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 |