SMA 50/200

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 33.40% Avg Sharpe 0.73
Avg Sortino 1.83 Avg Max DD % -13.44%
Avg Win Rate % 76.83% Total Trades 37
Profit Factor 2.42 Volatility (Ann.) % 4.04%
Avg Trade Return % 243038.82%
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+47.07%
Net profit$470,702
Gross profit$4,707,022,902
Gross loss$0
CAGR+0.00%
Annualized return+0.00%
Monthly average return+1.75%
Median monthly return+0.00%
Best month return+15.39%
Worst month return-0.29%
Rolling 12-month return+48.06%
Return per trade+470702.2902
Return per day in trade+0.0000
Log return CAGR+25.37%
Compounded vs simple return difference+0.00%
Inflation-adjusted return+44.19%

Runs by symbol

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