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