Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 3.58% | Avg Sharpe | 0.49 |
| Avg Sortino | 1.14 | Avg Max DD % | -22.32% |
| Avg Win Rate % | 72.81% | Total Trades | 320 |
| Profit Factor | 3.93 | Volatility (Ann.) % | 3.92% |
| Avg Trade Return % | 15369.33% |
| Metric | Value |
|---|---|
| Total return | -19.40% |
| Net profit | -$193,953 |
| Gross profit | $4,741,922,001 |
| Gross loss | $667,858,300 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.57% |
| Median monthly return | +0.00% |
| Best month return | +16.60% |
| Worst month return | -8.45% |
| Rolling 12-month return | +45.62% |
| Return per trade | +37036.9427 |
| Return per day in trade | +0.0000 |
| Log return CAGR | -11.87% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | -20.98% |
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