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 377.62397958342603 377.62397958342603 104.21027748064418 377.62397958342603
Total Return [%] 277.62397958342603 277.62397958342603 4.21027748064418 277.62397958342603
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 [%] 16.80642309676213 16.80642309676213 4.309729298811125 16.80642309676213
Max Drawdown Duration 1385.0 1385.0 39.0 1385.0
Total Trades 95 95.0 2 95
Total Closed Trades 95 95.0 2 95
Total Open Trades 0 0.0 0 0
Open Trade PnL 0.0 0.0 0.0 0.0
Win Rate [%] 71.57894736842105 71.57894736842105 50.0 71.57894736842105
Best Trade [%] 13.826980163030672 13.826980163030672 8.305821862136915 13.826980163030672
Worst Trade [%] -13.013815717904487 -13.013815717904487 -3.781462816196509 -13.013815717904487
Avg Winning Trade [%] 3.0472930612744213 3.0472930612744213 8.305821862136915 3.0472930612744213
Avg Losing Trade [%] -2.4749048261928377 -2.4749048261928377 -3.781462816196509 -2.4749048261928377
Avg Winning Trade Duration 4.970588235294118 4.970588235294118 5.0 4.970588235294118
Avg Losing Trade Duration 4.851851851851852 4.851851851851852 5.0 4.851851851851852
Profit Factor 3.1745862549756945 3.1745862549756945 2.1133991487661867 3.1745862549756945
Expectancy 2.922357679825537 2.922357679825537 2.10513874032209 2.922357679825537