Supertrend 14/3

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 102.86% Avg Sharpe 0.37
Avg Sortino 1.05 Avg Max DD % -23.83%
Avg Win Rate % 50.81% Total Trades 286
Profit Factor 2.83 Volatility (Ann.) % 5.39%
Avg Trade Return % 58187.15%
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+4.65%
Net profit$46,511
Gross profit$2,737,573,925
Gross loss$2,272,461,056
CAGR+0.00%
Annualized return+0.00%
Monthly average return+0.37%
Median monthly return+0.00%
Best month return+15.37%
Worst month return-8.08%
Rolling 12-month return+34.14%
Return per trade+5813.9109
Return per day in trade+0.0000
Log return CAGR+2.70%
Compounded vs simple return difference-0.00%
Inflation-adjusted return+2.60%

Runs by symbol

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