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 |