| SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
|---|---|---|---|---|
| Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2025-04-28 00:00:00 | 1996-01-02 00:00:00 |
| End | 2026-04-24 00:00:00 | 2026-04-24 00:00:00 | 2026-04-24 00:00:00 | 2026-04-24 00:00:00 |
| Period | 7628 | 7628 | 250 | 7628 |
| Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
| End Value | 359.76637213604704 | 359.76637213604704 | 111.49766887201538 | 359.76637213604704 |
| Total Return [%] | 259.76637213604704 | 259.76637213604704 | 11.497668872015382 | 259.76637213604704 |
| Benchmark Return [%] | 1054.2989705669036 | 1054.2989705669036 | 29.596744291205333 | 1054.2989705669036 |
| Max Gross Exposure [%] | 100.0 | 100.0 | 100.0 | 100.0 |
| Total Fees Paid | 0.0 | 0.0 | 0.0 | 0.0 |
| Max Drawdown [%] | 20.783261607451532 | 20.783261607451532 | 6.257104873320858 | 20.783261607451532 |
| Max Drawdown Duration | 766.0 | 766.0 | 61.0 | 766.0 |
| Total Trades | 87 | 87.0 | 3 | 87 |
| Total Closed Trades | 86 | 86.0 | 2 | 86 |
| Total Open Trades | 1 | 1.0 | 1 | 1 |
| Open Trade PnL | 19.194187793638946 | 19.194187793638946 | 5.948602650592221 | 19.194187793638946 |
| Win Rate [%] | 24.418604651162788 | 24.418604651162788 | 50.0 | 24.418604651162788 |
| Best Trade [%] | 41.755294219440614 | 41.755294219440614 | 7.005151653514573 | 41.755294219440614 |
| Worst Trade [%] | -13.512798525843351 | -13.512798525843351 | -1.3607619909798874 | -13.512798525843351 |
| Avg Winning Trade [%] | 11.687616719066694 | 11.687616719066694 | 7.005151653514573 | 11.687616719066694 |
| Avg Losing Trade [%] | -1.4710862199519918 | -1.4710862199519918 | -1.3607619909798874 | -1.4710862199519918 |
| Avg Winning Trade Duration | 172.28571428571428 | 172.28571428571428 | 176.0 | 172.28571428571428 |
| Avg Losing Trade Duration | 10.815384615384616 | 10.815384615384616 | 1.0 | 10.815384615384616 |
| Profit Factor | 2.630740833043153 | 2.630740833043153 | 4.81094824460464 | 2.630740833043153 |
| Expectancy | 2.7973509807256765 | 2.7973509807256765 | 2.7745331107115803 | 2.7973509807256765 |