| SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
|---|---|---|---|---|
| Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2025-06-13 00:00:00 | 1996-01-02 00:00:00 |
| End | 2026-06-11 00:00:00 | 2026-06-11 00:00:00 | 2026-06-11 00:00:00 | 2026-06-11 00:00:00 |
| Period | 7661 | 7661 | 250 | 7661 |
| Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
| End Value | 1031.3803996108645 | 1031.3803996108645 | 104.22490557347197 | 1031.3803996108645 |
| Total Return [%] | 931.3803996108646 | 931.3803996108646 | 4.224905573471972 | 931.3803996108646 |
| Benchmark Return [%] | 1091.2264591690341 | 1091.2264591690341 | 23.713185778078127 | 1091.2264591690341 |
| 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 | 5.544446247742366 | 18.287615471203665 |
| Max Drawdown Duration | 653.0 | 653.0 | 60.0 | 653.0 |
| Total Trades | 223 | 223.0 | 6 | 223 |
| Total Closed Trades | 222 | 222.0 | 5 | 222 |
| Total Open Trades | 1 | 1.0 | 1 | 1 |
| Open Trade PnL | 1.4729422690304546 | 1.4729422690304546 | 0.1488464091064685 | 1.4729422690304546 |
| Win Rate [%] | 78.37837837837837 | 78.37837837837837 | 80.0 | 78.37837837837837 |
| Best Trade [%] | 10.789002497290694 | 10.789002497290694 | 1.9695810779006884 | 10.789002497290694 |
| Worst Trade [%] | -8.728850105273837 | -8.728850105273837 | -1.5631337461683061 | -8.728850105273837 |
| Avg Winning Trade [%] | 2.0802183302116792 | 2.0802183302116792 | 1.4039368043689908 | 2.0802183302116792 |
| Avg Losing Trade [%] | -2.4914702616200226 | -2.4914702616200226 | -1.5631337461683061 | -2.4914702616200226 |
| Avg Winning Trade Duration | 3.839080459770115 | 3.839080459770115 | 2.25 | 3.839080459770115 |
| Avg Losing Trade Duration | 11.791666666666666 | 11.791666666666666 | 12.0 | 11.791666666666666 |
| Profit Factor | 2.8282420035458196 | 2.8282420035458196 | 3.4663305372943922 | 2.8282420035458196 |
| Expectancy | 4.18877233036862 | 4.18877233036862 | 0.8152118328731007 | 4.18877233036862 |