SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2024-06-06 00:00:00 1996-01-02 00:00:00
End 2025-06-05 00:00:00 2025-06-05 00:00:00 2025-06-05 00:00:00 2025-06-05 00:00:00
Period 7406 7406 250 7406
Start Value 100.0 100.0 100.0 100.0
End Value 989.5719203926803 989.5719203926803 113.67399254122485 989.5719203926803
Total Return [%] 889.5719203926805 889.5719203926805 13.673992541224846 889.5719203926805
Benchmark Return [%] 856.8250285953573 856.8250285953573 10.953565877570703 856.8250285953573
Max Gross Exposure [%] 100.0 100.0 100.0 100.0
Total Fees Paid 0.0 0.0 0.0 0.0
Max Drawdown [%] 18.287615471203665 18.287615471203665 7.717043412860894 18.287615471203665
Max Drawdown Duration 653.0 653.0 33.0 653.0
Total Trades 217 217.0 8 217
Total Closed Trades 217 217.0 8 217
Total Open Trades 0 0.0 0 0
Open Trade PnL 0.0 0.0 0.0 0.0
Win Rate [%] 78.3410138248848 78.3410138248848 87.5 78.3410138248848
Best Trade [%] 10.789002497290694 10.789002497290694 7.795940540273581 10.789002497290694
Worst Trade [%] -8.728850105273837 -8.728850105273837 -5.147035474031678 -8.728850105273837
Avg Winning Trade [%] 2.0961308367020948 2.0961308367020948 2.644071556751775 2.0961308367020948
Avg Losing Trade [%] -2.511222102374315 -2.511222102374315 -5.147035474031678 -2.511222102374315
Avg Winning Trade Duration 3.876470588235294 3.876470588235294 3.4285714285714284 3.876470588235294
Avg Losing Trade Duration 11.787234042553191 11.787234042553191 17.0 11.787234042553191
Profit Factor 2.807043507705388 2.807043507705388 3.4281771876798306 2.807043507705388
Expectancy 4.099409771394841 4.099409771394841 1.709249067653106 4.099409771394841