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 |