SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-08-07 00:00:00 1996-01-02 00:00:00
End 2026-08-05 00:00:00 2026-08-05 00:00:00 2026-08-05 00:00:00 2026-08-05 00:00:00
Period 7698 7698 250 7698
Start Value 100.0 100.0 100.0 100.0
End Value 659.4786270865145 659.4786270865145 99.25892582357889 659.4786270865145
Total Return [%] 559.4786270865145 559.4786270865145 -0.7410741764211082 559.4786270865145
Benchmark Return [%] 1144.2688447473045 1144.2688447473045 21.82255520504728 1144.2688447473045
Max Gross Exposure [%] 100.0 100.0 100.0 100.0
Total Fees Paid 0.0 0.0 0.0 0.0
Max Drawdown [%] 20.10058972877411 20.10058972877411 2.0030243944841573 20.10058972877411
Max Drawdown Duration 1080.0 1080.0 178.0 1080.0
Total Trades 310 310.0 3 310
Total Closed Trades 310 310.0 3 310
Total Open Trades 0 0.0 0 0
Open Trade PnL 0.0 0.0 0.0 0.0
Win Rate [%] 63.2258064516129 63.2258064516129 66.66666666666666 63.2258064516129
Best Trade [%] 10.789002497290683 10.789002497290683 1.039961975796116 10.789002497290683
Worst Trade [%] -13.905893707008312 -13.905893707008312 -2.0030243944841573 -13.905893707008312
Avg Winning Trade [%] 2.029925215180531 2.029925215180531 0.6425968642256837 2.029925215180531
Avg Losing Trade [%] -1.7431199362062202 -1.7431199362062202 -2.0030243944841573 -1.7431199362062202
Avg Winning Trade Duration 2.566326530612245 2.566326530612245 3.0 2.566326530612245
Avg Losing Trade Duration 3.0701754385964914 3.0701754385964914 3.0 3.0701754385964914
Profit Factor 1.9425185525598918 1.9425185525598918 0.6300223909095434 1.9425185525598918
Expectancy 1.8047697647952068 1.8047697647952068 -0.24702472547370286 1.8047697647952068