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