SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-08-07 00:00:00 1996-01-02 00:00:00
End 2026-08-05 00:00:00 2026-08-05 00:00:00 2026-08-05 00:00:00 2026-08-05 00:00:00
Period 7698 7698 250 7698
Start Value 100.0 100.0 100.0 100.0
End Value 383.6672230461994 383.6672230461994 116.2419626715362 383.6672230461994
Total Return [%] 283.6672230461994 283.6672230461994 16.2419626715362 283.6672230461994
Benchmark Return [%] 1144.2688447473045 1144.2688447473045 21.82255520504728 1144.2688447473045
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 14.434556864753176 14.434556864753176 4.373324379734058 14.434556864753176
Win Rate [%] 25.287356321839084 25.287356321839084 66.66666666666666 25.287356321839084
Best Trade [%] 41.755294219440614 41.755294219440614 8.415391261143965 41.755294219440614
Worst Trade [%] -13.512798525843351 -13.512798525843351 -1.3607619909798716 -13.512798525843351
Avg Winning Trade [%] 11.538879198252026 11.538879198252026 6.51203317000415 11.538879198252026
Avg Losing Trade [%] -1.4710862199519918 -1.4710862199519918 -1.3607619909798716 -1.4710862199519918
Avg Winning Trade Duration 165.77272727272728 165.77272727272728 89.5 165.77272727272728
Avg Losing Trade Duration 10.815384615384616 10.815384615384616 1.0 10.815384615384616
Profit Factor 2.825018563685067 2.825018563685067 9.337791351138529 2.825018563685067
Expectancy 3.0946283469131757 3.0946283469131757 3.9562127639340474 3.0946283469131757