| 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 |