Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | -0.51% | Avg Sharpe | 0.47 |
| Avg Sortino | 1.21 | Avg Max DD % | -22.73% |
| Avg Win Rate % | 71.04% | Total Trades | 350 |
| Profit Factor | 5.22 | Volatility (Ann.) % | 3.54% |
| Avg Trade Return % | 11151.27% |
| Metric | Value |
|---|---|
| Total return | -23.44% |
| Net profit | -$234,399 |
| Gross profit | $3,433,879,558 |
| Gross loss | $61,969,518 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.23% |
| Median monthly return | +0.00% |
| Best month return | +14.84% |
| Worst month return | -4.63% |
| Rolling 12-month return | +26.17% |
| Return per trade | +30653.7276 |
| Return per day in trade | +0.0000 |
| Log return CAGR | -14.49% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | -24.94% |
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