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