TRIX 21

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 36.71% Avg Sharpe 0.46
Avg Sortino 0.89 Avg Max DD % -20.22%
Avg Win Rate % 52.73% Total Trades 285
Profit Factor 3.44 Volatility (Ann.) % 5.04%
Avg Trade Return % 21977.59%
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+12.33%
Net profit$123,266
Gross profit$1,562,089,732
Gross loss$329,431,378
CAGR+0.00%
Annualized return+0.00%
Monthly average return+0.52%
Median monthly return+0.00%
Best month return+5.07%
Worst month return-6.21%
Rolling 12-month return+22.65%
Return per trade+24653.1671
Return per day in trade+0.0000
Log return CAGR+7.05%
Compounded vs simple return difference+0.00%
Inflation-adjusted return+10.12%

Runs by symbol

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