Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 44.05% | Avg Sharpe | 0.34 |
| Avg Sortino | 0.95 | Avg Max DD % | -21.27% |
| Avg Win Rate % | 59.71% | Total Trades | 509 |
| Profit Factor | 2.08 | Volatility (Ann.) % | 5.56% |
| Avg Trade Return % | 21562.96% |
| Metric | Value |
|---|---|
| Total return | +60.41% |
| Net profit | $604,084 |
| Gross profit | $7,060,563,881 |
| Gross loss | $1,019,726,705 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +2.17% |
| Median monthly return | +2.16% |
| Best month return | +12.15% |
| Worst month return | -8.02% |
| Rolling 12-month return | +58.36% |
| Return per trade | +43148.8370 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +31.91% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +57.26% |
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