Triple MA 20/40/60

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 44.60% Avg Sharpe 0.35
Avg Sortino 0.80 Avg Max DD % -20.35%
Avg Win Rate % 44.69% Total Trades 188
Profit Factor 3.18 Volatility (Ann.) % 5.10%
Avg Trade Return % 37946.32%
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+12.84%
Net profit$128,432
Gross profit$3,093,013,886
Gross loss$1,808,690,026
CAGR+0.00%
Annualized return+0.00%
Monthly average return+0.60%
Median monthly return+0.41%
Best month return+15.39%
Worst month return-9.18%
Rolling 12-month return+29.39%
Return per trade+25686.4772
Return per day in trade+0.0000
Log return CAGR+7.34%
Compounded vs simple return difference+0.00%
Inflation-adjusted return+10.63%

Runs by symbol

Select a country index to view that country's symbols, results, and strategy stats (average and distribution).