SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-06-13 00:00:00 1996-01-02 00:00:00
End 2026-06-11 00:00:00 2026-06-11 00:00:00 2026-06-11 00:00:00 2026-06-11 00:00:00
Period 7661 7661 250 7661
Start Value 100.0 100.0 100.0 100.0
End Value 1430.0050449938844 1430.0050449938844 123.71318577807818 1430.0050449938844
Total Return [%] 1330.0050449938844 1330.0050449938844 23.713185778078184 1330.0050449938844
Benchmark Return [%] 1091.2264591690341 1091.2264591690341 23.713185778078127 1091.2264591690341
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 9.097526724557929 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 544.8980044931122 544.8980044931122 23.713185778078184 544.8980044931122
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