| SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
|---|---|---|---|---|
| Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2024-12-05 00:00:00 | 1996-01-02 00:00:00 |
| End | 2025-12-04 00:00:00 | 2025-12-04 00:00:00 | 2025-12-04 00:00:00 | 2025-12-04 00:00:00 |
| Period | 7532 | 7532 | 250 | 7532 |
| Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
| End Value | 459.9538720758021 | 459.9538720758021 | 99.32530828881949 | 459.9538720758021 |
| Total Return [%] | 359.9538720758021 | 359.9538720758021 | -0.6746917111805146 | 359.9538720758021 |
| Benchmark Return [%] | 1004.6864176050693 | 1004.6864176050693 | 12.87235951283192 | 1004.6864176050693 |
| 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 | 8.496214717309982 | 17.419997608940182 |
| Max Drawdown Duration | 1051.0 | 1051.0 | 236.0 | 1051.0 |
| Total Trades | 357 | 357.0 | 12 | 357 |
| Total Closed Trades | 357 | 357.0 | 12 | 357 |
| Total Open Trades | 0 | 0.0 | 0 | 0 |
| Open Trade PnL | 0.0 | 0.0 | 0.0 | 0.0 |
| Win Rate [%] | 59.943977591036415 | 59.943977591036415 | 41.66666666666667 | 59.943977591036415 |
| Best Trade [%] | 13.826980163030663 | 13.826980163030663 | 3.174925298993339 | 13.826980163030663 |
| Worst Trade [%] | -9.021366152719938 | -9.021366152719938 | -2.8392196078171565 | -9.021366152719938 |
| Avg Winning Trade [%] | 1.80833252142642 | 1.80833252142642 | 2.0971432599767823 | 1.80833252142642 |
| Avg Losing Trade [%] | -1.5693141434015745 | -1.5693141434015745 | -1.55934442352193 | -1.5693141434015745 |
| Avg Winning Trade Duration | 4.985981308411215 | 4.985981308411215 | 5.0 | 4.985981308411215 |
| Avg Losing Trade Duration | 5.0 | 5.0 | 5.0 | 5.0 |
| Profit Factor | 1.6819254917031263 | 1.6819254917031263 | 0.936571450482031 | 1.6819254917031263 |
| Expectancy | 1.0082741514728342 | 1.0082741514728342 | -0.05622430926504263 | 1.0082741514728342 |