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 446.45180497386116 446.45180497386116 105.46004497323727 446.45180497386116
Total Return [%] 346.45180497386116 346.45180497386116 5.460044973237274 346.45180497386116
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 [%] 41.61540596923876 41.61540596923876 3.5068503054828506 41.61540596923876
Max Drawdown Duration 1408.0 1408.0 194.0 1408.0
Total Trades 245 245.0 3 245
Total Closed Trades 244 244.0 2 244
Total Open Trades 1 1.0 1 1
Open Trade PnL -14.72199905852051 -14.72199905852051 -3.4776042240403484 -14.72199905852051
Win Rate [%] 60.65573770491803 60.65573770491803 100.0 60.65573770491803
Best Trade [%] 9.552926078997523 9.552926078997523 5.1173390400686145 9.552926078997523
Worst Trade [%] -15.975425862267262 -15.975425862267262 3.6343292097156135 -15.975425862267262
Avg Winning Trade [%] 2.973054847816405 2.973054847816405 4.375834124892114 2.973054847816405
Avg Losing Trade [%] -2.795776834987736 -2.795776834987736 nan -2.795776834987736
Avg Winning Trade Duration 12.432432432432432 12.432432432432432 18.0 12.432432432432432
Avg Losing Trade Duration 11.479166666666666 11.479166666666666 nan 11.479166666666666
Profit Factor 1.5513003050502814 1.5513003050502814 inf 1.5513003050502814
Expectancy 1.4802205083294329 1.4802205083294329 4.468824598638811 1.4802205083294329