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 |