SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
---|---|---|---|---|
Start | 1998-12-02 00:00:00 | 1998-12-02 00:00:00 | 2024-08-30 00:00:00 | 1998-12-02 00:00:00 |
End | 2025-08-29 00:00:00 | 2025-08-29 00:00:00 | 2025-08-29 00:00:00 | 2025-08-29 00:00:00 |
Period | 6727 | 6727 | 250 | 6727 |
Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
End Value | 1094.014421901887 | 1094.014421901887 | 99.83796470238705 | 1094.014421901887 |
Total Return [%] | 994.0144219018871 | 994.0144219018871 | -0.16203529761294533 | 994.0144219018871 |
Benchmark Return [%] | 451.56969050160143 | 451.56969050160143 | 14.373273847461165 | 451.56969050160143 |
Max Gross Exposure [%] | 100.0 | 100.0 | 100.0 | 100.0 |
Total Fees Paid | 0.0 | 0.0 | 0.0 | 0.0 |
Max Drawdown [%] | 33.92495902426059 | 33.92495902426059 | 18.90220779115092 | 33.92495902426059 |
Max Drawdown Duration | 548.0 | 548.0 | 133.0 | 548.0 |
Total Trades | 54 | 54.0 | 2 | 54 |
Total Closed Trades | 53 | 53.0 | 1 | 53 |
Total Open Trades | 1 | 1.0 | 1 | 1 |
Open Trade PnL | 22.069074536048902 | 22.069074536048902 | 2.0139876042164104 | 22.069074536048902 |
Win Rate [%] | 66.0377358490566 | 66.0377358490566 | 0.0 | 66.0377358490566 |
Best Trade [%] | 58.20275786609058 | 58.20275786609058 | -2.1760229018293553 | 58.20275786609058 |
Worst Trade [%] | -12.3818634646786 | -12.3818634646786 | -2.1760229018293553 | -12.3818634646786 |
Avg Winning Trade [%] | 9.294172698272769 | 9.294172698272769 | nan | 9.294172698272769 |
Avg Losing Trade [%] | -3.1188715359585895 | -3.1188715359585895 | -2.1760229018293553 | -3.1188715359585895 |
Avg Winning Trade Duration | 83.25714285714285 | 83.25714285714285 | nan | 83.25714285714285 |
Avg Losing Trade Duration | 51.611111111111114 | 51.611111111111114 | 122.0 | 51.611111111111114 |
Profit Factor | 6.638064201592488 | 6.638064201592488 | 0.0 | 6.638064201592488 |
Expectancy | 18.3385914597328 | 18.3385914597328 | -2.1760229018293558 | 18.3385914597328 |