Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 85.43% | Avg Sharpe | 0.44 |
| Avg Sortino | 1.05 | Avg Max DD % | -22.65% |
| Avg Win Rate % | 38.85% | Total Trades | 912 |
| Profit Factor | 1.67 | Volatility (Ann.) % | 5.28% |
| Avg Trade Return % | 16071.67% |
| Metric | Value |
|---|---|
| Total return | +36.86% |
| Net profit | $368,608 |
| Gross profit | $6,134,275,319 |
| Gross loss | $2,448,190,799 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.44% |
| Median monthly return | +0.60% |
| Best month return | +17.88% |
| Worst month return | -5.73% |
| Rolling 12-month return | +36.86% |
| Return per trade | +16754.9296 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +20.19% |
| Compounded vs simple return difference | -0.00% |
| Inflation-adjusted return | +34.18% |
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