Z-Score n=10

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 21.92% Avg Sharpe 0.47
Avg Sortino 1.00 Avg Max DD % -24.56%
Avg Win Rate % 70.06% Total Trades 185
Profit Factor 4.98 Volatility (Ann.) % 5.63%
Avg Trade Return % 34035.38%
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+40.11%
Net profit$401,147
Gross profit$5,387,444,196
Gross loss$1,375,975,866
CAGR+0.00%
Annualized return+0.00%
Monthly average return+1.67%
Median monthly return+0.00%
Best month return+22.90%
Worst month return-9.61%
Rolling 12-month return+38.04%
Return per trade+80229.3666
Return per day in trade+0.0000
Log return CAGR+21.86%
Compounded vs simple return difference-0.00%
Inflation-adjusted return+37.37%

Runs by symbol

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