Stochastic 5/3

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 31.70% Avg Sharpe 0.55
Avg Sortino 1.10 Avg Max DD % -17.00%
Avg Win Rate % 77.21% Total Trades 209
Profit Factor 3.56 Volatility (Ann.) % 4.74%
Avg Trade Return % 45117.04%
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+24.58%
Net profit$245,762
Gross profit$3,393,463,651
Gross loss$935,842,389
CAGR+0.00%
Annualized return+0.00%
Monthly average return+1.03%
Median monthly return+0.00%
Best month return+13.85%
Worst month return-8.82%
Rolling 12-month return+47.54%
Return per trade+35108.8752
Return per day in trade+0.0000
Log return CAGR+13.74%
Compounded vs simple return difference+0.00%
Inflation-adjusted return+22.13%

Runs by symbol

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