ZS portfolio1
initcash100
portfolio
last
year
portfolio
Start 2018-03-16 00:00:00 2018-03-16 00:00:00 2025-02-10 00:00:00 2018-03-16 00:00:00
End 2026-02-06 00:00:00 2026-02-06 00:00:00 2026-02-06 00:00:00 2026-02-06 00:00:00
Period 1985 1985 250 1985
Start Value 100.0 100.0 100.0 100.0
End Value 110.4160747423991 110.4160747423991 73.26514298308248 110.4160747423991
Total Return [%] 10.416074742399104 10.416074742399104 -26.73485701691752 10.416074742399104
Benchmark Return [%] 407.0606060606077 407.0606060606077 -21.267585752599715 407.0606060606077
Max Gross Exposure [%] 100.0 100.0 100.0 100.0
Total Fees Paid 0.0 0.0 0.0 0.0
Max Drawdown [%] 34.94999314974654 34.94999314974654 26.73485701691752 34.94999314974654
Max Drawdown Duration 483.0 483.0 57.0 483.0
Total Trades 16 16.0 3 16
Total Closed Trades 16 16.0 3 16
Total Open Trades 0 0.0 0 0
Open Trade PnL 0.0 0.0 0.0 0.0
Win Rate [%] 56.25 56.25 33.33333333333333 56.25
Best Trade [%] 26.53061224489795 26.53061224489795 0.5232862375719558 26.53061224489795
Worst Trade [%] -29.470752089136493 -29.470752089136493 -24.56902138690863 -29.470752089136493
Avg Winning Trade [%] 13.111869073322206 13.111869073322206 0.5232862375719558 13.111869073322206
Avg Losing Trade [%] -12.340326330700355 -12.340326330700355 -13.972959075175215 -12.340326330700355
Avg Winning Trade Duration 15.88888888888889 15.88888888888889 2.0 15.88888888888889
Avg Losing Trade Duration 15.857142857142858 15.857142857142858 14.5 15.857142857142858
Profit Factor 1.0873647702420295 1.0873647702420295 0.014549431814628987 1.0873647702420295
Expectancy 0.6510046713999431 0.6510046713999431 -8.911619005639173 0.6510046713999431