Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 44.36% | Avg Sharpe | 0.26 |
| Avg Sortino | 0.93 | Avg Max DD % | -21.87% |
| Avg Win Rate % | 49.44% | Total Trades | 395 |
| Profit Factor | 2.59 | Volatility (Ann.) % | 4.99% |
| Avg Trade Return % | 19212.26% |
| Metric | Value |
|---|---|
| Total return | -7.25% |
| Net profit | -$72,534 |
| Gross profit | $1,107,673,473 |
| Gross loss | $1,833,017,129 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | -0.28% |
| Median monthly return | +0.00% |
| Best month return | +3.64% |
| Worst month return | -6.32% |
| Rolling 12-month return | +9.24% |
| Return per trade | -7253.4366 |
| Return per day in trade | +0.0000 |
| Log return CAGR | -4.32% |
| Compounded vs simple return difference | -0.00% |
| Inflation-adjusted return | -9.07% |
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