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 |