| SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
|---|---|---|---|---|
| Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2025-01-13 00:00:00 | 1996-01-02 00:00:00 |
| End | 2026-01-09 00:00:00 | 2026-01-09 00:00:00 | 2026-01-09 00:00:00 | 2026-01-09 00:00:00 |
| Period | 7556 | 7556 | 250 | 7556 |
| Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
| End Value | 1347.229020304829 | 1347.229020304829 | 119.36287528571575 | 1347.229020304829 |
| Total Return [%] | 1247.229020304829 | 1247.229020304829 | 19.362875285715745 | 1247.229020304829 |
| Benchmark Return [%] | 1022.2721634204804 | 1022.2721634204804 | 19.362875285715543 | 1022.2721634204804 |
| 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 | 18.90220779115092 | 33.924959024260595 |
| Max Drawdown Duration | 1240.0 | 1240.0 | 88.0 | 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 | 462.12197980405676 | 462.12197980405676 | 19.362875285715745 | 462.12197980405676 |
| 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 |