SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2024-06-06 00:00:00 1996-01-02 00:00:00
End 2025-06-05 00:00:00 2025-06-05 00:00:00 2025-06-05 00:00:00 2025-06-05 00:00:00
Period 7406 7406 250 7406
Start Value 100.0 100.0 100.0 100.0
End Value 177.82369581830247 177.82369581830247 105.6127236164359 177.82369581830247
Total Return [%] 77.82369581830247 77.82369581830247 5.6127236164359005 77.82369581830247
Benchmark Return [%] 856.8250285953573 856.8250285953573 10.953565877570703 856.8250285953573
Max Gross Exposure [%] 100.0 100.0 100.0 100.0
Total Fees Paid 0.0 0.0 0.0 0.0
Max Drawdown [%] 27.691275060455073 27.691275060455073 3.6646979526359362 27.691275060455073
Max Drawdown Duration 666.0 666.0 104.0 666.0
Total Trades 31 31.0 2 31
Total Closed Trades 31 31.0 2 31
Total Open Trades 0 0.0 0 0
Open Trade PnL 0.0 0.0 0.0 0.0
Win Rate [%] 74.19354838709677 74.19354838709677 50.0 74.19354838709677
Best Trade [%] 12.02303217380981 12.02303217380981 6.513308671101976 12.02303217380981
Worst Trade [%] -9.95514189075731 -9.95514189075731 -0.8455141107736637 -9.95514189075731
Avg Winning Trade [%] 3.964978341358872 3.964978341358872 6.513308671101976 3.964978341358872
Avg Losing Trade [%] -3.744958970258541 -3.744958970258541 -0.8455141107736637 -3.744958970258541
Avg Winning Trade Duration 20.0 20.0 20.0 20.0
Avg Losing Trade Duration 20.0 20.0 20.0 20.0
Profit Factor 3.2960530936298653 3.2960530936298653 7.638237665010862 3.2960530936298653
Expectancy 2.5104418005904026 2.5104418005904026 2.8063618082179502 2.5104418005904026