SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 2001-12-26 00:00:00 2001-12-26 00:00:00 2024-04-19 00:00:00 2001-12-26 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 5865 5865 250 5865
Start Value 100.0 100.0 100.0 100.0
End Value 228.3584457349536 228.3584457349536 101.73722492450092 228.3584457349536
Total Return [%] 128.3584457349536 128.3584457349536 1.7372249245009215 128.3584457349536
Benchmark Return [%] 359.6170075780582 359.6170075780582 6.351024615328815 359.6170075780582
Max Gross Exposure [%] 100.0 100.0 100.0 100.0
Total Fees Paid 0.0 0.0 0.0 0.0
Max Drawdown [%] 34.12916018539913 34.12916018539913 8.493728453019564 34.12916018539913
Max Drawdown Duration 1312.0 1312.0 81.0 1312.0
Total Trades 196 196.0 16 196
Total Closed Trades 196 196.0 16 196
Total Open Trades 0 0.0 0 0
Open Trade PnL 0.0 0.0 0.0 0.0
Win Rate [%] 35.714285714285715 35.714285714285715 68.75 35.714285714285715
Best Trade [%] 20.996735822317216 20.996735822317216 5.037732847290917 20.996735822317216
Worst Trade [%] -7.944393857906851 -7.944393857906851 -7.944393857906852 -7.944393857906851
Avg Winning Trade [%] 4.103078367668001 4.103078367668001 1.4765947812484126 4.103078367668001
Avg Losing Trade [%] -1.5041481573993893 -1.5041481573993893 -2.7695832493297887 -1.5041481573993893
Avg Winning Trade Duration 42.68571428571428 42.68571428571428 10.545454545454545 42.68571428571428
Avg Losing Trade Duration 6.285714285714286 6.285714285714286 7.0 6.285714285714286
Profit Factor 1.503655747241819 1.503655747241819 1.1187824623655604 1.503655747241819
Expectancy 0.6548900292599678 0.6548900292599678 0.10857655778130759 0.6548900292599678