SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1998-12-02 00:00:00 1998-12-02 00:00:00 2024-06-05 00:00:00 1998-12-02 00:00:00
End 2025-06-04 00:00:00 2025-06-04 00:00:00 2025-06-04 00:00:00 2025-06-04 00:00:00
Period 6667 6667 250 6667
Start Value 100.0 100.0 100.0 100.0
End Value 960.7647400365884 960.7647400365884 101.30571647501901 960.7647400365884
Total Return [%] 860.7647400365885 860.7647400365885 1.3057164750190111 860.7647400365885
Benchmark Return [%] 409.78100320170813 409.78100320170813 11.519920508476812 409.78100320170813
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 18.902207791150925 33.92495902426058
Max Drawdown Duration 548.0 548.0 79.0 548.0
Total Trades 50 50.0 2 50
Total Closed Trades 50 50.0 2 50
Total Open Trades 0 0.0 0 0
Open Trade PnL 0.0 0.0 0.0 0.0
Win Rate [%] 66.0 66.0 50.0 66.0
Best Trade [%] 45.87008821170809 45.87008821170809 3.559188125580178 45.87008821170809
Worst Trade [%] -12.3818634646786 -12.3818634646786 -2.1760229018293513 -12.3818634646786
Avg Winning Trade [%] 9.468870921170094 9.468870921170094 3.559188125580178 9.468870921170094
Avg Losing Trade [%] -3.303082875528322 -3.303082875528322 -2.1760229018293513 -3.303082875528322
Avg Winning Trade Duration 88.75757575757575 88.75757575757575 29.0 88.75757575757575
Avg Losing Trade Duration 56.705882352941174 56.705882352941174 122.0 56.705882352941174
Profit Factor 6.309259640415663 6.309259640415663 1.5794244070893269 6.309259640415663
Expectancy 17.21529480073177 17.21529480073177 0.6528582375095056 17.21529480073177