SPX portfolio1
initcash100
portfolio3
group
cashsharing
init100/len
Start 1998-12-02 00:00:00 1998-12-02 00:00:00 1998-12-02 00:00:00
End 2025-01-21 00:00:00 2025-01-21 00:00:00 2025-01-21 00:00:00
Period 6574 6574 6574
Start Value 100.0 100.0 100.0
End Value 1037.071967513112 1037.071967513112 1037.071967513112
Total Return [%] 937.071967513112 937.071967513112 937.071967513112
Benchmark Return [%] 416.47726787620087 416.47726787620087 416.47726787620087
Max Gross Exposure [%] 100.0 100.0 100.0
Total Fees Paid 0.0 0.0 0.0
Max Drawdown [%] 33.92495902426058 33.92495902426058 33.92495902426058
Max Drawdown Duration 548.0 548.0 548.0
Total Trades 50 50.0 50
Total Closed Trades 49 49.0 49
Total Open Trades 1 1.0 1
Open Trade PnL 54.935717754610664 54.935717754610664 54.935717754610664
Win Rate [%] 67.3469387755102 67.3469387755102 67.3469387755102
Best Trade [%] 45.87008821170809 45.87008821170809 45.87008821170809
Worst Trade [%] -12.3818634646786 -12.3818634646786 -12.3818634646786
Avg Winning Trade [%] 9.468870921170094 9.468870921170094 9.468870921170094
Avg Losing Trade [%] -3.3735241238845073 -3.3735241238845073 -3.3735241238845073
Avg Winning Trade Duration 88.75757575757575 88.75757575757575 88.75757575757575
Avg Losing Trade Duration 52.625 52.625 52.625
Profit Factor 7.267233892300886 7.267233892300886 7.267233892300886
Expectancy 18.00278060731635 18.00278060731635 18.00278060731635