Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 31.29% | Avg Sharpe | 0.40 |
| Avg Sortino | 1.03 | Avg Max DD % | -27.31% |
| Avg Win Rate % | 67.76% | Total Trades | 731 |
| Profit Factor | 2.25 | Volatility (Ann.) % | 5.52% |
| Avg Trade Return % | 21307.41% |
| Metric | Value |
|---|---|
| Total return | -19.21% |
| Net profit | -$192,060 |
| Gross profit | $5,287,660,458 |
| Gross loss | $1,194,662,863 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.54% |
| Median monthly return | +1.55% |
| Best month return | +13.68% |
| Worst month return | -8.04% |
| Rolling 12-month return | +49.20% |
| Return per trade | +18604.5345 |
| Return per day in trade | +0.0000 |
| Log return CAGR | -11.75% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | -20.79% |
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