SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
---|---|---|---|---|
Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2024-04-19 00:00:00 | 1996-01-02 00:00:00 |
End | 2025-04-17 00:00:00 | 2025-04-17 00:00:00 | 2025-04-17 00:00:00 | 2025-04-17 00:00:00 |
Period | 7373 | 7373 | 250 | 7373 |
Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
End Value | 377.62397958342603 | 377.62397958342603 | 106.4005430751464 | 377.62397958342603 |
Total Return [%] | 277.62397958342603 | 277.62397958342603 | 6.400543075146402 | 277.62397958342603 |
Benchmark Return [%] | 751.0463486539988 | 751.0463486539988 | 6.351024615328815 | 751.0463486539988 |
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 | 4.309729298811119 | 16.80642309676213 |
Max Drawdown Duration | 1385.0 | 1385.0 | 22.0 | 1385.0 |
Total Trades | 95 | 95.0 | 3 | 95 |
Total Closed Trades | 95 | 95.0 | 3 | 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 | 66.66666666666666 | 71.57894736842105 |
Best Trade [%] | 13.826980163030672 | 13.826980163030672 | 8.305821862136904 | 13.826980163030672 |
Worst Trade [%] | -13.013815717904487 | -13.013815717904487 | -3.781462816196498 | -13.013815717904487 |
Avg Winning Trade [%] | 3.0472930612744213 | 3.0472930612744213 | 5.203798447853463 | 3.0472930612744213 |
Avg Losing Trade [%] | -2.4749048261928377 | -2.4749048261928377 | -3.781462816196498 | -2.4749048261928377 |
Avg Winning Trade Duration | 4.970588235294118 | 4.970588235294118 | 4.0 | 4.970588235294118 |
Avg Losing Trade Duration | 4.851851851851852 | 4.851851851851852 | 5.0 | 4.851851851851852 |
Profit Factor | 3.1745862549756945 | 3.1745862549756945 | 2.6577677936062964 | 3.1745862549756945 |
Expectancy | 2.922357679825537 | 2.922357679825537 | 2.1335143583821337 | 2.922357679825537 |