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 486.47624253880934 486.47624253880934 111.94687846608683 486.47624253880934
Total Return [%] 386.47624253880934 386.47624253880934 11.94687846608683 386.47624253880934
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 [%] 28.281027621481215 28.281027621481215 9.496693094553278 28.281027621481215
Max Drawdown Duration 1950.0 1950.0 45.0 1950.0
Total Trades 101 101.0 2 101
Total Closed Trades 101 101.0 2 101
Total Open Trades 0 0.0 0 0
Open Trade PnL 0.0 0.0 0.0 0.0
Win Rate [%] 22.772277227722775 22.772277227722775 50.0 22.772277227722775
Best Trade [%] 48.3966010504291 48.3966010504291 13.032011805372434 48.3966010504291
Worst Trade [%] -5.284927932800923 -5.284927932800923 -0.9600230252948823 -5.284927932800923
Avg Winning Trade [%] 13.282333051611946 13.282333051611946 13.032011805372434 13.282333051611946
Avg Losing Trade [%] -1.4134160465280212 -1.4134160465280212 -0.9600230252948823 -1.4134160465280212
Avg Winning Trade Duration 205.43478260869566 205.43478260869566 221.0 205.43478260869566
Avg Losing Trade Duration 6.987179487179487 6.987179487179487 2.0 6.987179487179487
Profit Factor 2.5351529186960855 2.5351529186960855 12.009594889004175 2.5351529186960855
Expectancy 3.8264974508793013 3.8264974508793013 5.973439233043415 3.8264974508793013