| 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 |