Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 97.14% | Avg Sharpe | 0.52 |
| Avg Sortino | 1.16 | Avg Max DD % | -21.12% |
| Avg Win Rate % | 40.42% | Total Trades | 788 |
| Profit Factor | 2.12 | Volatility (Ann.) % | 5.41% |
| Avg Trade Return % | 22102.48% |
| Metric | Value |
|---|---|
| Total return | +37.50% |
| Net profit | $374,962 |
| Gross profit | $5,558,886,782 |
| Gross loss | $1,809,261,834 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.49% |
| Median monthly return | +0.51% |
| Best month return | +19.06% |
| Worst month return | -5.38% |
| Rolling 12-month return | +32.20% |
| Return per trade | +19734.8681 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +20.52% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +34.80% |
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