| SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
|---|---|---|---|---|
| Start | 1998-12-02 00:00:00 | 1998-12-02 00:00:00 | 2024-12-05 00:00:00 | 1998-12-02 00:00:00 |
| End | 2025-12-04 00:00:00 | 2025-12-04 00:00:00 | 2025-12-04 00:00:00 | 2025-12-04 00:00:00 |
| Period | 6794 | 6794 | 250 | 6794 |
| Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
| End Value | 1040.7806573521536 | 1040.7806573521536 | 99.93025286815383 | 1040.7806573521536 |
| Total Return [%] | 940.7806573521536 | 940.7806573521536 | -0.06974713184617087 | 940.7806573521536 |
| Benchmark Return [%] | 485.4531483457846 | 485.4531483457846 | 12.87235951283192 | 485.4531483457846 |
| 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 | 18.902207791150925 | 33.92495902426058 |
| Max Drawdown Duration | 548.0 | 548.0 | 200.0 | 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 | 80.01591731556528 | 80.01591731556528 | 7.682705087125996 | 80.01591731556528 |
| Win Rate [%] | 66.0 | 66.0 | 0.0 | 66.0 |
| Best Trade [%] | 45.87008821170809 | 45.87008821170809 | -7.7524522189721665 | 45.87008821170809 |
| Worst Trade [%] | -12.3818634646786 | -12.3818634646786 | -7.7524522189721665 | -12.3818634646786 |
| Avg Winning Trade [%] | 9.468870921170094 | 9.468870921170094 | nan | 9.468870921170094 |
| Avg Losing Trade [%] | -3.303082875528322 | -3.303082875528322 | -7.7524522189721665 | -3.303082875528322 |
| Avg Winning Trade Duration | 88.75757575757575 | 88.75757575757575 | nan | 88.75757575757575 |
| Avg Losing Trade Duration | 56.705882352941174 | 56.705882352941174 | 99.0 | 56.705882352941174 |
| Profit Factor | 6.309259640415663 | 6.309259640415663 | 0.0 | 6.309259640415663 |
| Expectancy | 17.21529480073177 | 17.21529480073177 | -7.7524522189721665 | 17.21529480073177 |