SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1998-12-02 00:00:00 1998-12-02 00:00:00 2025-02-10 00:00:00 1998-12-02 00:00:00
End 2026-02-06 00:00:00 2026-02-06 00:00:00 2026-02-06 00:00:00 2026-02-06 00:00:00
Period 6837 6837 250 6837
Start Value 100.0 100.0 100.0 100.0
End Value 1052.1915543205214 1052.1915543205214 101.17025040025273 1052.1915543205214
Total Return [%] 952.1915543205214 952.1915543205214 1.1702504002527263 952.1915543205214
Benchmark Return [%] 491.87193169690534 491.87193169690534 14.272950857504508 491.87193169690534
Max Gross Exposure [%] 100.0 100.0 100.0 100.0
Total Fees Paid 0.0 0.0 0.0 0.0
Max Drawdown [%] 33.92495902426058 33.92495902426058 18.902207791150914 33.92495902426058
Max Drawdown Duration 548.0 548.0 220.0 548.0
Total Trades 51 51.0 2 51
Total Closed Trades 50 50.0 1 50
Total Open Trades 1 1.0 1 1
Open Trade PnL 91.42681428393303 91.42681428393303 8.790864796834569 91.42681428393303
Win Rate [%] 66.0 66.0 0.0 66.0
Best Trade [%] 45.87008821170809 45.87008821170809 -7.620614396581843 45.87008821170809
Worst Trade [%] -12.3818634646786 -12.3818634646786 -7.620614396581843 -12.3818634646786
Avg Winning Trade [%] 9.468870921170094 9.468870921170094 nan 9.468870921170094
Avg Losing Trade [%] -3.303082875528322 -3.303082875528322 -7.620614396581843 -3.303082875528322
Avg Winning Trade Duration 88.75757575757575 88.75757575757575 nan 88.75757575757575
Avg Losing Trade Duration 56.705882352941174 56.705882352941174 56.0 56.705882352941174
Profit Factor 6.309259640415663 6.309259640415663 0.0 6.309259640415663
Expectancy 17.21529480073177 17.21529480073177 -7.620614396581843 17.21529480073177