| SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
|---|---|---|---|---|
| Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2025-06-13 00:00:00 | 1996-01-02 00:00:00 |
| End | 2026-06-11 00:00:00 | 2026-06-11 00:00:00 | 2026-06-11 00:00:00 | 2026-06-11 00:00:00 |
| Period | 7661 | 7661 | 250 | 7661 |
| Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
| End Value | 970.4875438841017 | 970.4875438841017 | 107.73214924305638 | 970.4875438841017 |
| Total Return [%] | 870.4875438841017 | 870.4875438841017 | 7.732149243056384 | 870.4875438841017 |
| Benchmark Return [%] | 1091.2264591690341 | 1091.2264591690341 | 23.713185778078127 | 1091.2264591690341 |
| 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 | 9.097526724557941 | 47.53227796083144 |
| Max Drawdown Duration | 1008.0 | 1008.0 | 53.0 | 1008.0 |
| Total Trades | 31 | 31.0 | 1 | 31 |
| Total Closed Trades | 31 | 31.0 | 1 | 31 |
| Total Open Trades | 0 | 0.0 | 0 | 0 |
| Open Trade PnL | 0.0 | 0.0 | 0.0 | 0.0 |
| Win Rate [%] | 77.41935483870968 | 77.41935483870968 | 100.0 | 77.41935483870968 |
| Best Trade [%] | 37.33208974138019 | 37.33208974138019 | 7.732149243056384 | 37.33208974138019 |
| Worst Trade [%] | -24.42078790071142 | -24.42078790071142 | 7.732149243056384 | -24.42078790071142 |
| Avg Winning Trade [%] | 12.991576926615156 | 12.991576926615156 | 7.732149243056384 | 12.991576926615156 |
| Avg Losing Trade [%] | -7.9084772063586675 | -7.9084772063586675 | nan | -7.9084772063586675 |
| Avg Winning Trade Duration | 143.0 | 143.0 | 146.0 | 143.0 |
| Avg Losing Trade Duration | 145.85714285714286 | 145.85714285714286 | nan | 145.85714285714286 |
| Profit Factor | 5.497039452507694 | 5.497039452507694 | inf | 5.497039452507694 |
| Expectancy | 28.080243351100055 | 28.080243351100055 | 7.732149243056384 | 28.080243351100055 |