SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2024-04-19 00:00:00 1996-01-02 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 7373 7373 250 7373
Start Value 100.0 100.0 100.0 100.0
End Value 1021.6366189076982 1021.6366189076982 106.35102461532887 1021.6366189076982
Total Return [%] 921.6366189076982 921.6366189076982 6.351024615328868 921.6366189076982
Benchmark Return [%] 751.0463486539988 751.0463486539988 6.351024615328815 751.0463486539988
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 18.90220779115092 33.924959024260595
Max Drawdown Duration 1240.0 1240.0 45.0 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 136.52957840692602 136.52957840692602 6.351024615328868 136.52957840692602
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