SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2024-04-19 00:00:00 1996-01-02 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 7373 7373 250 7373
Start Value 100.0 100.0 100.0 100.0
End Value 849.1640773051748 849.1640773051748 93.48997914067357 849.1640773051748
Total Return [%] 749.1640773051748 749.1640773051748 -6.510020859326432 749.1640773051748
Benchmark Return [%] 751.0463486539988 751.0463486539988 6.351024615328815 751.0463486539988
Max Gross Exposure [%] 100.0 100.0 100.0 100.0
Total Fees Paid 0.0 0.0 0.0 0.0
Max Drawdown [%] 47.53227796083144 47.53227796083144 18.90220779115093 47.53227796083144
Max Drawdown Duration 1008.0 1008.0 115.0 1008.0
Total Trades 30 30.0 2 30
Total Closed Trades 29 29.0 1 29
Total Open Trades 1 1.0 1 1
Open Trade PnL -68.48512221702356 -68.48512221702356 -7.539971153554816 -68.48512221702356
Win Rate [%] 79.3103448275862 79.3103448275862 100.0 79.3103448275862
Best Trade [%] 37.33208974138019 37.33208974138019 1.0299502942283851 37.33208974138019
Worst Trade [%] -24.42078790071142 -24.42078790071142 1.0299502942283851 -24.42078790071142
Avg Winning Trade [%] 13.220247695465536 13.220247695465536 1.0299502942283851 13.220247695465536
Avg Losing Trade [%] -8.921148376398813 -8.921148376398813 nan -8.921148376398813
Avg Winning Trade Duration 142.8695652173913 142.8695652173913 8.0 142.8695652173913
Avg Losing Trade Duration 146.0 146.0 nan 146.0
Profit Factor 5.625927734194323 5.625927734194323 inf 5.625927734194323
Expectancy 28.194799983524085 28.194799983524085 1.0299502942283851 28.194799983524085