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 |