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 962.8038883772173 962.8038883772173 110.00549228837876 962.8038883772173
Total Return [%] 862.8038883772172 862.8038883772172 10.005492288378761 862.8038883772172
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 [%] 34.203430965464605 34.203430965464605 18.902207791150914 34.203430965464605
Max Drawdown Duration 937.0 937.0 74.0 937.0
Total Trades 11 11.0 1 11
Total Closed Trades 11 11.0 1 11
Total Open Trades 0 0.0 0 0
Open Trade PnL 0.0 0.0 0.0 0.0
Win Rate [%] 81.81818181818183 81.81818181818183 100.0 81.81818181818183
Best Trade [%] 83.8174407552398 83.8174407552398 10.005492288378761 83.8174407552398
Worst Trade [%] -3.1775595638381553 -3.1775595638381553 10.005492288378761 -3.1775595638381553
Avg Winning Trade [%] 30.839691650634588 30.839691650634588 10.005492288378761 30.839691650634588
Avg Losing Trade [%] -2.028250222149411 -2.028250222149411 nan -2.028250222149411
Avg Winning Trade Duration 569.8888888888889 569.8888888888889 243.0 569.8888888888889
Avg Losing Trade Duration 218.0 218.0 nan 218.0
Profit Factor 43.378813237095066 43.378813237095066 inf 43.378813237095066
Expectancy 78.43671712520157 78.43671712520157 10.005492288378761 78.43671712520157