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