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 |