SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2024-04-19 00:00:00 1996-01-02 00:00:00
End 2025-04-17 00:00:00 2025-04-17 00:00:00 2025-04-17 00:00:00 2025-04-17 00:00:00
Period 7373 7373 250 7373
Start Value 100.0 100.0 100.0 100.0
End Value 641.3746733932053 641.3746733932053 96.74955041568653 641.3746733932053
Total Return [%] 541.3746733932053 541.3746733932053 -3.2504495843134724 541.3746733932053
Benchmark Return [%] 751.0463486539988 751.0463486539988 6.351024615328815 751.0463486539988
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 86.0 987.0
Total Trades 304 304.0 5 304
Total Closed Trades 304 304.0 5 304
Total Open Trades 0 0.0 0 0
Open Trade PnL 0.0 0.0 0.0 0.0
Win Rate [%] 62.82894736842105 62.82894736842105 20.0 62.82894736842105
Best Trade [%] 10.789002497290683 10.789002497290683 0.9689357682840836 10.789002497290683
Worst Trade [%] -13.905893707008312 -13.905893707008312 -1.9009456862892529 -13.905893707008312
Avg Winning Trade [%] 2.0576867026982355 2.0576867026982355 0.9689357682840836 2.0576867026982355
Avg Losing Trade [%] -1.740819896752433 -1.740819896752433 -1.0586032664609635 -1.740819896752433
Avg Winning Trade Duration 2.5654450261780104 2.5654450261780104 1.0 2.5654450261780104
Avg Losing Trade Duration 3.0707964601769913 3.0707964601769913 2.75 3.0707964601769913
Profit Factor 1.932935809391572 1.932935809391572 0.22963907946629794 1.932935809391572
Expectancy 1.780837741425016 1.780837741425016 -0.6500899168626944 1.780837741425016