| SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
|---|---|---|---|---|
| Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2025-04-28 00:00:00 | 1996-01-02 00:00:00 |
| End | 2026-04-24 00:00:00 | 2026-04-24 00:00:00 | 2026-04-24 00:00:00 | 2026-04-24 00:00:00 |
| Period | 7628 | 7628 | 250 | 7628 |
| Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
| End Value | 458.5622239761304 | 458.5622239761304 | 106.36494768234519 | 458.5622239761304 |
| Total Return [%] | 358.5622239761304 | 358.5622239761304 | 6.364947682345188 | 358.5622239761304 |
| Benchmark Return [%] | 1054.2989705669036 | 1054.2989705669036 | 29.596744291205333 | 1054.2989705669036 |
| Max Gross Exposure [%] | 100.0 | 100.0 | 100.0 | 100.0 |
| Total Fees Paid | 0.0 | 0.0 | 0.0 | 0.0 |
| Max Drawdown [%] | 17.419997608940182 | 17.419997608940182 | 4.658676654585651 | 17.419997608940182 |
| Max Drawdown Duration | 1051.0 | 1051.0 | 103.0 | 1051.0 |
| Total Trades | 362 | 362.0 | 13 | 362 |
| Total Closed Trades | 361 | 361.0 | 12 | 361 |
| Total Open Trades | 1 | 1.0 | 1 | 1 |
| Open Trade PnL | 0.0 | 0.0 | 0.0 | 0.0 |
| Win Rate [%] | 59.83379501385041 | 59.83379501385041 | 58.333333333333336 | 59.83379501385041 |
| Best Trade [%] | 13.826980163030663 | 13.826980163030663 | 3.174925298993339 | 13.826980163030663 |
| Worst Trade [%] | -9.021366152719938 | -9.021366152719938 | -2.357778807383116 | -9.021366152719938 |
| Avg Winning Trade [%] | 1.7963048829829915 | 1.7963048829829915 | 1.527374363865385 | 1.7963048829829915 |
| Avg Losing Trade [%] | -1.556723377806356 | -1.556723377806356 | -0.8754681951987352 | -1.556723377806356 |
| Avg Winning Trade Duration | 4.986111111111111 | 4.986111111111111 | 4.714285714285714 | 4.986111111111111 |
| Avg Losing Trade Duration | 5.0 | 5.0 | 5.0 | 5.0 |
| Profit Factor | 1.6716060516226756 | 1.6716060516226756 | 2.3782277557159004 | 1.6716060516226756 |
| Expectancy | 0.9932471578286142 | 0.9932471578286142 | 0.5304123068620992 | 0.9932471578286142 |