WMT portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-01-13 00:00:00 1996-01-02 00:00:00
End 2026-01-09 00:00:00 2026-01-09 00:00:00 2026-01-09 00:00:00 2026-01-09 00:00:00
Period 7556 7556 250 7556
Start Value 100.0 100.0 100.0 100.0
End Value 217.8799690132867 217.8799690132867 106.22406302074235 217.8799690132867
Total Return [%] 117.87996901328673 117.87996901328673 6.224063020742349 117.87996901328673
Benchmark Return [%] 2851.8041237113794 2851.8041237113794 25.128373210969144 2851.8041237113794
Max Gross Exposure [%] 100.0 100.0 100.0 100.0
Total Fees Paid 0.0 0.0 0.0 0.0
Max Drawdown [%] 45.196552688131284 45.196552688131284 17.057093601054653 45.196552688131284
Max Drawdown Duration 5373.0 5373.0 43.0 5373.0
Total Trades 27 27.0 3 27
Total Closed Trades 26 26.0 2 26
Total Open Trades 1 1.0 1 1
Open Trade PnL 6.905651685307163 6.905651685307163 3.3667453834392234 6.905651685307163
Win Rate [%] 65.38461538461539 65.38461538461539 100.0 65.38461538461539
Best Trade [%] 35.35108958837772 35.35108958837772 1.7789072426937755 35.35108958837772
Worst Trade [%] -19.64483906770255 -19.64483906770255 1.0595617734800982 -19.64483906770255
Avg Winning Trade [%] 10.264856010005474 10.264856010005474 1.4192345080869369 10.264856010005474
Avg Losing Trade [%] -8.996420105548511 -8.996420105548511 nan -8.996420105548511
Avg Winning Trade Duration 52.470588235294116 52.470588235294116 32.0 52.470588235294116
Avg Losing Trade Duration 60.22222222222222 60.22222222222222 nan 60.22222222222222
Profit Factor 1.837686556235694 1.837686556235694 inf 1.837686556235694
Expectancy 4.2682429741530585 4.2682429741530585 1.428658818651563 4.2682429741530585