SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
---|---|---|---|---|
Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2024-09-03 00:00:00 | 1996-01-02 00:00:00 |
End | 2025-09-02 00:00:00 | 2025-09-02 00:00:00 | 2025-09-02 00:00:00 | 2025-09-02 00:00:00 |
Period | 7466 | 7466 | 250 | 7466 |
Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
End Value | 284.76217497679096 | 284.76217497679096 | 107.88162198546665 | 284.76217497679096 |
Total Return [%] | 184.76217497679096 | 184.76217497679096 | 7.881621985466651 | 184.76217497679096 |
Benchmark Return [%] | 933.5475971839528 | 933.5475971839528 | 16.035833334840465 | 933.5475971839528 |
Max Gross Exposure [%] | 100.0 | 100.0 | 100.0 | 100.0 |
Total Fees Paid | 0.0 | 0.0 | 0.0 | 0.0 |
Max Drawdown [%] | 20.78326160745154 | 20.78326160745154 | 5.956885818217341 | 20.78326160745154 |
Max Drawdown Duration | 1531.0 | 1531.0 | 134.0 | 1531.0 |
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 | 9.655354954173959 | 9.655354954173959 | 3.657913321481672 | 9.655354954173959 |
Win Rate [%] | 25.0 | 25.0 | 50.0 | 25.0 |
Best Trade [%] | 41.75529421944061 | 41.75529421944061 | 5.391820840560471 | 41.75529421944061 |
Worst Trade [%] | -13.512798525843351 | -13.512798525843351 | -1.1083518315359995 | -13.512798525843351 |
Avg Winning Trade [%] | 10.359160208975435 | 10.359160208975435 | 5.391820840560471 | 10.359160208975435 |
Avg Losing Trade [%] | -1.4909009360141254 | -1.4909009360141254 | -1.1083518315359995 | -1.4909009360141254 |
Avg Winning Trade Duration | 142.66666666666666 | 142.66666666666666 | 89.0 | 142.66666666666666 |
Avg Losing Trade Duration | 9.936507936507937 | 9.936507936507937 | 33.0 | 9.936507936507937 |
Profit Factor | 2.246518141373891 | 2.246518141373891 | 4.61584165346813 | 2.246518141373891 |
Expectancy | 2.08460500026925 | 2.08460500026925 | 2.1118543319924896 | 2.08460500026925 |