| SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
|---|---|---|---|---|
| Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2025-08-07 00:00:00 | 1996-01-02 00:00:00 |
| End | 2026-08-05 00:00:00 | 2026-08-05 00:00:00 | 2026-08-05 00:00:00 | 2026-08-05 00:00:00 |
| Period | 7698 | 7698 | 250 | 7698 |
| Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
| End Value | 1036.5635941863538 | 1036.5635941863538 | 103.22741722754823 | 1036.5635941863538 |
| Total Return [%] | 936.5635941863537 | 936.5635941863537 | 3.22741722754823 | 936.5635941863537 |
| Benchmark Return [%] | 1144.2688447473045 | 1144.2688447473045 | 21.82255520504728 | 1144.2688447473045 |
| 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 | 5.544446247742362 | 18.287615471203665 |
| Max Drawdown Duration | 653.0 | 653.0 | 97.0 | 653.0 |
| Total Trades | 223 | 223.0 | 5 | 223 |
| Total Closed Trades | 223 | 223.0 | 5 | 223 |
| Total Open Trades | 0 | 0.0 | 0 | 0 |
| Open Trade PnL | 0.0 | 0.0 | 0.0 | 0.0 |
| Win Rate [%] | 78.47533632286996 | 78.47533632286996 | 80.0 | 78.47533632286996 |
| Best Trade [%] | 10.789002497290694 | 10.789002497290694 | 1.9695810779006828 | 10.789002497290694 |
| Worst Trade [%] | -8.728850105273837 | -8.728850105273837 | -1.563133746168293 | -8.728850105273837 |
| Avg Winning Trade [%] | 2.0720244251534856 | 2.0720244251534856 | 1.1970812506721118 | 2.0720244251534856 |
| Avg Losing Trade [%] | -2.4914702616200226 | -2.4914702616200226 | -1.563133746168293 | -2.4914702616200226 |
| Avg Winning Trade Duration | 3.8457142857142856 | 3.8457142857142856 | 3.25 | 3.8457142857142856 |
| Avg Losing Trade Duration | 11.791666666666666 | 11.791666666666666 | 12.0 | 11.791666666666666 |
| Profit Factor | 2.841328283115278 | 2.841328283115278 | 2.981615728880045 | 2.841328283115278 |
| Expectancy | 4.199836745230284 | 4.199836745230284 | 0.6454834455096461 | 4.199836745230284 |