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