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 | 7367 | 7367 | 250 | 7367 |
Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
End Value | 396.42390789739574 | 396.42390789739574 | 100.0 | 396.42390789739574 |
Total Return [%] | 296.42390789739574 | 296.42390789739574 | 0.0 | 296.42390789739574 |
Benchmark Return [%] | 751.0463486539988 | 751.0463486539988 | 6.351024615328815 | 751.0463486539988 |
Max Gross Exposure [%] | 100.0 | 100.0 | 0.0 | 100.0 |
Total Fees Paid | 0.0 | 0.0 | 0.0 | 0.0 |
Max Drawdown [%] | 22.449129251013723 | 22.449129251013723 | nan | 22.449129251013723 |
Max Drawdown Duration | 1140.0 | 1140.0 | nan | 1140.0 |
Total Trades | 177 | 177.0 | 0 | 177 |
Total Closed Trades | 177 | 177.0 | 0 | 177 |
Total Open Trades | 0 | 0.0 | 0 | 0 |
Open Trade PnL | 0.0 | 0.0 | 0.0 | 0.0 |
Win Rate [%] | 62.14689265536724 | 62.14689265536724 | nan | 62.14689265536724 |
Best Trade [%] | 14.002455773341218 | 14.002455773341218 | nan | 14.002455773341218 |
Worst Trade [%] | -15.952569979767983 | -15.952569979767983 | nan | -15.952569979767983 |
Avg Winning Trade [%] | 3.0843026403382203 | 3.0843026403382203 | nan | 3.0843026403382203 |
Avg Losing Trade [%] | -2.786099868583756 | -2.786099868583756 | nan | -2.786099868583756 |
Avg Winning Trade Duration | 10.590909090909092 | 10.590909090909092 | nan | 10.590909090909092 |
Avg Losing Trade Duration | 8.582089552238806 | 8.582089552238806 | nan | 8.582089552238806 |
Profit Factor | 1.7960498510493805 | 1.7960498510493805 | nan | 1.7960498510493805 |
Expectancy | 1.6747113440530836 | 1.6747113440530836 | nan | 1.6747113440530836 |