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 |