| SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
|---|---|---|---|---|
| Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2024-12-05 00:00:00 | 1996-01-02 00:00:00 |
| End | 2025-12-04 00:00:00 | 2025-12-04 00:00:00 | 2025-12-04 00:00:00 | 2025-12-04 00:00:00 |
| Period | 7532 | 7532 | 250 | 7532 |
| 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 [%] | 1004.6864176050693 | 1004.6864176050693 | 12.87235951283192 | 1004.6864176050693 |
| 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 | 165.0 | 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 |