Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 111.86% | Avg Sharpe | 0.48 |
| Avg Sortino | 1.07 | Avg Max DD % | -21.58% |
| Avg Win Rate % | 44.43% | Total Trades | 604 |
| Profit Factor | 1.93 | Volatility (Ann.) % | 5.42% |
| Avg Trade Return % | 28193.80% |
| Metric | Value |
|---|---|
| Total return | +37.05% |
| Net profit | $370,498 |
| Gross profit | $5,701,157,385 |
| Gross loss | $1,996,173,125 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.46% |
| Median monthly return | +0.24% |
| Best month return | +16.48% |
| Worst month return | -3.78% |
| Rolling 12-month return | +35.44% |
| Return per trade | +26464.1733 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +20.29% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +34.36% |
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