| 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 |