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 |