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 |