| SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
|---|---|---|---|---|
| Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2025-06-13 00:00:00 | 1996-01-02 00:00:00 |
| End | 2026-06-11 00:00:00 | 2026-06-11 00:00:00 | 2026-06-11 00:00:00 | 2026-06-11 00:00:00 |
| Period | 7661 | 7661 | 250 | 7661 |
| Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
| End Value | 367.31173454829866 | 367.31173454829866 | 113.83610399246751 | 367.31173454829866 |
| Total Return [%] | 267.31173454829866 | 267.31173454829866 | 13.836103992467514 | 267.31173454829866 |
| Benchmark Return [%] | 1091.2264591690341 | 1091.2264591690341 | 23.713185778078127 | 1091.2264591690341 |
| 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 | 67.0 | 766.0 |
| Total Trades | 88 | 88.0 | 4 | 88 |
| Total Closed Trades | 87 | 87.0 | 3 | 87 |
| Total Open Trades | 1 | 1.0 | 1 | 1 |
| Open Trade PnL | -1.9209316331475748 | -1.9209316331475748 | -0.5953291239723484 | -1.9209316331475748 |
| Win Rate [%] | 25.287356321839084 | 25.287356321839084 | 66.66666666666666 | 25.287356321839084 |
| Best Trade [%] | 41.755294219440614 | 41.755294219440614 | 8.415391261143963 | 41.755294219440614 |
| Worst Trade [%] | -13.512798525843351 | -13.512798525843351 | -1.3607619909798874 | -13.512798525843351 |
| Avg Winning Trade [%] | 11.538879198252026 | 11.538879198252026 | 7.710271457329268 | 11.538879198252026 |
| Avg Losing Trade [%] | -1.4710862199519918 | -1.4710862199519918 | -1.3607619909798874 | -1.4710862199519918 |
| Avg Winning Trade Duration | 165.77272727272728 | 165.77272727272728 | 102.5 | 165.77272727272728 |
| Avg Losing Trade Duration | 10.815384615384616 | 10.815384615384616 | 1.0 | 10.815384615384616 |
| Profit Factor | 2.825018563685067 | 2.825018563685067 | 10.911117025401197 | 2.825018563685067 |
| Expectancy | 3.0946283469131757 | 3.0946283469131757 | 4.810477705479953 | 3.0946283469131757 |