SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2024-09-03 00:00:00 1996-01-02 00:00:00
End 2025-09-02 00:00:00 2025-09-02 00:00:00 2025-09-02 00:00:00 2025-09-02 00:00:00
Period 7466 7466 250 7466
Start Value 100.0 100.0 100.0 100.0
End Value 664.4023412651677 664.4023412651677 100.22320880314247 664.4023412651677
Total Return [%] 564.4023412651677 564.4023412651677 0.2232088031424695 564.4023412651677
Benchmark Return [%] 933.5475971839528 933.5475971839528 16.035833334840465 933.5475971839528
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 4.67247437513904 20.10058972877411
Max Drawdown Duration 987.0 987.0 179.0 987.0
Total Trades 307 307.0 8 307
Total Closed Trades 307 307.0 8 307
Total Open Trades 0 0.0 0 0
Open Trade PnL 0.0 0.0 0.0 0.0
Win Rate [%] 63.19218241042345 63.19218241042345 50.0 63.19218241042345
Best Trade [%] 10.789002497290683 10.789002497290683 2.5117288976774996 10.789002497290683
Worst Trade [%] -13.905893707008312 -13.905893707008312 -1.9009456862892529 -13.905893707008312
Avg Winning Trade [%] 2.0442275693140863 2.0442275693140863 1.1327309999634543 2.0442275693140863
Avg Losing Trade [%] -1.740819896752433 -1.740819896752433 -1.0586032664609635 -1.740819896752433
Avg Winning Trade Duration 2.5618556701030926 2.5618556701030926 2.0 2.5618556701030926
Avg Losing Trade Duration 3.0707964601769913 3.0707964601769913 2.75 3.0707964601769913
Profit Factor 1.9726187443724001 1.9726187443724001 1.0529007863681037 1.9726187443724001
Expectancy 1.8384441083555938 1.8384441083555938 0.027901100392808686 1.8384441083555938