Stoch RSI 25/75

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 62.79% Avg Sharpe 0.38
Avg Sortino 1.10 Avg Max DD % -19.86%
Avg Win Rate % 62.77% Total Trades 604
Profit Factor 2.21 Volatility (Ann.) % 5.52%
Avg Trade Return % 25162.28%
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+56.58%
Net profit$565,794
Gross profit$6,932,541,317
Gross loss$1,274,599,636
CAGR+0.00%
Annualized return+0.00%
Monthly average return+2.06%
Median monthly return+1.78%
Best month return+13.69%
Worst month return-7.99%
Rolling 12-month return+63.99%
Return per trade+31433.0093
Return per day in trade+0.0000
Log return CAGR+30.05%
Compounded vs simple return difference+0.00%
Inflation-adjusted return+53.51%

Runs by symbol

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