Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 82.59% | Avg Sharpe | 0.39 |
| Avg Sortino | 1.02 | Avg Max DD % | -21.43% |
| Avg Win Rate % | 43.03% | Total Trades | 470 |
| Profit Factor | 2.09 | Volatility (Ann.) % | 5.37% |
| Avg Trade Return % | 28962.18% |
| Metric | Value |
|---|---|
| Total return | +39.40% |
| Net profit | $393,968 |
| Gross profit | $5,383,445,103 |
| Gross loss | $1,443,769,400 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +1.52% |
| Median monthly return | +0.00% |
| Best month return | +16.38% |
| Worst month return | -4.52% |
| Rolling 12-month return | +39.69% |
| Return per trade | +32830.6309 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +21.49% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +36.66% |
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