| 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 |