SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-04-28 00:00:00 1996-01-02 00:00:00
End 2026-04-24 00:00:00 2026-04-24 00:00:00 2026-04-24 00:00:00 2026-04-24 00:00:00
Period 7628 7628 250 7628
Start Value 100.0 100.0 100.0 100.0
End Value 458.5622239761304 458.5622239761304 106.36494768234519 458.5622239761304
Total Return [%] 358.5622239761304 358.5622239761304 6.364947682345188 358.5622239761304
Benchmark Return [%] 1054.2989705669036 1054.2989705669036 29.596744291205333 1054.2989705669036
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 1051.0 103.0 1051.0
Total Trades 362 362.0 13 362
Total Closed Trades 361 361.0 12 361
Total Open Trades 1 1.0 1 1
Open Trade PnL 0.0 0.0 0.0 0.0
Win Rate [%] 59.83379501385041 59.83379501385041 58.333333333333336 59.83379501385041
Best Trade [%] 13.826980163030663 13.826980163030663 3.174925298993339 13.826980163030663
Worst Trade [%] -9.021366152719938 -9.021366152719938 -2.357778807383116 -9.021366152719938
Avg Winning Trade [%] 1.7963048829829915 1.7963048829829915 1.527374363865385 1.7963048829829915
Avg Losing Trade [%] -1.556723377806356 -1.556723377806356 -0.8754681951987352 -1.556723377806356
Avg Winning Trade Duration 4.986111111111111 4.986111111111111 4.714285714285714 4.986111111111111
Avg Losing Trade Duration 5.0 5.0 5.0 5.0
Profit Factor 1.6716060516226756 1.6716060516226756 2.3782277557159004 1.6716060516226756
Expectancy 0.9932471578286142 0.9932471578286142 0.5304123068620992 0.9932471578286142