SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1998-12-02 00:00:00 1998-12-02 00:00:00 2024-12-05 00:00:00 1998-12-02 00:00:00
End 2025-12-04 00:00:00 2025-12-04 00:00:00 2025-12-04 00:00:00 2025-12-04 00:00:00
Period 6794 6794 250 6794
Start Value 100.0 100.0 100.0 100.0
End Value 1040.7806573521536 1040.7806573521536 99.93025286815383 1040.7806573521536
Total Return [%] 940.7806573521536 940.7806573521536 -0.06974713184617087 940.7806573521536
Benchmark Return [%] 485.4531483457846 485.4531483457846 12.87235951283192 485.4531483457846
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 18.902207791150925 33.92495902426058
Max Drawdown Duration 548.0 548.0 200.0 548.0
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 80.01591731556528 80.01591731556528 7.682705087125996 80.01591731556528
Win Rate [%] 66.0 66.0 0.0 66.0
Best Trade [%] 45.87008821170809 45.87008821170809 -7.7524522189721665 45.87008821170809
Worst Trade [%] -12.3818634646786 -12.3818634646786 -7.7524522189721665 -12.3818634646786
Avg Winning Trade [%] 9.468870921170094 9.468870921170094 nan 9.468870921170094
Avg Losing Trade [%] -3.303082875528322 -3.303082875528322 -7.7524522189721665 -3.303082875528322
Avg Winning Trade Duration 88.75757575757575 88.75757575757575 nan 88.75757575757575
Avg Losing Trade Duration 56.705882352941174 56.705882352941174 99.0 56.705882352941174
Profit Factor 6.309259640415663 6.309259640415663 0.0 6.309259640415663
Expectancy 17.21529480073177 17.21529480073177 -7.7524522189721665 17.21529480073177