Volume Price Trend

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 16.95% Avg Sharpe 0.36
Avg Sortino 0.70 Avg Max DD % -16.75%
Avg Win Rate % 28.15% Total Trades 711
Profit Factor 1.47 Volatility (Ann.) % 3.77%
Avg Trade Return % 5408.49%
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+28.56%
Net profit$285,554
Gross profit$5,286,309,388
Gross loss$2,430,765,481
CAGR+0.00%
Annualized return+0.00%
Monthly average return+1.20%
Median monthly return+0.41%
Best month return+17.71%
Worst month return-7.22%
Rolling 12-month return+35.23%
Return per trade+15029.1785
Return per day in trade+0.0000
Log return CAGR+15.86%
Compounded vs simple return difference+0.00%
Inflation-adjusted return+26.03%

Runs by symbol

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