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