SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
---|---|---|---|---|
Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2024-06-06 00:00:00 | 1996-01-02 00:00:00 |
End | 2025-06-05 00:00:00 | 2025-06-05 00:00:00 | 2025-06-05 00:00:00 | 2025-06-05 00:00:00 |
Period | 7406 | 7406 | 250 | 7406 |
Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
End Value | 322.6883621268503 | 322.6883621268503 | 107.36945553060816 | 322.6883621268503 |
Total Return [%] | 222.68836212685028 | 222.68836212685028 | 7.369455530608164 | 222.68836212685028 |
Benchmark Return [%] | 856.8250285953573 | 856.8250285953573 | 10.953565877570703 | 856.8250285953573 |
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 | 8.75670307879486 | 35.834050843429836 |
Max Drawdown Duration | 2956.0 | 2956.0 | 122.0 | 2956.0 |
Total Trades | 118 | 118.0 | 5 | 118 |
Total Closed Trades | 117 | 117.0 | 4 | 117 |
Total Open Trades | 1 | 1.0 | 1 | 1 |
Open Trade PnL | 13.725651326605202 | 13.725651326605202 | 4.566993677823575 | 13.725651326605202 |
Win Rate [%] | 39.31623931623932 | 39.31623931623932 | 50.0 | 39.31623931623932 |
Best Trade [%] | 18.571556142951547 | 18.571556142951547 | 4.87460437747961 | 18.571556142951547 |
Worst Trade [%] | -9.57072333118694 | -9.57072333118694 | -2.1410134447954987 | -9.57072333118694 |
Avg Winning Trade [%] | 6.661449830694872 | 6.661449830694872 | 3.2170576885006787 | 6.661449830694872 |
Avg Losing Trade [%] | -2.4618637479881693 | -2.4618637479881693 | -1.7551852078114316 | -2.4618637479881693 |
Avg Winning Trade Duration | 77.45652173913044 | 77.45652173913044 | 64.5 | 77.45652173913044 |
Avg Losing Trade Duration | 18.732394366197184 | 18.732394366197184 | 12.5 | 18.732394366197184 |
Profit Factor | 1.8094706135660847 | 1.8094706135660847 | 1.769932104949229 | 1.8094706135660847 |
Expectancy | 1.7860060752157714 | 1.7860060752157714 | 0.7006154631961472 | 1.7860060752157714 |