SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
---|---|---|---|---|
Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2024-09-03 00:00:00 | 1996-01-02 00:00:00 |
End | 2025-09-02 00:00:00 | 2025-09-02 00:00:00 | 2025-09-02 00:00:00 | 2025-09-02 00:00:00 |
Period | 7466 | 7466 | 250 | 7466 |
Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
End Value | 373.28150881633434 | 373.28150881633434 | 104.21027748064418 | 373.28150881633434 |
Total Return [%] | 273.28150881633434 | 273.28150881633434 | 4.21027748064418 | 273.28150881633434 |
Benchmark Return [%] | 933.5475971839528 | 933.5475971839528 | 16.035833334840465 | 933.5475971839528 |
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 | 99.0 | 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 [%] | 3.0297392092441555 | 3.0297392092441555 | 8.305821862136915 | 3.0297392092441555 |
Avg Losing Trade [%] | -2.4749048261928377 | -2.4749048261928377 | -3.781462816196509 | -2.4749048261928377 |
Avg Winning Trade Duration | 4.926470588235294 | 4.926470588235294 | 5.0 | 4.926470588235294 |
Avg Losing Trade Duration | 4.851851851851852 | 4.851851851851852 | 5.0 | 4.851851851851852 |
Profit Factor | 3.149064918914729 | 3.149064918914729 | 2.1133991487661867 | 3.149064918914729 |
Expectancy | 2.8766474612245725 | 2.8766474612245725 | 2.10513874032209 | 2.8766474612245725 |