Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 8.29% | Avg Sharpe | 0.52 |
| Avg Sortino | 1.29 | Avg Max DD % | -21.52% |
| Avg Win Rate % | 78.90% | Total Trades | 268 |
| Profit Factor | 11.44 | Volatility (Ann.) % | 3.89% |
| Avg Trade Return % | 28742.47% |
| Metric | Value |
|---|---|
| Total return | -21.67% |
| Net profit | -$216,720 |
| Gross profit | $4,075,637,428 |
| Gross loss | $378,090,937 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.42% |
| Median monthly return | +0.00% |
| Best month return | +14.82% |
| Worst month return | -8.45% |
| Rolling 12-month return | +45.99% |
| Return per trade | +46219.3311 |
| Return per day in trade | +0.0000 |
| Log return CAGR | -13.34% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | -23.21% |
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