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 733.4253787105064 733.4253787105064 114.98785375049918 733.4253787105064
Total Return [%] 633.4253787105064 633.4253787105064 14.987853750499184 633.4253787105064
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 [%] 18.06291279448147 18.06291279448147 7.717043412860902 18.06291279448147
Max Drawdown Duration 659.0 659.0 31.0 659.0
Total Trades 215 215.0 8 215
Total Closed Trades 215 215.0 8 215
Total Open Trades 0 0.0 0 0
Open Trade PnL 0.0 0.0 0.0 0.0
Win Rate [%] 75.34883720930232 75.34883720930232 87.5 75.34883720930232
Best Trade [%] 10.78900249729067 10.78900249729067 7.795940540273592 10.78900249729067
Worst Trade [%] -10.143383733494787 -10.143383733494787 -5.147035474031676 -10.143383733494787
Avg Winning Trade [%] 2.0954245163216525 2.0954245163216525 2.8097068990323946 2.0954245163216525
Avg Losing Trade [%] -2.4722844351872224 -2.4722844351872224 -5.147035474031676 -2.4722844351872224
Avg Winning Trade Duration 3.5987654320987654 3.5987654320987654 2.4285714285714284 3.5987654320987654
Avg Losing Trade Duration 9.283018867924529 9.283018867924529 17.0 9.283018867924529
Profit Factor 2.426998834279268 2.426998834279268 3.6698518031374316 2.426998834279268
Expectancy 2.9461645521418873 2.9461645521418873 1.873481718812398 2.9461645521418873