| 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 |