Strategy
Index symbols only (S&P 500, NASDAQ, DAX, etc.).
| Metric | Value | Metric | Value |
|---|---|---|---|
| Avg Return % | 6.16% | Avg Sharpe | 0.53 |
| Avg Sortino | 1.19 | Avg Max DD % | -27.38% |
| Avg Win Rate % | 79.63% | Total Trades | 118 |
| Profit Factor | 37.76 | Volatility (Ann.) % | 5.05% |
| Avg Trade Return % | 52873.37% |
| Metric | Value |
|---|---|
| Total return | -30.23% |
| Net profit | -$302,289 |
| Gross profit | $2,982,673,402 |
| Gross loss | $795,767,543 |
| CAGR | +0.00% |
| Annualized return | +0.00% |
| Monthly average return | +0.95% |
| Median monthly return | +0.00% |
| Best month return | +12.83% |
| Worst month return | -8.45% |
| Rolling 12-month return | +47.60% |
| Return per trade | +72896.8620 |
| Return per day in trade | +0.0000 |
| Log return CAGR | -19.02% |
| Compounded vs simple return difference | -0.00% |
| Inflation-adjusted return | -31.60% |
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