SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
---|---|---|---|---|
Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2024-04-19 00:00:00 | 1996-01-02 00:00:00 |
End | 2025-04-17 00:00:00 | 2025-04-17 00:00:00 | 2025-04-17 00:00:00 | 2025-04-17 00:00:00 |
Period | 7373 | 7373 | 250 | 7373 |
Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
End Value | 166.94974368639404 | 166.94974368639404 | 99.15448588922634 | 166.94974368639404 |
Total Return [%] | 66.94974368639404 | 66.94974368639404 | -0.8455141107736637 | 66.94974368639404 |
Benchmark Return [%] | 751.0463486539988 | 751.0463486539988 | 6.351024615328815 | 751.0463486539988 |
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 | 89.0 | 666.0 |
Total Trades | 30 | 30.0 | 1 | 30 |
Total Closed Trades | 30 | 30.0 | 1 | 30 |
Total Open Trades | 0 | 0.0 | 0 | 0 |
Open Trade PnL | 0.0 | 0.0 | 0.0 | 0.0 |
Win Rate [%] | 73.33333333333333 | 73.33333333333333 | 0.0 | 73.33333333333333 |
Best Trade [%] | 12.02303217380981 | 12.02303217380981 | -0.8455141107736637 | 12.02303217380981 |
Worst Trade [%] | -9.95514189075731 | -9.95514189075731 | -0.8455141107736637 | -9.95514189075731 |
Avg Winning Trade [%] | 3.8491451445523674 | 3.8491451445523674 | nan | 3.8491451445523674 |
Avg Losing Trade [%] | -3.744958970258541 | -3.744958970258541 | -0.8455141107736637 | -3.744958970258541 |
Avg Winning Trade Duration | 20.0 | 20.0 | nan | 20.0 |
Avg Losing Trade Duration | 20.0 | 20.0 | 20.0 | 20.0 |
Profit Factor | 2.975236006110107 | 2.975236006110107 | 0.0 | 2.975236006110107 |
Expectancy | 2.231658122879801 | 2.231658122879801 | -0.8455141107736637 | 2.231658122879801 |