Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 48.72% | Avg Sharpe | 0.23 |
| Avg Sortino | 0.54 | Avg Max DD % | -21.22% |
| Avg Win Rate % | 37.11% | Total Trades | 669 |
| Profit Factor | 1.52 | Volatility (Ann.) % | 4.97% |
| Avg Trade Return % | 10207.37% |
| Metric | Value |
|---|---|
| Total return | -12.25% |
| Net profit | -$122,538 |
| Gross profit | $1,575,788,973 |
| Gross loss | $2,801,170,414 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | -0.50% |
| Median monthly return | -0.19% |
| Best month return | +4.13% |
| Worst month return | -4.23% |
| Rolling 12-month return | +7.75% |
| Return per trade | -5835.1497 |
| Return per day in trade | +0.0000 |
| Log return CAGR | -7.37% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | -13.97% |
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