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 |