SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-02-10 00:00:00 1996-01-02 00:00:00
End 2026-02-06 00:00:00 2026-02-06 00:00:00 2026-02-06 00:00:00 2026-02-06 00:00:00
Period 7575 7575 250 7575
Start Value 100.0 100.0 100.0 100.0
End Value 360.8941609772555 360.8941609772555 106.53197574661706 360.8941609772555
Total Return [%] 260.8941609772555 260.8941609772555 6.531975746617063 260.8941609772555
Benchmark Return [%] 1016.7979636879071 1016.7979636879071 14.272950857504508 1016.7979636879071
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 5.9568858182173265 20.783261607451532
Max Drawdown Duration 766.0 766.0 142.0 766.0
Total Trades 85 85.0 2 85
Total Closed Trades 84 84.0 1 84
Total Open Trades 1 1.0 1 1
Open Trade PnL 38.2269915416224 38.2269915416224 11.284186268768437 38.2269915416224
Win Rate [%] 23.809523809523807 23.809523809523807 0.0 23.809523809523807
Best Trade [%] 41.755294219440614 41.755294219440614 -4.752210522151373 41.755294219440614
Worst Trade [%] -13.512798525843351 -13.512798525843351 -4.752210522151373 -13.512798525843351
Avg Winning Trade [%] 11.9217399723443 11.9217399723443 nan 11.9217399723443
Avg Losing Trade [%] -1.472810036029681 -1.472810036029681 -4.752210522151373 -1.472810036029681
Avg Winning Trade Duration 172.1 172.1 nan 172.1
Avg Losing Trade Duration 10.96875 10.96875 15.0 10.96875
Profit Factor 2.559021638657446 2.559021638657446 0.0 2.559021638657446
Expectancy 2.650799636138489 2.650799636138489 -4.752210522151373 2.650799636138489