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