SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
---|---|---|---|---|
Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2024-06-06 00:00:00 | 1996-01-02 00:00:00 |
End | 2025-06-05 00:00:00 | 2025-06-05 00:00:00 | 2025-06-05 00:00:00 | 2025-06-05 00:00:00 |
Period | 7406 | 7406 | 250 | 7406 |
Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
End Value | 989.5719203926803 | 989.5719203926803 | 113.67399254122485 | 989.5719203926803 |
Total Return [%] | 889.5719203926805 | 889.5719203926805 | 13.673992541224846 | 889.5719203926805 |
Benchmark Return [%] | 856.8250285953573 | 856.8250285953573 | 10.953565877570703 | 856.8250285953573 |
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 | 7.717043412860894 | 18.287615471203665 |
Max Drawdown Duration | 653.0 | 653.0 | 33.0 | 653.0 |
Total Trades | 217 | 217.0 | 8 | 217 |
Total Closed Trades | 217 | 217.0 | 8 | 217 |
Total Open Trades | 0 | 0.0 | 0 | 0 |
Open Trade PnL | 0.0 | 0.0 | 0.0 | 0.0 |
Win Rate [%] | 78.3410138248848 | 78.3410138248848 | 87.5 | 78.3410138248848 |
Best Trade [%] | 10.789002497290694 | 10.789002497290694 | 7.795940540273581 | 10.789002497290694 |
Worst Trade [%] | -8.728850105273837 | -8.728850105273837 | -5.147035474031678 | -8.728850105273837 |
Avg Winning Trade [%] | 2.0961308367020948 | 2.0961308367020948 | 2.644071556751775 | 2.0961308367020948 |
Avg Losing Trade [%] | -2.511222102374315 | -2.511222102374315 | -5.147035474031678 | -2.511222102374315 |
Avg Winning Trade Duration | 3.876470588235294 | 3.876470588235294 | 3.4285714285714284 | 3.876470588235294 |
Avg Losing Trade Duration | 11.787234042553191 | 11.787234042553191 | 17.0 | 11.787234042553191 |
Profit Factor | 2.807043507705388 | 2.807043507705388 | 3.4281771876798306 | 2.807043507705388 |
Expectancy | 4.099409771394841 | 4.099409771394841 | 1.709249067653106 | 4.099409771394841 |