SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2024-09-03 00:00:00 1996-01-02 00:00:00
End 2025-09-02 00:00:00 2025-09-02 00:00:00 2025-09-02 00:00:00 2025-09-02 00:00:00
Period 7466 7466 250 7466
Start Value 100.0 100.0 100.0 100.0
End Value 284.76217497679096 284.76217497679096 107.88162198546665 284.76217497679096
Total Return [%] 184.76217497679096 184.76217497679096 7.881621985466651 184.76217497679096
Benchmark Return [%] 933.5475971839528 933.5475971839528 16.035833334840465 933.5475971839528
Max Gross Exposure [%] 100.0 100.0 100.0 100.0
Total Fees Paid 0.0 0.0 0.0 0.0
Max Drawdown [%] 20.78326160745154 20.78326160745154 5.956885818217341 20.78326160745154
Max Drawdown Duration 1531.0 1531.0 134.0 1531.0
Total Trades 85 85.0 3 85
Total Closed Trades 84 84.0 2 84
Total Open Trades 1 1.0 1 1
Open Trade PnL 9.655354954173959 9.655354954173959 3.657913321481672 9.655354954173959
Win Rate [%] 25.0 25.0 50.0 25.0
Best Trade [%] 41.75529421944061 41.75529421944061 5.391820840560471 41.75529421944061
Worst Trade [%] -13.512798525843351 -13.512798525843351 -1.1083518315359995 -13.512798525843351
Avg Winning Trade [%] 10.359160208975435 10.359160208975435 5.391820840560471 10.359160208975435
Avg Losing Trade [%] -1.4909009360141254 -1.4909009360141254 -1.1083518315359995 -1.4909009360141254
Avg Winning Trade Duration 142.66666666666666 142.66666666666666 89.0 142.66666666666666
Avg Losing Trade Duration 9.936507936507937 9.936507936507937 33.0 9.936507936507937
Profit Factor 2.246518141373891 2.246518141373891 4.61584165346813 2.246518141373891
Expectancy 2.08460500026925 2.08460500026925 2.1118543319924896 2.08460500026925