| SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
|---|---|---|---|---|
| Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2025-02-10 00:00:00 | 1996-01-02 00:00:00 |
| End | 2026-02-06 00:00:00 | 2026-02-06 00:00:00 | 2026-02-06 00:00:00 | 2026-02-06 00:00:00 |
| Period | 7575 | 7575 | 250 | 7575 |
| Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
| End Value | 930.511637492567 | 930.511637492567 | 95.42281779988315 | 930.511637492567 |
| Total Return [%] | 830.511637492567 | 830.511637492567 | -4.577182200116852 | 830.511637492567 |
| Benchmark Return [%] | 1016.7979636879071 | 1016.7979636879071 | 14.272950857504508 | 1016.7979636879071 |
| 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 | 18.902207791150914 | 47.53227796083144 |
| Max Drawdown Duration | 1008.0 | 1008.0 | 243.0 | 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 | 29.677902434921634 | 29.677902434921634 | 3.043432196464991 | 29.677902434921634 |
| Win Rate [%] | 76.66666666666667 | 76.66666666666667 | 0.0 | 76.66666666666667 |
| Best Trade [%] | 37.33208974138019 | 37.33208974138019 | -7.620614396581843 | 37.33208974138019 |
| Worst Trade [%] | -24.42078790071142 | -24.42078790071142 | -7.620614396581843 | -24.42078790071142 |
| Avg Winning Trade [%] | 13.220247695465536 | 13.220247695465536 | nan | 13.220247695465536 |
| Avg Losing Trade [%] | -7.9084772063586675 | -7.9084772063586675 | -7.620614396581843 | -7.9084772063586675 |
| Avg Winning Trade Duration | 142.8695652173913 | 142.8695652173913 | nan | 142.8695652173913 |
| Avg Losing Trade Duration | 145.85714285714286 | 145.85714285714286 | 56.0 | 145.85714285714286 |
| Profit Factor | 5.1371998103316 | 5.1371998103316 | 0.0 | 5.1371998103316 |
| Expectancy | 26.69445783525485 | 26.69445783525485 | -7.620614396581843 | 26.69445783525485 |