SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-04-28 00:00:00 1996-01-02 00:00:00
End 2026-04-24 00:00:00 2026-04-24 00:00:00 2026-04-24 00:00:00 2026-04-24 00:00:00
Period 7628 7628 250 7628
Start Value 100.0 100.0 100.0 100.0
End Value 1385.6755267956103 1385.6755267956103 129.59674429120508 1385.6755267956103
Total Return [%] 1285.6755267956103 1285.6755267956103 29.59674429120507 1285.6755267956103
Benchmark Return [%] 1054.2989705669036 1054.2989705669036 29.596744291205333 1054.2989705669036
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 500.56848629483807 500.56848629483807 29.59674429120507 500.56848629483807
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