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 970.4875438841017 970.4875438841017 107.73214924305638 970.4875438841017
Total Return [%] 870.4875438841017 870.4875438841017 7.732149243056384 870.4875438841017
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 [%] 47.53227796083144 47.53227796083144 9.097526724557941 47.53227796083144
Max Drawdown Duration 1008.0 1008.0 53.0 1008.0
Total Trades 31 31.0 1 31
Total Closed Trades 31 31.0 1 31
Total Open Trades 0 0.0 0 0
Open Trade PnL 0.0 0.0 0.0 0.0
Win Rate [%] 77.41935483870968 77.41935483870968 100.0 77.41935483870968
Best Trade [%] 37.33208974138019 37.33208974138019 7.732149243056384 37.33208974138019
Worst Trade [%] -24.42078790071142 -24.42078790071142 7.732149243056384 -24.42078790071142
Avg Winning Trade [%] 12.991576926615156 12.991576926615156 7.732149243056384 12.991576926615156
Avg Losing Trade [%] -7.9084772063586675 -7.9084772063586675 nan -7.9084772063586675
Avg Winning Trade Duration 143.0 143.0 146.0 143.0
Avg Losing Trade Duration 145.85714285714286 145.85714285714286 nan 145.85714285714286
Profit Factor 5.497039452507694 5.497039452507694 inf 5.497039452507694
Expectancy 28.080243351100055 28.080243351100055 7.732149243056384 28.080243351100055