SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1998-12-02 00:00:00 1998-12-02 00:00:00 2025-01-13 00:00:00 1998-12-02 00:00:00
End 2026-01-09 00:00:00 2026-01-09 00:00:00 2026-01-09 00:00:00 2026-01-09 00:00:00
Period 6818 6818 250 6818
Start Value 100.0 100.0 100.0 100.0
End Value 1057.3490733280387 1057.3490733280387 105.67655679259063 1057.3490733280387
Total Return [%] 957.3490733280387 957.3490733280387 5.676556792590631 957.3490733280387
Benchmark Return [%] 494.7731056563504 494.7731056563504 19.362875285715543 494.7731056563504
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 18.90220779115092 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 96.58433329145032 96.58433329145032 9.65310325588365 96.58433329145032
Win Rate [%] 66.0 66.0 0.0 66.0
Best Trade [%] 45.87008821170809 45.87008821170809 -3.976546463293019 45.87008821170809
Worst Trade [%] -12.3818634646786 -12.3818634646786 -3.976546463293019 -12.3818634646786
Avg Winning Trade [%] 9.468870921170094 9.468870921170094 nan 9.468870921170094
Avg Losing Trade [%] -3.303082875528322 -3.303082875528322 -3.976546463293019 -3.303082875528322
Avg Winning Trade Duration 88.75757575757575 88.75757575757575 nan 88.75757575757575
Avg Losing Trade Duration 56.705882352941174 56.705882352941174 75.0 56.705882352941174
Profit Factor 6.309259640415663 6.309259640415663 0.0 6.309259640415663
Expectancy 17.21529480073177 17.21529480073177 -3.976546463293019 17.21529480073177