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 278.1549793392619 278.1549793392619 107.84750064796847 278.1549793392619
Total Return [%] 178.15497933926193 178.15497933926193 7.847500647968474 178.15497933926193
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 [%] 39.56697348361858 39.56697348361858 5.939539819182775 39.56697348361858
Max Drawdown Duration 3675.0 3675.0 89.0 3675.0
Total Trades 257 257.0 8 257
Total Closed Trades 257 257.0 8 257
Total Open Trades 0 0.0 0 0
Open Trade PnL 0.0 0.0 0.0 0.0
Win Rate [%] 26.848249027237355 26.848249027237355 37.5 26.848249027237355
Best Trade [%] 18.806531510870563 18.806531510870563 5.726009293984833 18.806531510870563
Worst Trade [%] -6.987459460941947 -6.987459460941947 -1.3693569708273627 -6.987459460941947
Avg Winning Trade [%] 4.989355023914665 4.989355023914665 3.7884842027441876 4.989355023914665
Avg Losing Trade [%] -1.192011206169761 -1.192011206169761 -0.7043208167620697 -1.192011206169761
Avg Winning Trade Duration 54.82608695652174 54.82608695652174 46.0 54.82608695652174
Avg Losing Trade Duration 5.824468085106383 5.824468085106383 6.6 5.824468085106383
Profit Factor 1.4987371024400042 1.4987371024400042 3.0864399511742966 1.4987371024400042
Expectancy 0.693210036339541 0.693210036339541 0.9809375809960592 0.693210036339541