| 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 | 961.7573278082659 | 961.7573278082659 | 108.21884291216384 | 961.7573278082659 |
| Total Return [%] | 861.7573278082659 | 861.7573278082659 | 8.218842912163836 | 861.7573278082659 |
| 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 [%] | 47.53227796083144 | 47.53227796083144 | 9.097526724557932 | 47.53227796083144 |
| Max Drawdown Duration | 1008.0 | 1008.0 | 53.0 | 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 | 60.923592750620514 | 60.923592750620514 | 6.855243545218329 | 60.923592750620514 |
| Win Rate [%] | 76.66666666666667 | 76.66666666666667 | 100.0 | 76.66666666666667 |
| Best Trade [%] | 37.33208974138019 | 37.33208974138019 | 1.3635993669455073 | 37.33208974138019 |
| Worst Trade [%] | -24.42078790071142 | -24.42078790071142 | 1.3635993669455073 | -24.42078790071142 |
| Avg Winning Trade [%] | 13.220247695465536 | 13.220247695465536 | 1.3635993669455073 | 13.220247695465536 |
| Avg Losing Trade [%] | -7.9084772063586675 | -7.9084772063586675 | nan | -7.9084772063586675 |
| Avg Winning Trade Duration | 142.8695652173913 | 142.8695652173913 | 3.0 | 142.8695652173913 |
| Avg Losing Trade Duration | 145.85714285714286 | 145.85714285714286 | nan | 145.85714285714286 |
| Profit Factor | 5.1371998103316 | 5.1371998103316 | inf | 5.1371998103316 |
| Expectancy | 26.69445783525485 | 26.69445783525485 | 1.3635993669455075 | 26.69445783525485 |