Stoch RSI 15/85

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 48.58% Avg Sharpe 0.37
Avg Sortino 1.01 Avg Max DD % -21.04%
Avg Win Rate % 60.37% Total Trades 535
Profit Factor 2.13 Volatility (Ann.) % 5.51%
Avg Trade Return % 22726.26%
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+59.51%
Net profit$595,090
Gross profit$6,965,913,096
Gross loss$1,015,017,755
CAGR+0.00%
Annualized return+0.00%
Monthly average return+2.14%
Median monthly return+2.16%
Best month return+12.18%
Worst month return-8.02%
Rolling 12-month return+58.39%
Return per trade+42506.3953
Return per day in trade+0.0000
Log return CAGR+31.47%
Compounded vs simple return difference-0.00%
Inflation-adjusted return+56.38%

Runs by symbol

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