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 439.9209055460826 439.9209055460826 116.03583333484056 439.9209055460826
Total Return [%] 339.9209055460826 339.9209055460826 16.03583333484056 339.9209055460826
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 [%] 19.388241506002444 19.388241506002444 18.90220779115093 19.388241506002444
Max Drawdown Duration 2831.0 2831.0 88.0 2831.0
Total Trades 5 5.0 1 5
Total Closed Trades 4 4.0 0 4
Total Open Trades 1 1.0 1 1
Open Trade PnL 126.08930196479054 126.08930196479054 16.03583333484056 126.08930196479054
Win Rate [%] 75.0 75.0 nan 75.0
Best Trade [%] 106.03805197106635 106.03805197106635 nan 106.03805197106635
Worst Trade [%] -1.6515819424589362 -1.6515819424589362 nan -1.6515819424589362
Avg Winning Trade [%] 51.68243200299426 51.68243200299426 nan 51.68243200299426
Avg Losing Trade [%] -1.6515819424589362 -1.6515819424589362 nan -1.6515819424589362
Avg Winning Trade Duration 820.3333333333334 820.3333333333334 nan 820.3333333333334
Avg Losing Trade Duration 63.0 63.0 nan 63.0
Profit Factor 41.573499696127584 41.573499696127584 nan 41.573499696127584
Expectancy 53.45790089532303 53.45790089532303 nan 53.45790089532303