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