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