Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 58.68% | Avg Sharpe | 0.43 |
| Avg Sortino | 1.21 | Avg Max DD % | -25.42% |
| Avg Win Rate % | 67.30% | Total Trades | 411 |
| Profit Factor | 4.41 | Volatility (Ann.) % | 5.53% |
| Avg Trade Return % | 49905.31% |
| Metric | Value |
|---|---|
| Total return | -24.78% |
| Net profit | -$247,840 |
| Gross profit | $4,133,974,008 |
| Gross loss | $985,787,842 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.31% |
| Median monthly return | +0.90% |
| Best month return | +14.27% |
| Worst month return | -8.44% |
| Rolling 12-month return | +40.35% |
| Return per trade | +26234.8847 |
| Return per day in trade | +0.0000 |
| Log return CAGR | -15.37% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | -26.26% |
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