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