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