SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-02-10 00:00:00 1996-01-02 00:00:00
End 2026-02-06 00:00:00 2026-02-06 00:00:00 2026-02-06 00:00:00 2026-02-06 00:00:00
Period 7575 7575 250 7575
Start Value 100.0 100.0 100.0 100.0
End Value 930.511637492567 930.511637492567 95.42281779988315 930.511637492567
Total Return [%] 830.511637492567 830.511637492567 -4.577182200116852 830.511637492567
Benchmark Return [%] 1016.7979636879071 1016.7979636879071 14.272950857504508 1016.7979636879071
Max Gross Exposure [%] 100.0 100.0 100.0 100.0
Total Fees Paid 0.0 0.0 0.0 0.0
Max Drawdown [%] 47.53227796083144 47.53227796083144 18.902207791150914 47.53227796083144
Max Drawdown Duration 1008.0 1008.0 243.0 1008.0
Total Trades 31 31.0 2 31
Total Closed Trades 30 30.0 1 30
Total Open Trades 1 1.0 1 1
Open Trade PnL 29.677902434921634 29.677902434921634 3.043432196464991 29.677902434921634
Win Rate [%] 76.66666666666667 76.66666666666667 0.0 76.66666666666667
Best Trade [%] 37.33208974138019 37.33208974138019 -7.620614396581843 37.33208974138019
Worst Trade [%] -24.42078790071142 -24.42078790071142 -7.620614396581843 -24.42078790071142
Avg Winning Trade [%] 13.220247695465536 13.220247695465536 nan 13.220247695465536
Avg Losing Trade [%] -7.9084772063586675 -7.9084772063586675 -7.620614396581843 -7.9084772063586675
Avg Winning Trade Duration 142.8695652173913 142.8695652173913 nan 142.8695652173913
Avg Losing Trade Duration 145.85714285714286 145.85714285714286 56.0 145.85714285714286
Profit Factor 5.1371998103316 5.1371998103316 0.0 5.1371998103316
Expectancy 26.69445783525485 26.69445783525485 -7.620614396581843 26.69445783525485