| 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 | 651.0942002921026 | 651.0942002921026 | 97.27319866704174 | 651.0942002921026 |
| Total Return [%] | 551.0942002921026 | 551.0942002921026 | -2.72680133295826 | 551.0942002921026 |
| 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 [%] | 20.10058972877411 | 20.10058972877411 | 4.6724743751390445 | 20.10058972877411 |
| Max Drawdown Duration | 987.0 | 987.0 | 245.0 | 987.0 |
| Total Trades | 308 | 308.0 | 8 | 308 |
| Total Closed Trades | 308 | 308.0 | 8 | 308 |
| Total Open Trades | 0 | 0.0 | 0 | 0 |
| Open Trade PnL | 0.0 | 0.0 | 0.0 | 0.0 |
| Win Rate [%] | 62.98701298701299 | 62.98701298701299 | 37.5 | 62.98701298701299 |
| Best Trade [%] | 10.789002497290683 | 10.789002497290683 | 2.511728897677494 | 10.789002497290683 |
| Worst Trade [%] | -13.905893707008312 | -13.905893707008312 | -2.0030243944841457 | -13.905893707008312 |
| Avg Winning Trade [%] | 2.0442275693140863 | 2.0442275693140863 | 1.1873294105232413 | 2.0442275693140863 |
| Avg Losing Trade [%] | -1.7431199362062202 | -1.7431199362062202 | -1.2474874920655983 | -1.7431199362062202 |
| Avg Winning Trade Duration | 2.5618556701030926 | 2.5618556701030926 | 2.3333333333333335 | 2.5618556701030926 |
| Avg Losing Trade Duration | 3.0701754385964914 | 3.0701754385964914 | 2.8 | 3.0701754385964914 |
| Profit Factor | 1.9283938346104934 | 1.9283938346104934 | 0.5578488764107056 | 1.9283938346104934 |
| Expectancy | 1.789266884065268 | 1.789266884065268 | -0.3408501666197825 | 1.789266884065268 |