Z-Score Mean Reversion

Strategy

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

Summary stats (compare & analyse)

Metric Value Metric Value
Avg Return % 26.06% Avg Sharpe 0.55
Avg Sortino 1.25 Avg Max DD % -24.62%
Avg Win Rate % 77.22% Total Trades 160
Profit Factor 7.88 Volatility (Ann.) % 5.34%
Avg Trade Return % 61455.15%
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+46.71%
Net profit$467,100
Gross profit$6,156,629,774
Gross loss$1,485,632,186
CAGR+0.00%
Annualized return+0.00%
Monthly average return+1.79%
Median monthly return+0.00%
Best month return+24.51%
Worst month return-8.45%
Rolling 12-month return+40.09%
Return per trade+93419.9518
Return per day in trade+0.0000
Log return CAGR+25.19%
Compounded vs simple return difference+0.00%
Inflation-adjusted return+43.83%

Runs by symbol

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