SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2024-08-30 00:00:00 1996-01-02 00:00:00
End 2025-08-29 00:00:00 2025-08-29 00:00:00 2025-08-29 00:00:00 2025-08-29 00:00:00
Period 7465 7465 250 7465
Start Value 100.0 100.0 100.0 100.0
End Value 992.2475732748512 992.2475732748512 107.43978548733168 992.2475732748512
Total Return [%] 892.2475732748513 892.2475732748513 7.439785487331677 892.2475732748513
Benchmark Return [%] 940.7520177855026 940.7520177855026 14.373273847461165 940.7520177855026
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 18.902207791150918 34.203430965464605
Max Drawdown Duration 937.0 937.0 133.0 937.0
Total Trades 12 12.0 2 12
Total Closed Trades 11 11.0 1 11
Total Open Trades 1 1.0 1 1
Open Trade PnL 29.443684897633943 29.443684897633943 3.188139003371603 29.443684897633943
Win Rate [%] 81.81818181818183 81.81818181818183 100.0 81.81818181818183
Best Trade [%] 83.8174407552398 83.8174407552398 4.251646483960073 83.8174407552398
Worst Trade [%] -3.1775595638381553 -3.1775595638381553 4.251646483960073 -3.1775595638381553
Avg Winning Trade [%] 30.839691650634588 30.839691650634588 4.251646483960073 30.839691650634588
Avg Losing Trade [%] -2.028250222149411 -2.028250222149411 nan -2.028250222149411
Avg Winning Trade Duration 569.8888888888889 569.8888888888889 184.0 569.8888888888889
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 4.251646483960073 78.43671712520157