SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
---|---|---|---|---|
Start | 2001-12-26 00:00:00 | 2001-12-26 00:00:00 | 2024-06-06 00:00:00 | 2001-12-26 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 | 5898 | 5898 | 250 | 5898 |
Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
End Value | 239.46039625306943 | 239.46039625306943 | 102.35785436750648 | 239.46039625306943 |
Total Return [%] | 139.46039625306943 | 139.46039625306943 | 2.3578543675064765 | 139.46039625306943 |
Benchmark Return [%] | 416.74395538424704 | 416.74395538424704 | 10.953565877570703 | 416.74395538424704 |
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 | 8.493728453019584 | 34.12916018539913 |
Max Drawdown Duration | 1312.0 | 1312.0 | 92.0 | 1312.0 |
Total Trades | 197 | 197.0 | 15 | 197 |
Total Closed Trades | 196 | 196.0 | 14 | 196 |
Total Open Trades | 1 | 1.0 | 1 | 1 |
Open Trade PnL | 11.101950518115842 | 11.101950518115842 | 4.745552300546649 | 11.101950518115842 |
Win Rate [%] | 35.714285714285715 | 35.714285714285715 | 57.14285714285714 | 35.714285714285715 |
Best Trade [%] | 20.996735822317216 | 20.996735822317216 | 5.037732847290919 | 20.996735822317216 |
Worst Trade [%] | -7.944393857906851 | -7.944393857906851 | -7.944393857906859 | -7.944393857906851 |
Avg Winning Trade [%] | 4.103078367668001 | 4.103078367668001 | 1.5212416311205599 | 4.103078367668001 |
Avg Losing Trade [%] | -1.5041481573993893 | -1.5041481573993893 | -2.3265738878322146 | -1.5041481573993893 |
Avg Winning Trade Duration | 42.68571428571428 | 42.68571428571428 | 12.0 | 42.68571428571428 |
Avg Losing Trade Duration | 6.285714285714286 | 6.285714285714286 | 6.0 | 6.285714285714286 |
Profit Factor | 1.503655747241819 | 1.503655747241819 | 0.8311842715736815 | 1.503655747241819 |
Expectancy | 0.6548900292599678 | 0.6548900292599678 | -0.1705498523600124 | 0.6548900292599678 |