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