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