SPX portfolio1
initcash100
portfolio3
group
cashsharing
init100/len
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 1996-01-02 00:00:00
End 2025-01-21 00:00:00 2025-01-21 00:00:00 2025-01-21 00:00:00
Period 7312 7312 7312
Start Value 100.0 100.0 100.0
End Value 1169.8800046493657 1169.8800046493657 1169.8800046493657
Total Return [%] 1069.8800046493657 1069.8800046493657 1069.8800046493657
Benchmark Return [%] 874.5364329096324 874.5364329096324 874.5364329096324
Max Gross Exposure [%] 100.0 100.0 100.0
Total Fees Paid 0.0 0.0 0.0
Max Drawdown [%] 33.924959024260595 33.924959024260595 33.924959024260595
Max Drawdown Duration 1240.0 1240.0 1240.0
Total Trades 5 5.0 5
Total Closed Trades 4 4.0 4
Total Open Trades 1 1.0 1
Open Trade PnL 284.7729641485935 284.7729641485935 284.7729641485935
Win Rate [%] 100.0 100.0 100.0
Best Trade [%] 106.03805197106635 106.03805197106635 106.03805197106635
Worst Trade [%] 34.1917443929528 34.1917443929528 34.1917443929528
Avg Winning Trade [%] 74.66548335208503 74.66548335208503 74.66548335208503
Avg Losing Trade [%] nan nan nan
Avg Winning Trade Duration 1370.5 1370.5 1370.5
Avg Losing Trade Duration nan nan nan
Profit Factor inf inf inf
Expectancy 196.27676012519305 196.27676012519305 196.27676012519305