SPX | portfolio1 initcash100 |
portfolio3 group cashsharing init100/len |
|
---|---|---|---|
Start | 2001-12-27 00:00:00 | 2001-12-27 00:00:00 | 2001-12-27 00:00:00 |
End | 2025-01-21 00:00:00 | 2025-01-21 00:00:00 | 2025-01-21 00:00:00 |
Period | 5803 | 5803 | 5803 |
Start Value | 100.0 | 100.0 | 100.0 |
End Value | 337.80555161025757 | 337.80555161025757 | 337.80555161025757 |
Total Return [%] | 237.80555161025757 | 237.80555161025757 | 237.80555161025757 |
Benchmark Return [%] | 422.77963582311094 | 422.77963582311094 | 422.77963582311094 |
Max Gross Exposure [%] | 100.0 | 100.0 | 100.0 |
Total Fees Paid | 0.0 | 0.0 | 0.0 |
Max Drawdown [%] | 20.783261607451532 | 20.783261607451532 | 20.783261607451532 |
Max Drawdown Duration | 765.0 | 765.0 | 765.0 |
Total Trades | 84 | 84.0 | 84 |
Total Closed Trades | 83 | 83.0 | 83 |
Total Open Trades | 1 | 1.0 | 1 |
Open Trade PnL | 11.522012593936495 | 11.522012593936495 | 11.522012593936495 |
Win Rate [%] | 24.096385542168676 | 24.096385542168676 | 24.096385542168676 |
Best Trade [%] | 41.755294219440614 | 41.755294219440614 | 41.755294219440614 |
Worst Trade [%] | -13.512798525843351 | -13.512798525843351 | -13.512798525843351 |
Avg Winning Trade [%] | 11.9217399723443 | 11.9217399723443 | 11.9217399723443 |
Avg Losing Trade [%] | -1.47859508689466 | -1.47859508689466 | -1.47859508689466 |
Avg Winning Trade Duration | 172.05 | 172.05 | 172.05 |
Avg Losing Trade Duration | 10.619047619047619 | 10.619047619047619 | 10.619047619047619 |
Profit Factor | 2.625500075235259 | 2.625500075235259 | 2.625500075235259 |
Expectancy | 2.7263076989918194 | 2.7263076989918194 | 2.7263076989918194 |