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 |