SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-11 00:00:00 1996-01-11 00:00:00 2024-06-06 00:00:00 1996-01-11 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 7398 7398 250 7398
Start Value 100.0 100.0 100.0 100.0
End Value 188.84605250413534 188.84605250413534 110.2759527676962 188.84605250413534
Total Return [%] 88.84605250413534 88.84605250413534 10.275952767696197 88.84605250413534
Benchmark Return [%] 885.4651645124309 885.4651645124309 10.953565877570703 885.4651645124309
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 9.595727932232881 60.51958317088678
Max Drawdown Duration 6511.0 6511.0 108.0 6511.0
Total Trades 100 100.0 5 100
Total Closed Trades 99 99.0 4 99
Total Open Trades 1 1.0 1 1
Open Trade PnL 17.915144852580283 17.915144852580283 10.461482468881997 17.915144852580283
Win Rate [%] 39.39393939393939 39.39393939393939 25.0 39.39393939393939
Best Trade [%] 39.6100801286825 39.6100801286825 9.875214945017108 39.6100801286825
Worst Trade [%] -11.485104979663618 -11.485104979663618 -3.235851493783352 -11.485104979663618
Avg Winning Trade [%] 7.637889176847948 7.637889176847948 9.875214945017108 7.637889176847948
Avg Losing Trade [%] -3.5931539116226383 -3.5931539116226383 -3.1503606233407755 -3.5931539116226383
Avg Winning Trade Duration 111.58974358974359 111.58974358974359 90.0 111.58974358974359
Avg Losing Trade Duration 19.566666666666666 19.566666666666666 23.333333333333332 19.566666666666666
Profit Factor 1.2586130330374625 1.2586130330374625 0.9809778354638802 1.2586130330374625
Expectancy 0.7164738146621712 0.7164738146621712 -0.04638242529644998 0.7164738146621712