Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 48.38% | Avg Sharpe | 0.23 |
| Avg Sortino | 0.86 | Avg Max DD % | -19.57% |
| Avg Win Rate % | 46.95% | Total Trades | 456 |
| Profit Factor | 1.98 | Volatility (Ann.) % | 4.57% |
| Avg Trade Return % | 16287.95% |
| Metric | Value |
|---|---|
| Total return | +13.34% |
| Net profit | $133,421 |
| Gross profit | $2,927,403,839 |
| Gross loss | $1,593,191,385 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.61% |
| Median monthly return | +0.00% |
| Best month return | +15.37% |
| Worst month return | -3.78% |
| Rolling 12-month return | +34.07% |
| Return per trade | +11118.4371 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +7.62% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +11.12% |
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