SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-08-07 00:00:00 1996-01-02 00:00:00
End 2026-08-05 00:00:00 2026-08-05 00:00:00 2026-08-05 00:00:00 2026-08-05 00:00:00
Period 7698 7698 250 7698
Start Value 100.0 100.0 100.0 100.0
End Value 490.64309451621074 490.64309451621074 110.48830809515269 490.64309451621074
Total Return [%] 390.64309451621074 390.64309451621074 10.48830809515269 390.64309451621074
Benchmark Return [%] 1144.2688447473045 1144.2688447473045 21.82255520504728 1144.2688447473045
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 61.0 1051.0
Total Trades 365 365.0 12 365
Total Closed Trades 365 365.0 12 365
Total Open Trades 0 0.0 0 0
Open Trade PnL 0.0 0.0 0.0 0.0
Win Rate [%] 60.273972602739725 60.273972602739725 66.66666666666666 60.273972602739725
Best Trade [%] 13.826980163030663 13.826980163030663 3.174925298993339 13.826980163030663
Worst Trade [%] -9.021366152719938 -9.021366152719938 -1.061446469659043 -9.021366152719938
Avg Winning Trade [%] 1.794672172989322 1.794672172989322 1.515355311284465 1.794672172989322
Avg Losing Trade [%] -1.556723377806356 -1.556723377806356 -0.5048905421526403 -1.556723377806356
Avg Winning Trade Duration 4.986363636363636 4.986363636363636 5.0 4.986363636363636
Avg Losing Trade Duration 5.0 5.0 5.0 5.0
Profit Factor 1.7316952226377347 1.7316952226377347 6.069606511877586 1.7316952226377347
Expectancy 1.070255053469069 1.070255053469069 0.8740256745960573 1.070255053469069