| 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 |