Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 56.43% | Avg Sharpe | 0.18 |
| Avg Sortino | 0.48 | Avg Max DD % | -21.59% |
| Avg Win Rate % | 35.15% | Total Trades | 785 |
| Profit Factor | 1.38 | Volatility (Ann.) % | 5.04% |
| Avg Trade Return % | 9980.96% |
| Metric | Value |
|---|---|
| Total return | -11.75% |
| Net profit | -$117,468 |
| Gross profit | $1,431,514,909 |
| Gross loss | $2,606,194,184 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | -0.48% |
| Median monthly return | -0.80% |
| Best month return | +4.49% |
| Worst month return | -3.63% |
| Rolling 12-month return | +6.19% |
| Return per trade | -5107.3012 |
| Return per day in trade | +0.0000 |
| Log return CAGR | -7.06% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | -13.48% |
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