SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1998-12-02 00:00:00 1998-12-02 00:00:00 2025-06-12 00:00:00 1998-12-02 00:00:00
End 2026-06-10 00:00:00 2026-06-10 00:00:00 2026-06-10 00:00:00 2026-06-10 00:00:00
Period 6922 6922 250 6922
Start Value 100.0 100.0 100.0 100.0
End Value 1102.9911433913255 1102.9911433913255 114.80345785268108 1102.9911433913255
Total Return [%] 1002.9911433913255 1002.9911433913255 14.80345785268108 1002.9911433913255
Benchmark Return [%] 520.4473852721457 520.4473852721457 20.209718027016233 520.4473852721457
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 9.097526724557934 33.92495902426058
Max Drawdown Duration 548.0 548.0 53.0 548.0
Total Trades 51 51.0 1 51
Total Closed Trades 50 50.0 0 50
Total Open Trades 1 1.0 1 1
Open Trade PnL 142.22640335473716 142.22640335473716 14.803457852681078 142.22640335473716
Win Rate [%] 66.0 66.0 nan 66.0
Best Trade [%] 45.87008821170809 45.87008821170809 nan 45.87008821170809
Worst Trade [%] -12.3818634646786 -12.3818634646786 nan -12.3818634646786
Avg Winning Trade [%] 9.468870921170094 9.468870921170094 nan 9.468870921170094
Avg Losing Trade [%] -3.303082875528322 -3.303082875528322 nan -3.303082875528322
Avg Winning Trade Duration 88.75757575757575 88.75757575757575 nan 88.75757575757575
Avg Losing Trade Duration 56.705882352941174 56.705882352941174 nan 56.705882352941174
Profit Factor 6.309259640415663 6.309259640415663 nan 6.309259640415663
Expectancy 17.21529480073177 17.21529480073177 nan 17.21529480073177