Stochastic RSI

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 51.02% Avg Sharpe 0.37
Avg Sortino 0.99 Avg Max DD % -21.14%
Avg Win Rate % 60.82% Total Trades 555
Profit Factor 2.07 Volatility (Ann.) % 5.54%
Avg Trade Return % 22358.64%
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+49.98%
Net profit$499,827
Gross profit$6,245,829,520
Gross loss$1,247,560,163
CAGR+0.00%
Annualized return+0.00%
Monthly average return+1.88%
Median monthly return+1.81%
Best month return+12.16%
Worst month return-8.03%
Rolling 12-month return+56.04%
Return per trade+33321.7957
Return per day in trade+0.0000
Log return CAGR+26.81%
Compounded vs simple return difference+0.00%
Inflation-adjusted return+47.04%

Runs by symbol

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