| SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
|---|---|---|---|---|
| Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2025-02-10 00:00:00 | 1996-01-02 00:00:00 |
| End | 2026-02-06 00:00:00 | 2026-02-06 00:00:00 | 2026-02-06 00:00:00 | 2026-02-06 00:00:00 |
| Period | 7575 | 7575 | 250 | 7575 |
| Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
| End Value | 1046.261930653186 | 1046.261930653186 | 109.8490666501229 | 1046.261930653186 |
| Total Return [%] | 946.2619306531861 | 946.2619306531861 | 9.849066650122893 | 946.2619306531861 |
| Benchmark Return [%] | 1016.7979636879071 | 1016.7979636879071 | 14.272950857504508 | 1016.7979636879071 |
| 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 | 7.717043412860902 | 18.287615471203665 |
| Max Drawdown Duration | 653.0 | 653.0 | 31.0 | 653.0 |
| Total Trades | 221 | 221.0 | 7 | 221 |
| Total Closed Trades | 221 | 221.0 | 7 | 221 |
| Total Open Trades | 0 | 0.0 | 0 | 0 |
| Open Trade PnL | 0.0 | 0.0 | 0.0 | 0.0 |
| Win Rate [%] | 78.73303167420815 | 78.73303167420815 | 85.71428571428571 | 78.73303167420815 |
| Best Trade [%] | 10.789002497290694 | 10.789002497290694 | 7.795940540273588 | 10.789002497290694 |
| Worst Trade [%] | -8.728850105273837 | -8.728850105273837 | -5.147035474031682 | -8.728850105273837 |
| Avg Winning Trade [%] | 2.0802183302116792 | 2.0802183302116792 | 2.5041428109104347 | 2.0802183302116792 |
| Avg Losing Trade [%] | -2.511222102374315 | -2.511222102374315 | -5.147035474031682 | -2.511222102374315 |
| Avg Winning Trade Duration | 3.839080459770115 | 3.839080459770115 | 2.3333333333333335 | 3.839080459770115 |
| Avg Losing Trade Duration | 11.787234042553191 | 11.787234042553191 | 17.0 | 11.787234042553191 |
| Profit Factor | 2.9222014984699554 | 2.9222014984699554 | 2.913541629898288 | 2.9222014984699554 |
| Expectancy | 4.2817281930008395 | 4.2817281930008395 | 1.4070095214461273 | 4.2817281930008395 |