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 494.3932944190299 494.3932944190299 105.5706500043702 494.3932944190299
Total Return [%] 394.3932944190299 394.3932944190299 5.570650004370194 394.3932944190299
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 [%] 28.281027621481215 28.281027621481215 10.137350192744531 28.281027621481215
Max Drawdown Duration 1950.0 1950.0 74.0 1950.0
Total Trades 102 102.0 3 102
Total Closed Trades 101 101.0 2 101
Total Open Trades 1 1.0 1 1
Open Trade PnL 7.917051880220583 7.917051880220583 1.6905737244987904 7.917051880220583
Win Rate [%] 22.772277227722775 22.772277227722775 50.0 22.772277227722775
Best Trade [%] 48.3966010504291 48.3966010504291 4.887015781922528 48.3966010504291
Worst Trade [%] -5.284927932800923 -5.284927932800923 -0.9600230252948745 -5.284927932800923
Avg Winning Trade [%] 13.282333051611946 13.282333051611946 4.887015781922528 13.282333051611946
Avg Losing Trade [%] -1.4134160465280212 -1.4134160465280212 -0.9600230252948745 -1.4134160465280212
Avg Winning Trade Duration 205.43478260869566 205.43478260869566 188.0 205.43478260869566
Avg Losing Trade Duration 6.987179487179487 6.987179487179487 2.0 6.987179487179487
Profit Factor 2.5351529186960855 2.5351529186960855 4.853336046473228 2.5351529186960855
Expectancy 3.8264974508793013 3.8264974508793013 1.9400381399357016 3.8264974508793013