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 |