| SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
|---|---|---|---|---|
| Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2024-12-05 00:00:00 | 1996-01-02 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 | 7532 | 7532 | 250 | 7532 |
| Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
| End Value | 356.9803051109095 | 356.9803051109095 | 104.94045564728869 | 356.9803051109095 |
| Total Return [%] | 256.9803051109095 | 256.9803051109095 | 4.940455647288687 | 256.9803051109095 |
| Benchmark Return [%] | 1004.6864176050693 | 1004.6864176050693 | 12.87235951283192 | 1004.6864176050693 |
| 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 | 5.95688581821733 | 20.783261607451532 |
| Max Drawdown Duration | 766.0 | 766.0 | 142.0 | 766.0 |
| 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 | 34.313135675276385 | 34.313135675276385 | 10.086932082519255 | 34.313135675276385 |
| Win Rate [%] | 23.809523809523807 | 23.809523809523807 | 0.0 | 23.809523809523807 |
| Best Trade [%] | 41.755294219440614 | 41.755294219440614 | -1.1083518315360121 | 41.755294219440614 |
| Worst Trade [%] | -13.512798525843351 | -13.512798525843351 | -4.083382852326949 | -13.512798525843351 |
| Avg Winning Trade [%] | 11.9217399723443 | 11.9217399723443 | nan | 11.9217399723443 |
| Avg Losing Trade [%] | -1.472810036029681 | -1.472810036029681 | -2.59586734193148 | -1.472810036029681 |
| Avg Winning Trade Duration | 172.1 | 172.1 | nan | 172.1 |
| Avg Losing Trade Duration | 10.96875 | 10.96875 | 28.0 | 10.96875 |
| Profit Factor | 2.559021638657446 | 2.559021638657446 | 0.0 | 2.559021638657446 |
| Expectancy | 2.650799636138489 | 2.650799636138489 | -2.573238217615284 | 2.650799636138489 |