SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-01-13 00:00:00 1996-01-02 00:00:00
End 2026-01-09 00:00:00 2026-01-09 00:00:00 2026-01-09 00:00:00 2026-01-09 00:00:00
Period 7556 7556 250 7556
Start Value 100.0 100.0 100.0 100.0
End Value 651.0942002921026 651.0942002921026 97.93541396487669 651.0942002921026
Total Return [%] 551.0942002921026 551.0942002921026 -2.0645860351233125 551.0942002921026
Benchmark Return [%] 1022.2721634204804 1022.2721634204804 19.362875285715543 1022.2721634204804
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 3.526564793280329 20.10058972877411
Max Drawdown Duration 987.0 987.0 216.0 987.0
Total Trades 308 308.0 6 308
Total Closed Trades 308 308.0 6 308
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 50.0 62.98701298701299
Best Trade [%] 10.789002497290683 10.789002497290683 2.511728897677498 10.789002497290683
Worst Trade [%] -13.905893707008312 -13.905893707008312 -2.0030243944841453 -13.905893707008312
Avg Winning Trade [%] 2.0442275693140863 2.0442275693140863 1.1873294105232464 2.0442275693140863
Avg Losing Trade [%] -1.7431199362062202 -1.7431199362062202 -1.8536967133492905 -1.7431199362062202
Avg Winning Trade Duration 2.5618556701030926 2.5618556701030926 2.3333333333333335 2.5618556701030926
Avg Losing Trade Duration 3.0701754385964914 3.0701754385964914 3.0 3.0701754385964914
Profit Factor 1.9283938346104934 1.9283938346104934 0.6265444170118515 1.9283938346104934
Expectancy 1.789266884065268 1.789266884065268 -0.3440976725205521 1.789266884065268