Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 38.17% | Avg Sharpe | 0.13 |
| Avg Sortino | 0.73 | Avg Max DD % | -15.81% |
| Avg Win Rate % | 49.05% | Total Trades | 235 |
| Profit Factor | 2.60 | Volatility (Ann.) % | 3.99% |
| Avg Trade Return % | 21669.26% |
| Metric | Value |
|---|---|
| Total return | +19.91% |
| Net profit | $199,128 |
| Gross profit | $2,802,481,661 |
| Gross loss | $811,200,600 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.83% |
| Median monthly return | +0.00% |
| Best month return | +15.34% |
| Worst month return | -3.04% |
| Rolling 12-month return | +30.98% |
| Return per trade | +39825.6212 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +11.23% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +17.56% |
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