Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 52.39% | Avg Sharpe | 0.14 |
| Avg Sortino | 0.85 | Avg Max DD % | -24.15% |
| Avg Win Rate % | 46.93% | Total Trades | 377 |
| Profit Factor | 1.99 | Volatility (Ann.) % | 5.37% |
| Avg Trade Return % | 22344.79% |
| Metric | Value |
|---|---|
| Total return | +34.46% |
| Net profit | $344,614 |
| Gross profit | $5,468,736,309 |
| Gross loss | $2,022,599,421 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.38% |
| Median monthly return | +0.85% |
| Best month return | +20.13% |
| Worst month return | -5.77% |
| Rolling 12-month return | +29.03% |
| Return per trade | +34461.3689 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +18.95% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +31.82% |
Select a country index to view that country's symbols, results, and strategy stats (average and distribution).