SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-04-28 00:00:00 1996-01-02 00:00:00
End 2026-04-24 00:00:00 2026-04-24 00:00:00 2026-04-24 00:00:00 2026-04-24 00:00:00
Period 7628 7628 250 7628
Start Value 100.0 100.0 100.0 100.0
End Value 359.76637213604704 359.76637213604704 111.49766887201538 359.76637213604704
Total Return [%] 259.76637213604704 259.76637213604704 11.497668872015382 259.76637213604704
Benchmark Return [%] 1054.2989705669036 1054.2989705669036 29.596744291205333 1054.2989705669036
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 61.0 766.0
Total Trades 87 87.0 3 87
Total Closed Trades 86 86.0 2 86
Total Open Trades 1 1.0 1 1
Open Trade PnL 19.194187793638946 19.194187793638946 5.948602650592221 19.194187793638946
Win Rate [%] 24.418604651162788 24.418604651162788 50.0 24.418604651162788
Best Trade [%] 41.755294219440614 41.755294219440614 7.005151653514573 41.755294219440614
Worst Trade [%] -13.512798525843351 -13.512798525843351 -1.3607619909798874 -13.512798525843351
Avg Winning Trade [%] 11.687616719066694 11.687616719066694 7.005151653514573 11.687616719066694
Avg Losing Trade [%] -1.4710862199519918 -1.4710862199519918 -1.3607619909798874 -1.4710862199519918
Avg Winning Trade Duration 172.28571428571428 172.28571428571428 176.0 172.28571428571428
Avg Losing Trade Duration 10.815384615384616 10.815384615384616 1.0 10.815384615384616
Profit Factor 2.630740833043153 2.630740833043153 4.81094824460464 2.630740833043153
Expectancy 2.7973509807256765 2.7973509807256765 2.7745331107115803 2.7973509807256765