WMA 20/50

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 83.16% Avg Sharpe 0.55
Avg Sortino 1.12 Avg Max DD % -18.78%
Avg Win Rate % 49.89% Total Trades 194
Profit Factor 5.46 Volatility (Ann.) % 5.53%
Avg Trade Return % 63782.25%
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+35.81%
Net profit$358,139
Gross profit$3,977,325,894
Gross loss$395,936,965
CAGR+0.00%
Annualized return+0.00%
Monthly average return+1.36%
Median monthly return+0.00%
Best month return+15.39%
Worst month return-5.09%
Rolling 12-month return+39.63%
Return per trade+89534.7232
Return per day in trade+0.0000
Log return CAGR+19.65%
Compounded vs simple return difference+0.00%
Inflation-adjusted return+33.15%

Runs by symbol

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