SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-07-25 00:00:00 1996-01-02 00:00:00
End 2026-07-23 00:00:00 2026-07-23 00:00:00 2026-07-23 00:00:00 2026-07-23 00:00:00
Period 7689 7689 250 7689
Start Value 100.0 100.0 100.0 100.0
End Value 368.0071843249748 368.0071843249748 110.64846008553639 368.0071843249748
Total Return [%] 268.0071843249748 268.0071843249748 10.648460085536385 268.0071843249748
Benchmark Return [%] 1093.4818681230079 1093.4818681230079 15.960517418417863 1093.4818681230079
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 6.257104873320856 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 -1.225481856471447 -1.225481856471447 -0.3684647638878289 -1.225481856471447
Win Rate [%] 25.287356321839084 25.287356321839084 66.66666666666666 25.287356321839084
Best Trade [%] 41.755294219440614 41.755294219440614 8.415391261143961 41.755294219440614
Worst Trade [%] -13.512798525843351 -13.512798525843351 -1.360761990979876 -13.512798525843351
Avg Winning Trade [%] 11.538879198252026 11.538879198252026 6.113813364549782 11.538879198252026
Avg Losing Trade [%] -1.4710862199519918 -1.4710862199519918 -1.360761990979876 -1.4710862199519918
Avg Winning Trade Duration 165.77272727272728 165.77272727272728 94.0 165.77272727272728
Avg Losing Trade Duration 10.815384615384616 10.815384615384616 1.0 10.815384615384616
Profit Factor 2.825018563685067 2.825018563685067 8.798833954165874 2.825018563685067
Expectancy 3.0946283469131757 3.0946283469131757 3.672308283141404 3.0946283469131757