SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-06-13 00:00:00 1996-01-02 00:00:00
End 2026-06-11 00:00:00 2026-06-11 00:00:00 2026-06-11 00:00:00 2026-06-11 00:00:00
Period 7661 7661 250 7661
Start Value 100.0 100.0 100.0 100.0
End Value 384.23955340983366 384.23955340983366 101.75189452579404 384.23955340983366
Total Return [%] 284.23955340983366 284.23955340983366 1.751894525794043 284.23955340983366
Benchmark Return [%] 1091.2264591690341 1091.2264591690341 23.713185778078127 1091.2264591690341
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 nan 16.80642309676213
Max Drawdown Duration 1385.0 1385.0 nan 1385.0
Total Trades 96 96.0 1 96
Total Closed Trades 95 95.0 0 95
Total Open Trades 1 1.0 1 1
Open Trade PnL 6.615573826407626 6.615573826407626 1.751894525794043 6.615573826407626
Win Rate [%] 71.57894736842105 71.57894736842105 nan 71.57894736842105
Best Trade [%] 13.826980163030672 13.826980163030672 nan 13.826980163030672
Worst Trade [%] -13.013815717904487 -13.013815717904487 nan -13.013815717904487
Avg Winning Trade [%] 3.0472930612744213 3.0472930612744213 nan 3.0472930612744213
Avg Losing Trade [%] -2.4749048261928377 -2.4749048261928377 nan -2.4749048261928377
Avg Winning Trade Duration 4.970588235294118 4.970588235294118 nan 4.970588235294118
Avg Losing Trade Duration 4.851851851851852 4.851851851851852 nan 4.851851851851852
Profit Factor 3.1745862549756945 3.1745862549756945 nan 3.1745862549756945
Expectancy 2.922357679825537 2.922357679825537 nan 2.922357679825537