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 | 1197.2134924128466 | 1197.2134924128466 | 103.74692136034983 | 1197.2134924128466 |
Total Return [%] | 1097.2134924128466 | 1097.2134924128466 | 3.74692136034983 | 1097.2134924128466 |
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 [%] | 32.011378977692466 | 32.011378977692466 | 14.364119279205312 | 32.011378977692466 |
Max Drawdown Duration | 936.0 | 936.0 | 73.0 | 936.0 |
Total Trades | 288 | 288.0 | 8 | 288 |
Total Closed Trades | 288 | 288.0 | 8 | 288 |
Total Open Trades | 0 | 0.0 | 0 | 0 |
Open Trade PnL | 0.0 | 0.0 | 0.0 | 0.0 |
Win Rate [%] | 75.69444444444444 | 75.69444444444444 | 62.5 | 75.69444444444444 |
Best Trade [%] | 8.91077431149378 | 8.91077431149378 | 3.9188845752745207 | 8.91077431149378 |
Worst Trade [%] | -18.46994162851181 | -18.46994162851181 | -4.0837301039558485 | -18.46994162851181 |
Avg Winning Trade [%] | 2.1771464218433607 | 2.1771464218433607 | 2.6021767796892314 | 2.1771464218433607 |
Avg Losing Trade [%] | -3.0210620290551162 | -3.0210620290551162 | -2.99941405803297 | -3.0210620290551162 |
Avg Winning Trade Duration | 7.169724770642202 | 7.169724770642202 | 6.2 | 7.169724770642202 |
Avg Losing Trade Duration | 17.271428571428572 | 17.271428571428572 | 17.333333333333332 | 17.271428571428572 |
Profit Factor | 1.9838076323217806 | 1.9838076323217806 | 1.3927034420120927 | 1.9838076323217806 |
Expectancy | 3.8097690708779384 | 3.8097690708779384 | 0.4683651700437288 | 3.8097690708779384 |