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