SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
---|---|---|---|---|
Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2024-06-06 00:00:00 | 1996-01-02 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 | 7406 | 7406 | 250 | 7406 |
Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
End Value | 1148.6183903455603 | 1148.6183903455603 | 110.95356587757054 | 1148.6183903455603 |
Total Return [%] | 1048.6183903455603 | 1048.6183903455603 | 10.95356587757054 | 1048.6183903455603 |
Benchmark Return [%] | 856.8250285953573 | 856.8250285953573 | 10.953565877570703 | 856.8250285953573 |
Max Gross Exposure [%] | 100.0 | 100.0 | 100.0 | 100.0 |
Total Fees Paid | 0.0 | 0.0 | 0.0 | 0.0 |
Max Drawdown [%] | 33.924959024260595 | 33.924959024260595 | 18.902207791150914 | 33.924959024260595 |
Max Drawdown Duration | 1240.0 | 1240.0 | 74.0 | 1240.0 |
Total Trades | 5 | 5.0 | 1 | 5 |
Total Closed Trades | 4 | 4.0 | 0 | 4 |
Total Open Trades | 1 | 1.0 | 1 | 1 |
Open Trade PnL | 263.5113498447881 | 263.5113498447881 | 10.95356587757054 | 263.5113498447881 |
Win Rate [%] | 100.0 | 100.0 | nan | 100.0 |
Best Trade [%] | 106.03805197106635 | 106.03805197106635 | nan | 106.03805197106635 |
Worst Trade [%] | 34.1917443929528 | 34.1917443929528 | nan | 34.1917443929528 |
Avg Winning Trade [%] | 74.66548335208503 | 74.66548335208503 | nan | 74.66548335208503 |
Avg Losing Trade [%] | nan | nan | nan | nan |
Avg Winning Trade Duration | 1370.5 | 1370.5 | nan | 1370.5 |
Avg Losing Trade Duration | nan | nan | nan | nan |
Profit Factor | inf | inf | nan | inf |
Expectancy | 196.27676012519305 | 196.27676012519305 | nan | 196.27676012519305 |