WMT portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-03-13 00:00:00 1996-01-02 00:00:00
End 2026-03-11 00:00:00 2026-03-11 00:00:00 2026-03-11 00:00:00 2026-03-11 00:00:00
Period 7597 7597 250 7597
Start Value 100.0 100.0 100.0 100.0
End Value 132.56150302971687 132.56150302971687 105.8076252436644 132.56150302971687
Total Return [%] 32.561503029716874 32.561503029716874 5.807625243664404 32.561503029716874
Benchmark Return [%] 3082.7319587629268 3082.7319587629268 46.14201183431954 3082.7319587629268
Max Gross Exposure [%] 100.0 100.0 100.0 100.0
Total Fees Paid 0.0 0.0 0.0 0.0
Max Drawdown [%] 39.261337351435316 39.261337351435316 7.319518716577546 39.261337351435316
Max Drawdown Duration 6760.0 6760.0 195.0 6760.0
Total Trades 25 25.0 3 25
Total Closed Trades 25 25.0 3 25
Total Open Trades 0 0.0 0 0
Open Trade PnL 0.0 0.0 0.0 0.0
Win Rate [%] 68.0 68.0 66.66666666666666 68.0
Best Trade [%] 15.0201763562995 15.0201763562995 6.15870153291254 15.0201763562995
Worst Trade [%] -23.49831811629024 -23.49831811629024 -1.8522888154790171 -23.49831811629024
Avg Winning Trade [%] 6.0029733201089925 6.0029733201089925 3.854498695450357 6.0029733201089925
Avg Losing Trade [%] -8.067707342487052 -8.067707342487052 -1.8522888154790171 -8.067707342487052
Avg Winning Trade Duration 18.58823529411765 18.58823529411765 12.5 18.58823529411765
Avg Losing Trade Duration 18.75 18.75 8.0 18.75
Profit Factor 1.3809741599672978 1.3809741599672978 4.087512232452356 1.3809741599672978
Expectancy 1.3024601211886764 1.3024601211886764 1.9358750812214678 1.3024601211886764