Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 89.28% | Avg Sharpe | 0.34 |
| Avg Sortino | 0.79 | Avg Max DD % | -21.53% |
| Avg Win Rate % | 38.61% | Total Trades | 738 |
| Profit Factor | 1.54 | Volatility (Ann.) % | 5.35% |
| Avg Trade Return % | 17352.92% |
| Metric | Value |
|---|---|
| Total return | +21.13% |
| Net profit | $211,313 |
| Gross profit | $5,750,276,954 |
| Gross loss | $3,637,143,268 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.95% |
| Median monthly return | +0.12% |
| Best month return | +17.71% |
| Worst month return | -4.57% |
| Rolling 12-month return | +26.02% |
| Return per trade | +10565.6684 |
| Return per day in trade | +0.0000 |
| Log return CAGR | +11.89% |
| Compounded vs simple return difference | +0.00% |
| Inflation-adjusted return | +18.76% |
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