VWMA Crossover

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 84.57% Avg Sharpe 0.42
Avg Sortino 1.00 Avg Max DD % -22.36%
Avg Win Rate % 49.56% Total Trades 432
Profit Factor 2.19 Volatility (Ann.) % 5.37%
Avg Trade Return % 31350.22%
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+12.72%
Net profit$127,206
Gross profit$3,170,586,210
Gross loss$1,898,529,526
CAGR+0.00%
Annualized return+0.00%
Monthly average return+0.59%
Median monthly return+0.33%
Best month return+15.39%
Worst month return-5.23%
Rolling 12-month return+34.10%
Return per trade+11564.1517
Return per day in trade+0.0000
Log return CAGR+7.27%
Compounded vs simple return difference+0.00%
Inflation-adjusted return+10.51%

Runs by symbol

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