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