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 |