Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 47.74% | Avg Sharpe | 0.29 |
| Avg Sortino | 0.58 | Avg Max DD % | -19.86% |
| Avg Win Rate % | 37.52% | Total Trades | 618 |
| Profit Factor | 1.52 | Volatility (Ann.) % | 4.99% |
| Avg Trade Return % | 10652.93% |
| Metric | Value |
|---|---|
| Total return | -10.69% |
| Net profit | -$106,863 |
| Gross profit | $1,701,682,443 |
| Gross loss | $2,770,311,068 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | -0.42% |
| Median monthly return | -0.05% |
| Best month return | +4.13% |
| Worst month return | -6.49% |
| Rolling 12-month return | +9.57% |
| Return per trade | -5936.8257 |
| Return per day in trade | +0.0000 |
| Log return CAGR | -6.41% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | -12.44% |
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