Avg Sortino 0.98 Avg Max DD % -20.40%
Avg Win Rate % 46.12% Total Trades 212
Profit Factor 3.65 Volatility (Ann.) % 5.59%
Avg Trade Return % 53779.63%
Chart for symbol:

Charts & distributions

Equity curve

Log equity curve

Drawdown (underwater)

Rolling 12-month Sharpe

Rolling 12-month return (%)

Period return (≈ monthly)

Return distribution (bar returns)

MAE vs MFE (trades)

Regime return %

Monthly returns (run)

Performance metrics (tabular)

MetricValue
Total return+31.63%
Net profit$316,335
Gross profit$3,720,557,410
Gross loss$557,208,958
CAGR+0.00%
Annualized return+0.00%
Monthly average return+1.23%
Median monthly return+0.00%
Best month return+15.37%
Worst month return-5.20%
Rolling 12-month return+38.51%
Return per trade+79083.7113
Return per day in trade+0.0000
Log return CAGR+17.48%
Compounded vs simple return difference-0.00%
Inflation-adjusted return+29.05%

Runs by symbol

Select a country index to view that country's symbols, results, and strategy stats (average and distribution).