| SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
|---|---|---|---|---|
| Start | 1998-12-02 00:00:00 | 1998-12-02 00:00:00 | 2025-02-10 00:00:00 | 1998-12-02 00:00:00 |
| End | 2026-02-06 00:00:00 | 2026-02-06 00:00:00 | 2026-02-06 00:00:00 | 2026-02-06 00:00:00 |
| Period | 6837 | 6837 | 250 | 6837 |
| Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
| End Value | 1052.1915543205214 | 1052.1915543205214 | 101.17025040025273 | 1052.1915543205214 |
| Total Return [%] | 952.1915543205214 | 952.1915543205214 | 1.1702504002527263 | 952.1915543205214 |
| Benchmark Return [%] | 491.87193169690534 | 491.87193169690534 | 14.272950857504508 | 491.87193169690534 |
| 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 | 18.902207791150914 | 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 | 91.42681428393303 | 91.42681428393303 | 8.790864796834569 | 91.42681428393303 |
| Win Rate [%] | 66.0 | 66.0 | 0.0 | 66.0 |
| Best Trade [%] | 45.87008821170809 | 45.87008821170809 | -7.620614396581843 | 45.87008821170809 |
| Worst Trade [%] | -12.3818634646786 | -12.3818634646786 | -7.620614396581843 | -12.3818634646786 |
| Avg Winning Trade [%] | 9.468870921170094 | 9.468870921170094 | nan | 9.468870921170094 |
| Avg Losing Trade [%] | -3.303082875528322 | -3.303082875528322 | -7.620614396581843 | -3.303082875528322 |
| Avg Winning Trade Duration | 88.75757575757575 | 88.75757575757575 | nan | 88.75757575757575 |
| Avg Losing Trade Duration | 56.705882352941174 | 56.705882352941174 | 56.0 | 56.705882352941174 |
| Profit Factor | 6.309259640415663 | 6.309259640415663 | 0.0 | 6.309259640415663 |
| Expectancy | 17.21529480073177 | 17.21529480073177 | -7.620614396581843 | 17.21529480073177 |