SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1998-12-02 00:00:00 1998-12-02 00:00:00 2024-04-18 00:00:00 1998-12-02 00:00:00
End 2025-04-16 00:00:00 2025-04-16 00:00:00 2025-04-16 00:00:00 2025-04-16 00:00:00
Period 6634 6634 250 6634
Start Value 100.0 100.0 100.0 100.0
End Value 904.4575151604045 904.4575151604045 101.89457576318149 904.4575151604045
Total Return [%] 804.4575151604045 804.4575151604045 1.8945757631814928 804.4575151604045
Benchmark Return [%] 350.43329775880505 350.43329775880505 5.279857596704951 350.43329775880505
Max Gross Exposure [%] 100.0 100.0 100.0 100.0
Total Fees Paid 0.0 0.0 0.0 0.0
Max Drawdown [%] 33.92495902426058 33.92495902426058 18.902207791150918 33.92495902426058
Max Drawdown Duration 548.0 548.0 79.0 548.0
Total Trades 50 50.0 2 50
Total Closed Trades 49 49.0 1 49
Total Open Trades 1 1.0 1 1
Open Trade PnL -77.67873459809687 -77.67873459809687 -8.75114814684261 -77.67873459809687
Win Rate [%] 67.3469387755102 67.3469387755102 100.0 67.3469387755102
Best Trade [%] 45.87008821170809 45.87008821170809 10.645723910024103 45.87008821170809
Worst Trade [%] -12.3818634646786 -12.3818634646786 10.645723910024103 -12.3818634646786
Avg Winning Trade [%] 9.468870921170094 9.468870921170094 10.645723910024103 9.468870921170094
Avg Losing Trade [%] -3.3735241238845073 -3.3735241238845073 nan -3.3735241238845073
Avg Winning Trade Duration 88.75757575757575 88.75757575757575 62.0 88.75757575757575
Avg Losing Trade Duration 52.625 52.625 nan 52.625
Profit Factor 7.267233892300886 7.267233892300886 inf 7.267233892300886
Expectancy 18.00278060731635 18.00278060731635 10.645723910024103 18.00278060731635