Ultimate Osc 10/15/30

Strategy

Index symbols only (S&P 500, NASDAQ, DAX, etc.).

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 308.66% Avg Sharpe 0.65
Avg Sortino 1.43 Avg Max DD % -25.75%
Avg Win Rate % 92.86% Total Trades 41
Profit Factor 0.05 Volatility (Ann.) % 7.76%
Avg Trade Return % 704638.99%
Chart for symbol:

Charts & distributions

Equity curve

Log equity curve

Drawdown (underwater)

Rolling 12-month Sharpe

Rolling 12-month return (%)

Period return (≈ monthly)

Return distribution (bar returns)

MAE vs MFE (trades)

Regime return %

Monthly returns (run)

Performance metrics (tabular)

MetricValue
Total return+48.85%
Net profit$488,474
Gross profit$4,884,740,261
Gross loss$0
CAGR+0.00%
Annualized return+0.00%
Monthly average return+1.90%
Median monthly return+1.59%
Best month return+17.28%
Worst month return-9.59%
Rolling 12-month return+83.92%
Return per trade+244237.0131
Return per day in trade+0.0000
Log return CAGR+26.25%
Compounded vs simple return difference+0.00%
Inflation-adjusted return+45.93%

Runs by symbol

Select a country index to view that country's symbols, results, and strategy stats (average and distribution).