Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 140.60% | Avg Sharpe | 0.51 |
| Avg Sortino | 1.73 | Avg Max DD % | -23.85% |
| Avg Win Rate % | 77.89% | Total Trades | 288 |
| Profit Factor | 16.43 | Volatility (Ann.) % | 5.43% |
| Avg Trade Return % | 130828.77% |
| Metric | Value |
|---|---|
| Total return | -32.51% |
| Net profit | -$325,108 |
| Gross profit | $3,094,077,034 |
| Gross loss | $1,313,974,985 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.80% |
| Median monthly return | +0.00% |
| Best month return | +14.76% |
| Worst month return | -8.44% |
| Rolling 12-month return | +37.15% |
| Return per trade | +29668.3675 |
| Return per day in trade | +0.0000 |
| Log return CAGR | -20.58% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | -33.83% |
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