SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
---|---|---|---|---|
Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2024-04-19 00:00:00 | 1996-01-02 00:00:00 |
End | 2025-04-17 00:00:00 | 2025-04-17 00:00:00 | 2025-04-17 00:00:00 | 2025-04-17 00:00:00 |
Period | 7373 | 7373 | 250 | 7373 |
Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
End Value | 308.9627108002451 | 308.9627108002451 | 106.07734953823118 | 308.9627108002451 |
Total Return [%] | 208.96271080024508 | 208.96271080024508 | 6.077349538231175 | 208.96271080024508 |
Benchmark Return [%] | 751.0463486539988 | 751.0463486539988 | 6.351024615328815 | 751.0463486539988 |
Max Gross Exposure [%] | 100.0 | 100.0 | 100.0 | 100.0 |
Total Fees Paid | 0.0 | 0.0 | 0.0 | 0.0 |
Max Drawdown [%] | 35.834050843429836 | 35.834050843429836 | 8.756703078794864 | 35.834050843429836 |
Max Drawdown Duration | 2956.0 | 2956.0 | 89.0 | 2956.0 |
Total Trades | 117 | 117.0 | 4 | 117 |
Total Closed Trades | 117 | 117.0 | 4 | 117 |
Total Open Trades | 0 | 0.0 | 0 | 0 |
Open Trade PnL | 0.0 | 0.0 | 0.0 | 0.0 |
Win Rate [%] | 39.31623931623932 | 39.31623931623932 | 50.0 | 39.31623931623932 |
Best Trade [%] | 18.571556142951547 | 18.571556142951547 | 4.874604377479609 | 18.571556142951547 |
Worst Trade [%] | -9.57072333118694 | -9.57072333118694 | -2.14101344479549 | -9.57072333118694 |
Avg Winning Trade [%] | 6.661449830694872 | 6.661449830694872 | 4.834703734704296 | 6.661449830694872 |
Avg Losing Trade [%] | -2.4618637479881693 | -2.4618637479881693 | -1.7551852078114292 | -2.4618637479881693 |
Avg Winning Trade Duration | 77.45652173913044 | 77.45652173913044 | 75.0 | 77.45652173913044 |
Avg Losing Trade Duration | 18.732394366197184 | 18.732394366197184 | 12.5 | 18.732394366197184 |
Profit Factor | 1.8094706135660847 | 1.8094706135660847 | 2.6181090629342143 | 1.8094706135660847 |
Expectancy | 1.7860060752157714 | 1.7860060752157714 | 1.5193373845577938 | 1.7860060752157714 |