| 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 |