SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2024-09-03 00:00:00 1996-01-02 00:00:00
End 2025-09-02 00:00:00 2025-09-02 00:00:00 2025-09-02 00:00:00 2025-09-02 00:00:00
Period 7466 7466 250 7466
Start Value 100.0 100.0 100.0 100.0
End Value 631.8741790848399 631.8741790848399 98.1675498138822 631.8741790848399
Total Return [%] 531.8741790848399 531.8741790848399 -1.8324501861177966 531.8741790848399
Benchmark Return [%] 933.5475971839528 933.5475971839528 16.035833334840465 933.5475971839528
Max Gross Exposure [%] 100.0 100.0 100.0 100.0
Total Fees Paid 0.0 0.0 0.0 0.0
Max Drawdown [%] 42.351659463179516 42.351659463179516 18.90220779115092 42.351659463179516
Max Drawdown Duration 1097.0 1097.0 134.0 1097.0
Total Trades 29 29.0 1 29
Total Closed Trades 29 29.0 1 29
Total Open Trades 0 0.0 0 0
Open Trade PnL 0.0 0.0 0.0 0.0
Win Rate [%] 72.41379310344827 72.41379310344827 0.0 72.41379310344827
Best Trade [%] 37.33208974138019 37.33208974138019 -1.8324501861177966 37.33208974138019
Worst Trade [%] -35.16011231116393 -35.16011231116393 -1.8324501861177966 -35.16011231116393
Avg Winning Trade [%] 13.52324642583293 13.52324642583293 nan 13.52324642583293
Avg Losing Trade [%] -8.387495053936837 -8.387495053936837 -1.8324501861177966 -8.387495053936837
Avg Winning Trade Duration 142.76190476190476 142.76190476190476 nan 142.76190476190476
Avg Losing Trade Duration 125.25 125.25 145.0 125.25
Profit Factor 3.5913887430166773 3.5913887430166773 0.0 3.5913887430166773
Expectancy 18.34048893395999 18.34048893395999 -1.8324501861177964 18.34048893395999