| 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 |