SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-04-28 00:00:00 1996-01-02 00:00:00
End 2026-04-24 00:00:00 2026-04-24 00:00:00 2026-04-24 00:00:00 2026-04-24 00:00:00
Period 7628 7628 250 7628
Start Value 100.0 100.0 100.0 100.0
End Value 1029.9074573418343 1029.9074573418343 104.0760591643655 1029.9074573418343
Total Return [%] 929.9074573418342 929.9074573418342 4.076059164365503 929.9074573418342
Benchmark Return [%] 1054.2989705669036 1054.2989705669036 29.596744291205333 1054.2989705669036
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 5.544446247742366 18.287615471203665
Max Drawdown Duration 653.0 653.0 27.0 653.0
Total Trades 222 222.0 5 222
Total Closed Trades 222 222.0 5 222
Total Open Trades 0 0.0 0 0
Open Trade PnL 0.0 0.0 0.0 0.0
Win Rate [%] 78.37837837837837 78.37837837837837 80.0 78.37837837837837
Best Trade [%] 10.789002497290694 10.789002497290694 1.9695810779006884 10.789002497290694
Worst Trade [%] -8.728850105273837 -8.728850105273837 -1.5631337461683061 -8.728850105273837
Avg Winning Trade [%] 2.0802183302116792 2.0802183302116792 1.4039368043689908 2.0802183302116792
Avg Losing Trade [%] -2.4914702616200226 -2.4914702616200226 -1.5631337461683061 -2.4914702616200226
Avg Winning Trade Duration 3.839080459770115 3.839080459770115 2.25 3.839080459770115
Avg Losing Trade Duration 11.791666666666666 11.791666666666666 12.0 11.791666666666666
Profit Factor 2.8282420035458196 2.8282420035458196 3.4663305372943922 2.8282420035458196
Expectancy 4.18877233036862 4.18877233036862 0.8152118328731007 4.18877233036862