SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-08-07 00:00:00 1996-01-02 00:00:00
End 2026-08-05 00:00:00 2026-08-05 00:00:00 2026-08-05 00:00:00 2026-08-05 00:00:00
Period 7698 7698 250 7698
Start Value 100.0 100.0 100.0 100.0
End Value 1493.6796539581185 1493.6796539581185 121.82255520504731 1493.6796539581185
Total Return [%] 1393.6796539581185 1393.6796539581185 21.82255520504731 1393.6796539581185
Benchmark Return [%] 1144.2688447473045 1144.2688447473045 21.82255520504728 1144.2688447473045
Max Gross Exposure [%] 100.0 100.0 100.0 100.0
Total Fees Paid 0.0 0.0 0.0 0.0
Max Drawdown [%] 33.924959024260595 33.924959024260595 9.097526724557936 33.924959024260595
Max Drawdown Duration 1240.0 1240.0 53.0 1240.0
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 608.5726134573463 608.5726134573463 21.82255520504731 608.5726134573463
Win Rate [%] 100.0 100.0 nan 100.0
Best Trade [%] 106.03805197106635 106.03805197106635 nan 106.03805197106635
Worst Trade [%] 34.1917443929528 34.1917443929528 nan 34.1917443929528
Avg Winning Trade [%] 74.66548335208503 74.66548335208503 nan 74.66548335208503
Avg Losing Trade [%] nan nan nan nan
Avg Winning Trade Duration 1370.5 1370.5 nan 1370.5
Avg Losing Trade Duration nan nan nan nan
Profit Factor inf inf nan inf
Expectancy 196.27676012519305 196.27676012519305 nan 196.27676012519305