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