Vol Breakout 1.5x

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 88.25% Avg Sharpe 0.35
Avg Sortino 1.02 Avg Max DD % -18.93%
Avg Win Rate % 42.65% Total Trades 383
Profit Factor 2.39 Volatility (Ann.) % 4.59%
Avg Trade Return % 33434.44%
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+15.93%
Net profit$159,272
Gross profit$3,138,057,839
Gross loss$1,545,340,526
CAGR+0.00%
Annualized return+0.00%
Monthly average return+0.70%
Median monthly return+0.00%
Best month return+15.39%
Worst month return-3.58%
Rolling 12-month return+33.74%
Return per trade+15927.1731
Return per day in trade+0.0000
Log return CAGR+9.05%
Compounded vs simple return difference+0.00%
Inflation-adjusted return+13.65%

Runs by symbol

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