SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2024-12-05 00:00:00 1996-01-02 00:00:00
End 2025-12-04 00:00:00 2025-12-04 00:00:00 2025-12-04 00:00:00 2025-12-04 00:00:00
Period 7532 7532 250 7532
Start Value 100.0 100.0 100.0 100.0
End Value 681.7073131206741 681.7073131206741 112.5201150565401 681.7073131206741
Total Return [%] 581.7073131206741 581.7073131206741 12.520115056540106 581.7073131206741
Benchmark Return [%] 1004.6864176050693 1004.6864176050693 12.87235951283192 1004.6864176050693
Max Gross Exposure [%] 100.0 100.0 100.0 100.0
Total Fees Paid 0.0 0.0 0.0 0.0
Max Drawdown [%] 21.46009777643053 21.46009777643053 7.717043412860907 21.46009777643053
Max Drawdown Duration 1233.0 1233.0 31.0 1233.0
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 [%] 75.81395348837209 75.81395348837209 87.5 75.81395348837209
Best Trade [%] 10.78900249729067 10.78900249729067 7.795940540273589 10.78900249729067
Worst Trade [%] -13.322848228101773 -13.322848228101773 -5.147035474031679 -13.322848228101773
Avg Winning Trade [%] 2.0855766829016624 2.0855766829016624 2.4948633542536283 2.0855766829016624
Avg Losing Trade [%] -2.6534631041007435 -2.6534631041007435 -5.147035474031679 -2.6534631041007435
Avg Winning Trade Duration 3.607361963190184 3.607361963190184 2.7142857142857144 3.607361963190184
Avg Losing Trade Duration 9.51923076923077 9.51923076923077 17.0 9.51923076923077
Profit Factor 2.303765305297998 2.303765305297998 3.290348972020622 2.303765305297998
Expectancy 2.705615409863601 2.705615409863601 1.5650143820675133 2.705615409863601