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