SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-01-13 00:00:00 1996-01-02 00:00:00
End 2026-01-09 00:00:00 2026-01-09 00:00:00 2026-01-09 00:00:00 2026-01-09 00:00:00
Period 7556 7556 250 7556
Start Value 100.0 100.0 100.0 100.0
End Value 362.663153027514 362.663153027514 111.14969333754017 362.663153027514
Total Return [%] 262.663153027514 262.663153027514 11.149693337540171 262.663153027514
Benchmark Return [%] 1022.2721634204804 1022.2721634204804 19.362875285715543 1022.2721634204804
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 5.956885818217341 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 39.99598359188087 39.99598359188087 12.25804516907617 39.99598359188087
Win Rate [%] 23.809523809523807 23.809523809523807 0.0 23.809523809523807
Best Trade [%] 41.755294219440614 41.755294219440614 -1.1083518315359981 41.755294219440614
Worst Trade [%] -13.512798525843351 -13.512798525843351 -1.1083518315359981 -13.512798525843351
Avg Winning Trade [%] 11.9217399723443 11.9217399723443 nan 11.9217399723443
Avg Losing Trade [%] -1.472810036029681 -1.472810036029681 -1.1083518315359981 -1.472810036029681
Avg Winning Trade Duration 172.1 172.1 nan 172.1
Avg Losing Trade Duration 10.96875 10.96875 33.0 10.96875
Profit Factor 2.559021638657446 2.559021638657446 0.0 2.559021638657446
Expectancy 2.650799636138489 2.650799636138489 -1.1083518315359981 2.650799636138489