SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-11 00:00:00 1996-01-11 00:00:00 2024-04-19 00:00:00 1996-01-11 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 7365 7365 250 7365
Start Value 100.0 100.0 100.0 100.0
End Value 170.93090765155506 170.93090765155506 105.3513105117567 170.93090765155506
Total Return [%] 70.93090765155506 70.93090765155506 5.351310511756694 70.93090765155506
Benchmark Return [%] 776.5202674675159 776.5202674675159 6.351024615328815 776.5202674675159
Max Gross Exposure [%] 100.0 100.0 100.0 100.0
Total Fees Paid 0.0 0.0 0.0 0.0
Max Drawdown [%] 60.51958317088678 60.51958317088678 9.595727932232908 60.51958317088678
Max Drawdown Duration 6478.0 6478.0 89.0 6478.0
Total Trades 99 99.0 4 99
Total Closed Trades 99 99.0 4 99
Total Open Trades 0 0.0 0 0
Open Trade PnL 0.0 0.0 0.0 0.0
Win Rate [%] 39.39393939393939 39.39393939393939 50.0 39.39393939393939
Best Trade [%] 39.6100801286825 39.6100801286825 9.875214945017106 39.6100801286825
Worst Trade [%] -11.485104979663618 -11.485104979663618 -3.2358514937833442 -11.485104979663618
Avg Winning Trade [%] 7.637889176847948 7.637889176847948 6.068407629460069 7.637889176847948
Avg Losing Trade [%] -3.5931539116226383 -3.5931539116226383 -3.169112342232579 -3.5931539116226383
Avg Winning Trade Duration 111.58974358974359 111.58974358974359 80.0 111.58974358974359
Avg Losing Trade Duration 19.566666666666666 19.566666666666666 15.0 19.566666666666666
Profit Factor 1.2586130330374625 1.2586130330374625 1.763508440281725 1.2586130330374625
Expectancy 0.7164738146621712 0.7164738146621712 1.3378276279391734 0.7164738146621712