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 294.7902566298626 294.7902566298626 110.62013151977708 294.7902566298626
Total Return [%] 194.79025662986263 194.79025662986263 10.620131519777075 194.79025662986263
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 [%] 39.56697348361858 39.56697348361858 5.939539819182811 39.56697348361858
Max Drawdown Duration 3675.0 3675.0 107.0 3675.0
Total Trades 258 258.0 9 258
Total Closed Trades 257 257.0 8 257
Total Open Trades 1 1.0 1 1
Open Trade PnL 16.635277290600698 16.635277290600698 6.242392753383143 16.635277290600698
Win Rate [%] 26.848249027237355 26.848249027237355 37.5 26.848249027237355
Best Trade [%] 18.806531510870563 18.806531510870563 5.726009293984846 18.806531510870563
Worst Trade [%] -6.987459460941947 -6.987459460941947 -1.3693569708273674 -6.987459460941947
Avg Winning Trade [%] 4.989355023914665 4.989355023914665 2.6650522826350356 4.989355023914665
Avg Losing Trade [%] -1.192011206169761 -1.192011206169761 -0.7043208167620758 -1.192011206169761
Avg Winning Trade Duration 54.82608695652174 54.82608695652174 38.666666666666664 54.82608695652174
Avg Losing Trade Duration 5.824468085106383 5.824468085106383 6.6 5.824468085106383
Profit Factor 1.4987371024400042 1.4987371024400042 2.202614879190484 1.4987371024400042
Expectancy 0.693210036339541 0.693210036339541 0.5472173457992415 0.693210036339541