SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-01-13 00:00:00 1996-01-02 00:00:00
End 2026-01-09 00:00:00 2026-01-09 00:00:00 2026-01-09 00:00:00 2026-01-09 00:00:00
Period 7556 7556 250 7556
Start Value 100.0 100.0 100.0 100.0
End Value 455.0717079385934 455.0717079385934 101.14268629157321 455.0717079385934
Total Return [%] 355.0717079385934 355.0717079385934 1.142686291573213 355.0717079385934
Benchmark Return [%] 1022.2721634204804 1022.2721634204804 19.362875285715543 1022.2721634204804
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 6.735821326507752 17.419997608940182
Max Drawdown Duration 1051.0 1051.0 103.0 1051.0
Total Trades 358 358.0 12 358
Total Closed Trades 358 358.0 12 358
Total Open Trades 0 0.0 0 0
Open Trade PnL 0.0 0.0 0.0 0.0
Win Rate [%] 59.77653631284916 59.77653631284916 41.66666666666667 59.77653631284916
Best Trade [%] 13.826980163030663 13.826980163030663 3.1749252989933403 13.826980163030663
Worst Trade [%] -9.021366152719938 -9.021366152719938 -2.4855236166290173 -9.021366152719938
Avg Winning Trade [%] 1.80833252142642 1.80833252142642 2.097143259976783 1.80833252142642
Avg Losing Trade [%] -1.5657872845561402 -1.5657872845561402 -1.3053768323564832 -1.5657872845561402
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 1.6665116531129358 1.6665116531129358 1.1254214087241967 1.6665116531129358
Expectancy 0.9918204132362931 0.9918204132362931 0.0952238576311012 0.9918204132362931