| SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
|---|---|---|---|---|
| Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2025-08-07 00:00:00 | 1996-01-02 00:00:00 |
| End | 2026-08-05 00:00:00 | 2026-08-05 00:00:00 | 2026-08-05 00:00:00 | 2026-08-05 00:00:00 |
| Period | 7698 | 7698 | 250 | 7698 |
| Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
| End Value | 490.64309451621074 | 490.64309451621074 | 110.48830809515269 | 490.64309451621074 |
| Total Return [%] | 390.64309451621074 | 390.64309451621074 | 10.48830809515269 | 390.64309451621074 |
| Benchmark Return [%] | 1144.2688447473045 | 1144.2688447473045 | 21.82255520504728 | 1144.2688447473045 |
| 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 | 61.0 | 1051.0 |
| Total Trades | 365 | 365.0 | 12 | 365 |
| Total Closed Trades | 365 | 365.0 | 12 | 365 |
| Total Open Trades | 0 | 0.0 | 0 | 0 |
| Open Trade PnL | 0.0 | 0.0 | 0.0 | 0.0 |
| Win Rate [%] | 60.273972602739725 | 60.273972602739725 | 66.66666666666666 | 60.273972602739725 |
| Best Trade [%] | 13.826980163030663 | 13.826980163030663 | 3.174925298993339 | 13.826980163030663 |
| Worst Trade [%] | -9.021366152719938 | -9.021366152719938 | -1.061446469659043 | -9.021366152719938 |
| Avg Winning Trade [%] | 1.794672172989322 | 1.794672172989322 | 1.515355311284465 | 1.794672172989322 |
| Avg Losing Trade [%] | -1.556723377806356 | -1.556723377806356 | -0.5048905421526403 | -1.556723377806356 |
| Avg Winning Trade Duration | 4.986363636363636 | 4.986363636363636 | 5.0 | 4.986363636363636 |
| Avg Losing Trade Duration | 5.0 | 5.0 | 5.0 | 5.0 |
| Profit Factor | 1.7316952226377347 | 1.7316952226377347 | 6.069606511877586 | 1.7316952226377347 |
| Expectancy | 1.070255053469069 | 1.070255053469069 | 0.8740256745960573 | 1.070255053469069 |