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 |