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