Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 87.90% | Avg Sharpe | 0.47 |
| Avg Sortino | 1.03 | Avg Max DD % | -21.43% |
| Avg Win Rate % | 48.91% | Total Trades | 263 |
| Profit Factor | 2.51 | Volatility (Ann.) % | 5.32% |
| Avg Trade Return % | 53882.51% |
| Metric | Value |
|---|---|
| Total return | +34.81% |
| Net profit | $348,064 |
| Gross profit | $5,223,853,243 |
| Gross loss | $1,743,216,783 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.38% |
| Median monthly return | +0.70% |
| Best month return | +16.48% |
| Worst month return | -6.01% |
| Rolling 12-month return | +34.33% |
| Return per trade | +49723.3780 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +19.13% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +32.16% |
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