Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 41.32% | Avg Sharpe | 0.39 |
| Avg Sortino | 0.95 | Avg Max DD % | -21.41% |
| Avg Win Rate % | 46.72% | Total Trades | 371 |
| Profit Factor | 2.42 | Volatility (Ann.) % | 5.03% |
| Avg Trade Return % | 19820.29% |
| Metric | Value |
|---|---|
| Total return | +1.12% |
| Net profit | $11,170 |
| Gross profit | $1,391,506,531 |
| Gross loss | $1,279,803,532 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.08% |
| Median monthly return | +0.00% |
| Best month return | +5.42% |
| Worst month return | -3.67% |
| Rolling 12-month return | +11.24% |
| Return per trade | +1117.0300 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +0.65% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | -0.87% |
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