Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 13.12% | Avg Sharpe | 0.30 |
| Avg Sortino | 0.64 | Avg Max DD % | -19.98% |
| Avg Win Rate % | 34.23% | Total Trades | 559 |
| Profit Factor | 1.52 | Volatility (Ann.) % | 4.27% |
| Avg Trade Return % | 7198.88% |
| Metric | Value |
|---|---|
| Total return | +45.98% |
| Net profit | $459,836 |
| Gross profit | $6,347,252,342 |
| Gross loss | $1,748,889,308 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.72% |
| Median monthly return | +1.39% |
| Best month return | +20.13% |
| Worst month return | -9.36% |
| Rolling 12-month return | +40.36% |
| Return per trade | +35372.0233 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +24.82% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +43.12% |
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