| SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
|---|---|---|---|---|
| Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2025-01-13 00:00:00 | 1996-01-02 00:00:00 |
| End | 2026-01-09 00:00:00 | 2026-01-09 00:00:00 | 2026-01-09 00:00:00 | 2026-01-09 00:00:00 |
| Period | 7556 | 7556 | 250 | 7556 |
| Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
| End Value | 693.1752069906622 | 693.1752069906622 | 109.8258259580072 | 693.1752069906622 |
| Total Return [%] | 593.1752069906622 | 593.1752069906622 | 9.8258259580072 | 593.1752069906622 |
| Benchmark Return [%] | 1022.2721634204804 | 1022.2721634204804 | 19.362875285715543 | 1022.2721634204804 |
| Max Gross Exposure [%] | 100.0 | 100.0 | 100.0 | 100.0 |
| Total Fees Paid | 0.0 | 0.0 | 0.0 | 0.0 |
| Max Drawdown [%] | 21.46009777643053 | 21.46009777643053 | 7.717043412860898 | 21.46009777643053 |
| Max Drawdown Duration | 1233.0 | 1233.0 | 32.0 | 1233.0 |
| Total Trades | 216 | 216.0 | 7 | 216 |
| Total Closed Trades | 216 | 216.0 | 7 | 216 |
| Total Open Trades | 0 | 0.0 | 0 | 0 |
| Open Trade PnL | 0.0 | 0.0 | 0.0 | 0.0 |
| Win Rate [%] | 75.92592592592592 | 75.92592592592592 | 85.71428571428571 | 75.92592592592592 |
| Best Trade [%] | 10.78900249729067 | 10.78900249729067 | 7.795940540273581 | 10.78900249729067 |
| Worst Trade [%] | -13.322848228101773 | -13.322848228101773 | -5.14703547403167 | -13.322848228101773 |
| Avg Winning Trade [%] | 2.0831172599016314 | 2.0831172599016314 | 2.5005472051226207 | 2.0831172599016314 |
| Avg Losing Trade [%] | -2.6534631041007435 | -2.6534631041007435 | -5.14703547403167 | -2.6534631041007435 |
| Avg Winning Trade Duration | 3.597560975609756 | 3.597560975609756 | 2.5 | 3.597560975609756 |
| Avg Losing Trade Duration | 9.51923076923077 | 9.51923076923077 | 17.0 | 9.51923076923077 |
| Profit Factor | 2.3294679942883088 | 2.3294679942883088 | 2.8725488833221284 | 2.3294679942883088 |
| Expectancy | 2.7461815138456593 | 2.7461815138456593 | 1.4036894225724572 | 2.7461815138456593 |