SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-01-13 00:00:00 1996-01-02 00:00:00
End 2026-01-09 00:00:00 2026-01-09 00:00:00 2026-01-09 00:00:00 2026-01-09 00:00:00
Period 7556 7556 250 7556
Start Value 100.0 100.0 100.0 100.0
End Value 935.072719015582 935.072719015582 99.67312312309141 935.072719015582
Total Return [%] 835.072719015582 835.072719015582 -0.32687687690858525 835.072719015582
Benchmark Return [%] 1022.2721634204804 1022.2721634204804 19.362875285715543 1022.2721634204804
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 18.90220779115092 47.53227796083144
Max Drawdown Duration 1008.0 1008.0 224.0 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 34.238983957936625 34.238983957936625 3.6496695863844337 34.238983957936625
Win Rate [%] 76.66666666666667 76.66666666666667 0.0 76.66666666666667
Best Trade [%] 37.33208974138019 37.33208974138019 -3.976546463293019 37.33208974138019
Worst Trade [%] -24.42078790071142 -24.42078790071142 -3.976546463293019 -24.42078790071142
Avg Winning Trade [%] 13.220247695465536 13.220247695465536 nan 13.220247695465536
Avg Losing Trade [%] -7.9084772063586675 -7.9084772063586675 -3.976546463293019 -7.9084772063586675
Avg Winning Trade Duration 142.8695652173913 142.8695652173913 nan 142.8695652173913
Avg Losing Trade Duration 145.85714285714286 145.85714285714286 75.0 145.85714285714286
Profit Factor 5.1371998103316 5.1371998103316 0.0 5.1371998103316
Expectancy 26.69445783525485 26.69445783525485 -3.976546463293019 26.69445783525485