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 |