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 1170.3646596904812 1170.3646596904812 105.85196381320178 1170.3646596904812
Total Return [%] 1070.3646596904812 1070.3646596904812 5.8519638132017775 1070.3646596904812
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 [%] 32.011378977692466 32.011378977692466 14.364119279205296 32.011378977692466
Max Drawdown Duration 936.0 936.0 72.0 936.0
Total Trades 287 287.0 9 287
Total Closed Trades 287 287.0 9 287
Total Open Trades 0 0.0 0 0
Open Trade PnL 0.0 0.0 0.0 0.0
Win Rate [%] 75.60975609756098 75.60975609756098 66.66666666666666 75.60975609756098
Best Trade [%] 8.91077431149378 8.91077431149378 3.918884575274522 8.91077431149378
Worst Trade [%] -18.46994162851181 -18.46994162851181 -4.08373010395584 -18.46994162851181
Avg Winning Trade [%] 2.1766076632922 2.1766076632922 2.5070447794013404 2.1766076632922
Avg Losing Trade [%] -3.0210620290551162 -3.0210620290551162 -2.9994140580329685 -3.0210620290551162
Avg Winning Trade Duration 7.179723502304148 7.179723502304148 6.0 7.179723502304148
Avg Losing Trade Duration 17.271428571428572 17.271428571428572 17.333333333333332 17.271428571428572
Profit Factor 1.9597338429144817 1.9597338429144817 1.5876485334211685 1.9597338429144817
Expectancy 3.7294935877717097 3.7294935877717097 0.6502182014668638 3.7294935877717097