Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | -5.01% | Avg Sharpe | 0.39 |
| Avg Sortino | 1.35 | Avg Max DD % | -24.12% |
| Avg Win Rate % | 71.94% | Total Trades | 112 |
| Profit Factor | 3.30 | Volatility (Ann.) % | 3.08% |
| Avg Trade Return % | 22230.84% |
| Metric | Value |
|---|---|
| Total return | -28.10% |
| Net profit | -$281,033 |
| Gross profit | $2,548,323,657 |
| Gross loss | $0 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.02% |
| Median monthly return | +0.00% |
| Best month return | +16.63% |
| Worst month return | -3.57% |
| Rolling 12-month return | +25.03% |
| Return per trade | +84944.1219 |
| Return per day in trade | +0.0000 |
| Log return CAGR | -17.58% |
| Compounded vs simple return difference | -0.00% |
| Inflation-adjusted return | -29.51% |
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