Stochastic Reversion

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 41.58% Avg Sharpe 0.54
Avg Sortino 1.55 Avg Max DD % -17.72%
Avg Win Rate % 76.09% Total Trades 182
Profit Factor 3.74 Volatility (Ann.) % 5.04%
Avg Trade Return % 43545.93%
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+29.42%
Net profit$294,213
Gross profit$3,531,230,989
Gross loss$589,104,509
CAGR+0.00%
Annualized return+0.00%
Monthly average return+1.18%
Median monthly return+0.00%
Best month return+13.83%
Worst month return-8.46%
Rolling 12-month return+42.63%
Return per trade+58842.5296
Return per day in trade+0.0000
Log return CAGR+16.32%
Compounded vs simple return difference+0.00%
Inflation-adjusted return+26.88%

Runs by symbol

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