Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 62.23% | Avg Sharpe | 0.31 |
| Avg Sortino | 0.74 | Avg Max DD % | -22.62% |
| Avg Win Rate % | 43.48% | Total Trades | 513 |
| Profit Factor | 1.65 | Volatility (Ann.) % | 5.20% |
| Avg Trade Return % | 17811.52% |
| Metric | Value |
|---|---|
| Total return | +21.61% |
| Net profit | $216,068 |
| Gross profit | $4,526,102,926 |
| Gross loss | $2,365,423,845 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.00% |
| Median monthly return | +0.12% |
| Best month return | +16.48% |
| Worst month return | -5.91% |
| Rolling 12-month return | +22.22% |
| Return per trade | +13504.2443 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +12.15% |
| Compounded vs simple return difference | -0.00% |
| Inflation-adjusted return | +19.22% |
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