SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
---|---|---|---|---|
Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2024-09-03 00:00:00 | 1996-01-02 00:00:00 |
End | 2025-09-02 00:00:00 | 2025-09-02 00:00:00 | 2025-09-02 00:00:00 | 2025-09-02 00:00:00 |
Period | 7466 | 7466 | 250 | 7466 |
Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
End Value | 733.4253787105064 | 733.4253787105064 | 114.98785375049918 | 733.4253787105064 |
Total Return [%] | 633.4253787105064 | 633.4253787105064 | 14.987853750499184 | 633.4253787105064 |
Benchmark Return [%] | 933.5475971839528 | 933.5475971839528 | 16.035833334840465 | 933.5475971839528 |
Max Gross Exposure [%] | 100.0 | 100.0 | 100.0 | 100.0 |
Total Fees Paid | 0.0 | 0.0 | 0.0 | 0.0 |
Max Drawdown [%] | 18.06291279448147 | 18.06291279448147 | 7.717043412860902 | 18.06291279448147 |
Max Drawdown Duration | 659.0 | 659.0 | 31.0 | 659.0 |
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 [%] | 75.34883720930232 | 75.34883720930232 | 87.5 | 75.34883720930232 |
Best Trade [%] | 10.78900249729067 | 10.78900249729067 | 7.795940540273592 | 10.78900249729067 |
Worst Trade [%] | -10.143383733494787 | -10.143383733494787 | -5.147035474031676 | -10.143383733494787 |
Avg Winning Trade [%] | 2.0954245163216525 | 2.0954245163216525 | 2.8097068990323946 | 2.0954245163216525 |
Avg Losing Trade [%] | -2.4722844351872224 | -2.4722844351872224 | -5.147035474031676 | -2.4722844351872224 |
Avg Winning Trade Duration | 3.5987654320987654 | 3.5987654320987654 | 2.4285714285714284 | 3.5987654320987654 |
Avg Losing Trade Duration | 9.283018867924529 | 9.283018867924529 | 17.0 | 9.283018867924529 |
Profit Factor | 2.426998834279268 | 2.426998834279268 | 3.6698518031374316 | 2.426998834279268 |
Expectancy | 2.9461645521418873 | 2.9461645521418873 | 1.873481718812398 | 2.9461645521418873 |