SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-06-13 00:00:00 1996-01-02 00:00:00
End 2026-06-11 00:00:00 2026-06-11 00:00:00 2026-06-11 00:00:00 2026-06-11 00:00:00
Period 7661 7661 250 7661
Start Value 100.0 100.0 100.0 100.0
End Value 1031.3803996108645 1031.3803996108645 104.22490557347197 1031.3803996108645
Total Return [%] 931.3803996108646 931.3803996108646 4.224905573471972 931.3803996108646
Benchmark Return [%] 1091.2264591690341 1091.2264591690341 23.713185778078127 1091.2264591690341
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 60.0 653.0
Total Trades 223 223.0 6 223
Total Closed Trades 222 222.0 5 222
Total Open Trades 1 1.0 1 1
Open Trade PnL 1.4729422690304546 1.4729422690304546 0.1488464091064685 1.4729422690304546
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