SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
---|---|---|---|---|
Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2024-09-03 00:00:00 | 1996-01-02 00:00:00 |
End | 2025-09-02 00:00:00 | 2025-09-02 00:00:00 | 2025-09-02 00:00:00 | 2025-09-02 00:00:00 |
Period | 7466 | 7466 | 250 | 7466 |
Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
End Value | 475.26190762274416 | 475.26190762274416 | 95.0615979654467 | 475.26190762274416 |
Total Return [%] | 375.26190762274416 | 375.26190762274416 | -4.938402034553306 | 375.26190762274416 |
Benchmark Return [%] | 933.5475971839528 | 933.5475971839528 | 16.035833334840465 | 933.5475971839528 |
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 | 9.421909876281411 | 17.419997608940182 |
Max Drawdown Duration | 1051.0 | 1051.0 | 230.0 | 1051.0 |
Total Trades | 354 | 354.0 | 12 | 354 |
Total Closed Trades | 354 | 354.0 | 12 | 354 |
Total Open Trades | 0 | 0.0 | 0 | 0 |
Open Trade PnL | 0.0 | 0.0 | 0.0 | 0.0 |
Win Rate [%] | 60.16949152542372 | 60.16949152542372 | 33.33333333333333 | 60.16949152542372 |
Best Trade [%] | 13.826980163030663 | 13.826980163030663 | 2.2940570274452785 | 13.826980163030663 |
Worst Trade [%] | -9.021366152719938 | -9.021366152719938 | -2.839219607817158 | -9.021366152719938 |
Avg Winning Trade [%] | 1.8027374094098245 | 1.8027374094098245 | 1.8777716176605952 | 1.8027374094098245 |
Avg Losing Trade [%] | -1.548622422266719 | -1.548622422266719 | -1.5456947304924518 | -1.548622422266719 |
Avg Winning Trade Duration | 4.976525821596244 | 4.976525821596244 | 5.0 | 4.976525821596244 |
Avg Losing Trade Duration | 5.0 | 5.0 | 5.0 | 5.0 |
Profit Factor | 1.6940430441404253 | 1.6940430441404253 | 0.5898747957701646 | 1.6940430441404253 |
Expectancy | 1.0600618859399553 | 1.0600618859399553 | -0.41153350287944235 | 1.0600618859399553 |