Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 59.94% | Avg Sharpe | 0.35 |
| Avg Sortino | 0.71 | Avg Max DD % | -21.03% |
| Avg Win Rate % | 43.11% | Total Trades | 812 |
| Profit Factor | 1.49 | Volatility (Ann.) % | 5.27% |
| Avg Trade Return % | 11441.36% |
| Metric | Value |
|---|---|
| Total return | -0.05% |
| Net profit | -$491 |
| Gross profit | $3,437,281,928 |
| Gross loss | $3,442,187,287 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.11% |
| Median monthly return | -0.36% |
| Best month return | +20.24% |
| Worst month return | -5.05% |
| Rolling 12-month return | +11.01% |
| Return per trade | -20.4390 |
| Return per day in trade | +0.0000 |
| Log return CAGR | -0.03% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | -2.01% |
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