Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 40.42% | Avg Sharpe | 0.30 |
| Avg Sortino | 0.58 | Avg Max DD % | -21.57% |
| Avg Win Rate % | 38.56% | Total Trades | 970 |
| Profit Factor | 1.35 | Volatility (Ann.) % | 5.19% |
| Avg Trade Return % | 5686.65% |
| Metric | Value |
|---|---|
| Total return | -3.02% |
| Net profit | -$30,162 |
| Gross profit | $3,286,416,141 |
| Gross loss | $3,588,035,554 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | -0.02% |
| Median monthly return | -0.80% |
| Best month return | +18.79% |
| Worst month return | -5.41% |
| Rolling 12-month return | +7.00% |
| Return per trade | -1040.0669 |
| Return per day in trade | +0.0000 |
| Log return CAGR | -1.78% |
| Compounded vs simple return difference | -0.00% |
| Inflation-adjusted return | -4.92% |
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