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