Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 68.00% | Avg Sharpe | 0.45 |
| Avg Sortino | 0.96 | Avg Max DD % | -20.75% |
| Avg Win Rate % | 46.15% | Total Trades | 514 |
| Profit Factor | 1.90 | Volatility (Ann.) % | 5.02% |
| Avg Trade Return % | 20636.57% |
| Metric | Value |
|---|---|
| Total return | -4.71% |
| Net profit | -$47,113 |
| Gross profit | $1,724,879,170 |
| Gross loss | $2,196,007,110 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | -0.16% |
| Median monthly return | -0.05% |
| Best month return | +5.36% |
| Worst month return | -4.72% |
| Rolling 12-month return | +13.18% |
| Return per trade | -3365.1996 |
| Return per day in trade | +0.0000 |
| Log return CAGR | -2.79% |
| Compounded vs simple return difference | -0.00% |
| Inflation-adjusted return | -6.58% |
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