| 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 |