SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-06-13 00:00:00 1996-01-02 00:00:00
End 2026-06-11 00:00:00 2026-06-11 00:00:00 2026-06-11 00:00:00 2026-06-11 00:00:00
Period 7661 7661 250 7661
Start Value 100.0 100.0 100.0 100.0
End Value 470.55646833901875 470.55646833901875 105.263929093267 470.55646833901875
Total Return [%] 370.55646833901875 370.55646833901875 5.263929093266995 370.55646833901875
Benchmark Return [%] 1091.2264591690341 1091.2264591690341 23.713185778078127 1091.2264591690341
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 4.658676654585653 17.419997608940182
Max Drawdown Duration 1051.0 1051.0 103.0 1051.0
Total Trades 363 363.0 12 363
Total Closed Trades 363 363.0 12 363
Total Open Trades 0 0.0 0 0
Open Trade PnL 0.0 0.0 0.0 0.0
Win Rate [%] 60.05509641873278 60.05509641873278 58.333333333333336 60.05509641873278
Best Trade [%] 13.826980163030663 13.826980163030663 3.174925298993346 13.826980163030663
Worst Trade [%] -9.021366152719938 -9.021366152719938 -2.3577788073831094 -9.021366152719938
Avg Winning Trade [%] 1.791752802378436 1.791752802378436 1.3763171924056794 1.791752802378436
Avg Losing Trade [%] -1.556723377806356 -1.556723377806356 -0.8754681951987296 -1.556723377806356
Avg Winning Trade Duration 4.986238532110092 4.986238532110092 5.0 4.986238532110092
Avg Losing Trade Duration 5.0 5.0 5.0 5.0
Profit Factor 1.6940719070868397 1.6940719070868397 2.1818670125106276 1.6940719070868397
Expectancy 1.0208167171873779 1.0208167171873779 0.43866075777224955 1.0208167171873779