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 |