SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
---|---|---|---|---|
Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2024-04-19 00:00:00 | 1996-01-02 00:00:00 |
End | 2025-04-17 00:00:00 | 2025-04-17 00:00:00 | 2025-04-17 00:00:00 | 2025-04-17 00:00:00 |
Period | 7373 | 7373 | 250 | 7373 |
Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
End Value | 322.6671694356331 | 322.6671694356331 | 116.0094438034008 | 322.6671694356331 |
Total Return [%] | 222.66716943563316 | 222.66716943563316 | 16.0094438034008 | 222.66716943563316 |
Benchmark Return [%] | 751.0463486539988 | 751.0463486539988 | 6.351024615328815 | 751.0463486539988 |
Max Gross Exposure [%] | 100.0 | 100.0 | 100.0 | 100.0 |
Total Fees Paid | 0.0 | 0.0 | 0.0 | 0.0 |
Max Drawdown [%] | 20.783261607451532 | 20.783261607451532 | 8.485142574816482 | 20.783261607451532 |
Max Drawdown Duration | 766.0 | 766.0 | 45.0 | 766.0 |
Total Trades | 84 | 84.0 | 2 | 84 |
Total Closed Trades | 84 | 84.0 | 2 | 84 |
Total Open Trades | 0 | 0.0 | 0 | 0 |
Open Trade PnL | 0.0 | 0.0 | 0.0 | 0.0 |
Win Rate [%] | 23.809523809523807 | 23.809523809523807 | 50.0 | 23.809523809523807 |
Best Trade [%] | 41.755294219440614 | 41.755294219440614 | 17.309647429251328 | 41.755294219440614 |
Worst Trade [%] | -13.512798525843351 | -13.512798525843351 | -1.108351831535998 | -13.512798525843351 |
Avg Winning Trade [%] | 11.9217399723443 | 11.9217399723443 | 17.309647429251328 | 11.9217399723443 |
Avg Losing Trade [%] | -1.472810036029681 | -1.472810036029681 | -1.108351831535998 | -1.472810036029681 |
Avg Winning Trade Duration | 172.1 | 172.1 | 182.0 | 172.1 |
Avg Losing Trade Duration | 10.96875 | 10.96875 | 33.0 | 10.96875 |
Profit Factor | 2.559021638657446 | 2.559021638657446 | 13.313028117367553 | 2.559021638657446 |
Expectancy | 2.650799636138489 | 2.650799636138489 | 8.0047219017004 | 2.650799636138489 |