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 |