SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
---|---|---|---|---|
Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2024-06-06 00:00:00 | 1996-01-02 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 | 7406 | 7406 | 250 | 7406 |
Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
End Value | 478.6711788031974 | 478.6711788031974 | 107.5663146812433 | 478.6711788031974 |
Total Return [%] | 378.6711788031974 | 378.6711788031974 | 7.566314681243298 | 378.6711788031974 |
Benchmark Return [%] | 856.8250285953573 | 856.8250285953573 | 10.953565877570703 | 856.8250285953573 |
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 | 5.518936844893597 | 41.61540596923876 |
Max Drawdown Duration | 1408.0 | 1408.0 | 197.0 | 1408.0 |
Total Trades | 245 | 245.0 | 2 | 245 |
Total Closed Trades | 245 | 245.0 | 2 | 245 |
Total Open Trades | 0 | 0.0 | 0 | 0 |
Open Trade PnL | 0.0 | 0.0 | 0.0 | 0.0 |
Win Rate [%] | 60.816326530612244 | 60.816326530612244 | 100.0 | 60.816326530612244 |
Best Trade [%] | 9.552926078997523 | 9.552926078997523 | 3.794095548754781 | 9.552926078997523 |
Worst Trade [%] | -15.975425862267262 | -15.975425862267262 | 3.6343292097156024 | -15.975425862267262 |
Avg Winning Trade [%] | 2.978565188091159 | 2.978565188091159 | 3.714212379235192 | 2.978565188091159 |
Avg Losing Trade [%] | -2.795776834987736 | -2.795776834987736 | nan | -2.795776834987736 |
Avg Winning Trade Duration | 12.483221476510067 | 12.483221476510067 | 20.0 | 12.483221476510067 |
Avg Losing Trade Duration | 11.479166666666666 | 11.479166666666666 | nan | 11.479166666666666 |
Profit Factor | 1.5780085212637278 | 1.5780085212637278 | inf | 1.5780085212637278 |
Expectancy | 1.5455966481763155 | 1.5455966481763155 | 3.783157340621649 | 1.5455966481763155 |