Triple Moving Average

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 52.44% Avg Sharpe 0.27
Avg Sortino 0.85 Avg Max DD % -18.15%
Avg Win Rate % 47.99% Total Trades 329
Profit Factor 2.38 Volatility (Ann.) % 4.68%
Avg Trade Return % 25914.33%
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+29.97%
Net profit$299,745
Gross profit$3,627,844,296
Gross loss$630,392,332
CAGR+0.00%
Annualized return+0.00%
Monthly average return+1.18%
Median monthly return+0.06%
Best month return+15.40%
Worst month return-5.25%
Rolling 12-month return+38.96%
Return per trade+37468.1495
Return per day in trade+0.0000
Log return CAGR+16.61%
Compounded vs simple return difference+0.00%
Inflation-adjusted return+27.43%

Runs by symbol

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