Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 63.77% | Avg Sharpe | 0.17 |
| Avg Sortino | 0.81 | Avg Max DD % | -22.72% |
| Avg Win Rate % | 38.96% | Total Trades | 615 |
| Profit Factor | 1.72 | Volatility (Ann.) % | 5.42% |
| Avg Trade Return % | 18128.33% |
| Metric | Value |
|---|---|
| Total return | +31.83% |
| Net profit | $318,337 |
| Gross profit | $5,389,865,558 |
| Gross loss | $2,206,498,076 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.28% |
| Median monthly return | +0.00% |
| Best month return | +15.36% |
| Worst month return | -6.38% |
| Rolling 12-month return | +33.96% |
| Return per trade | +19896.0468 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +17.58% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +29.25% |
Select a country index to view that country's symbols, results, and strategy stats (average and distribution).