SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-01-13 00:00:00 1996-01-02 00:00:00
End 2026-01-09 00:00:00 2026-01-09 00:00:00 2026-01-09 00:00:00 2026-01-09 00:00:00
Period 7556 7556 250 7556
Start Value 100.0 100.0 100.0 100.0
End Value 693.1752069906622 693.1752069906622 109.8258259580072 693.1752069906622
Total Return [%] 593.1752069906622 593.1752069906622 9.8258259580072 593.1752069906622
Benchmark Return [%] 1022.2721634204804 1022.2721634204804 19.362875285715543 1022.2721634204804
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 7.717043412860898 21.46009777643053
Max Drawdown Duration 1233.0 1233.0 32.0 1233.0
Total Trades 216 216.0 7 216
Total Closed Trades 216 216.0 7 216
Total Open Trades 0 0.0 0 0
Open Trade PnL 0.0 0.0 0.0 0.0
Win Rate [%] 75.92592592592592 75.92592592592592 85.71428571428571 75.92592592592592
Best Trade [%] 10.78900249729067 10.78900249729067 7.795940540273581 10.78900249729067
Worst Trade [%] -13.322848228101773 -13.322848228101773 -5.14703547403167 -13.322848228101773
Avg Winning Trade [%] 2.0831172599016314 2.0831172599016314 2.5005472051226207 2.0831172599016314
Avg Losing Trade [%] -2.6534631041007435 -2.6534631041007435 -5.14703547403167 -2.6534631041007435
Avg Winning Trade Duration 3.597560975609756 3.597560975609756 2.5 3.597560975609756
Avg Losing Trade Duration 9.51923076923077 9.51923076923077 17.0 9.51923076923077
Profit Factor 2.3294679942883088 2.3294679942883088 2.8725488833221284 2.3294679942883088
Expectancy 2.7461815138456593 2.7461815138456593 1.4036894225724572 2.7461815138456593