SPX portfolio1
initcash100
portfolio3
group
cashsharing
init100/len
Start 1996-01-11 00:00:00 1996-01-11 00:00:00 1996-01-11 00:00:00
End 2025-01-21 00:00:00 2025-01-21 00:00:00 2025-01-21 00:00:00
Period 7304 7304 7304
Start Value 100.0 100.0 100.0
End Value 182.30264881085256 182.30264881085256 182.30264881085256
Total Return [%] 82.30264881085256 82.30264881085256 82.30264881085256
Benchmark Return [%] 903.7067148948832 903.7067148948832 903.7067148948832
Max Gross Exposure [%] 100.0 100.0 100.0
Total Fees Paid 0.0 0.0 0.0
Max Drawdown [%] 60.51958317088678 60.51958317088678 60.51958317088678
Max Drawdown Duration 6417.0 6417.0 6417.0
Total Trades 98 98.0 98
Total Closed Trades 97 97.0 97
Total Open Trades 1 1.0 1
Open Trade PnL 0.0 0.0 0.0
Win Rate [%] 40.20618556701031 40.20618556701031 40.20618556701031
Best Trade [%] 39.6100801286825 39.6100801286825 39.6100801286825
Worst Trade [%] -11.485104979663618 -11.485104979663618 -11.485104979663618
Avg Winning Trade [%] 7.637889176847948 7.637889176847948 7.637889176847948
Avg Losing Trade [%] -3.6077760347050543 -3.6077760347050543 -3.6077760347050543
Avg Winning Trade Duration 111.58974358974359 111.58974358974359 111.58974358974359
Avg Losing Trade Duration 19.724137931034484 19.724137931034484 19.724137931034484
Profit Factor 1.3130538186110698 1.3130538186110698 1.3130538186110698
Expectancy 0.8484809155757982 0.8484809155757982 0.8484809155757982