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 |