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 | 276.74166603836795 | 276.74166603836795 | 99.55087067831197 | 276.74166603836795 |
Total Return [%] | 176.74166603836798 | 176.74166603836798 | -0.4491293216880337 | 176.74166603836798 |
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 [%] | 39.10008492415525 | 39.10008492415525 | 8.892254183887957 | 39.10008492415525 |
Max Drawdown Duration | 2776.0 | 2776.0 | 98.0 | 2776.0 |
Total Trades | 77 | 77.0 | 6 | 77 |
Total Closed Trades | 77 | 77.0 | 6 | 77 |
Total Open Trades | 0 | 0.0 | 0 | 0 |
Open Trade PnL | 0.0 | 0.0 | 0.0 | 0.0 |
Win Rate [%] | 48.05194805194805 | 48.05194805194805 | 50.0 | 48.05194805194805 |
Best Trade [%] | 24.152001458922214 | 24.152001458922214 | 5.533574356294499 | 24.152001458922214 |
Worst Trade [%] | -10.270444060623735 | -10.270444060623735 | -4.8832593745260775 | -10.270444060623735 |
Avg Winning Trade [%] | 7.4163492137976075 | 7.4163492137976075 | 3.0970587668773213 | 7.4163492137976075 |
Avg Losing Trade [%] | -3.8148648479329847 | -3.8148648479329847 | -3.1235686556415043 | -3.8148648479329847 |
Avg Winning Trade Duration | 102.54054054054055 | 102.54054054054055 | 50.0 | 102.54054054054055 |
Avg Losing Trade Duration | 27.25 | 27.25 | 9.0 | 27.25 |
Profit Factor | 1.691536032553578 | 1.691536032553578 | 0.9541439711546122 | 1.691536032553578 |
Expectancy | 2.295346312186598 | 2.295346312186598 | -0.07485488694800568 | 2.295346312186598 |