SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2024-06-06 00:00:00 1996-01-02 00:00:00
End 2025-06-05 00:00:00 2025-06-05 00:00:00 2025-06-05 00:00:00 2025-06-05 00:00:00
Period 7406 7406 250 7406
Start Value 100.0 100.0 100.0 100.0
End Value 322.6671694356331 322.6671694356331 107.64989642059093 322.6671694356331
Total Return [%] 222.66716943563316 222.66716943563316 7.6498964205909346 222.66716943563316
Benchmark Return [%] 856.8250285953573 856.8250285953573 10.953565877570703 856.8250285953573
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 8.48514257481649 20.783261607451532
Max Drawdown Duration 766.0 766.0 74.0 766.0
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 8.85640841702535 41.755294219440614
Worst Trade [%] -13.512798525843351 -13.512798525843351 -1.1083518315360055 -13.512798525843351
Avg Winning Trade [%] 11.9217399723443 11.9217399723443 8.85640841702535 11.9217399723443
Avg Losing Trade [%] -1.472810036029681 -1.472810036029681 -1.1083518315360055 -1.472810036029681
Avg Winning Trade Duration 172.1 172.1 149.0 172.1
Avg Losing Trade Duration 10.96875 10.96875 33.0 10.96875
Profit Factor 2.559021638657446 2.559021638657446 7.340505890698599 2.559021638657446
Expectancy 2.650799636138489 2.650799636138489 3.8249482102954673 2.650799636138489