| SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
|---|---|---|---|---|
| Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2024-12-05 00:00:00 | 1996-01-02 00:00:00 |
| End | 2025-12-04 00:00:00 | 2025-12-04 00:00:00 | 2025-12-04 00:00:00 | 2025-12-04 00:00:00 |
| Period | 7532 | 7532 | 250 | 7532 |
| Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
| End Value | 920.420345294207 | 920.420345294207 | 94.25326392303039 | 920.420345294207 |
| Total Return [%] | 820.420345294207 | 820.420345294207 | -5.746736076969611 | 820.420345294207 |
| Benchmark Return [%] | 1004.6864176050693 | 1004.6864176050693 | 12.87235951283192 | 1004.6864176050693 |
| 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 | 18.902207791150925 | 47.53227796083144 |
| Max Drawdown Duration | 1008.0 | 1008.0 | 200.0 | 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 | 19.58661023656157 | 19.58661023656157 | 2.005716142002555 | 19.58661023656157 |
| Win Rate [%] | 76.66666666666667 | 76.66666666666667 | 0.0 | 76.66666666666667 |
| Best Trade [%] | 37.33208974138019 | 37.33208974138019 | -7.7524522189721665 | 37.33208974138019 |
| Worst Trade [%] | -24.42078790071142 | -24.42078790071142 | -7.7524522189721665 | -24.42078790071142 |
| Avg Winning Trade [%] | 13.220247695465536 | 13.220247695465536 | nan | 13.220247695465536 |
| Avg Losing Trade [%] | -7.9084772063586675 | -7.9084772063586675 | -7.7524522189721665 | -7.9084772063586675 |
| Avg Winning Trade Duration | 142.8695652173913 | 142.8695652173913 | nan | 142.8695652173913 |
| Avg Losing Trade Duration | 145.85714285714286 | 145.85714285714286 | 99.0 | 145.85714285714286 |
| Profit Factor | 5.1371998103316 | 5.1371998103316 | 0.0 | 5.1371998103316 |
| Expectancy | 26.69445783525485 | 26.69445783525485 | -7.7524522189721665 | 26.69445783525485 |