SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-06-13 00:00:00 1996-01-02 00:00:00
End 2026-06-11 00:00:00 2026-06-11 00:00:00 2026-06-11 00:00:00 2026-06-11 00:00:00
Period 7661 7661 250 7661
Start Value 100.0 100.0 100.0 100.0
End Value 657.8653324017545 657.8653324017545 99.81841011907228 657.8653324017545
Total Return [%] 557.8653324017545 557.8653324017545 -0.18158988092771722 557.8653324017545
Benchmark Return [%] 1091.2264591690341 1091.2264591690341 23.713185778078127 1091.2264591690341
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 2.0030243944841453 20.10058972877411
Max Drawdown Duration 1043.0 1043.0 141.0 1043.0
Total Trades 309 309.0 3 309
Total Closed Trades 309 309.0 3 309
Total Open Trades 0 0.0 0 0
Open Trade PnL 0.0 0.0 0.0 0.0
Win Rate [%] 63.10679611650486 63.10679611650486 66.66666666666666 63.10679611650486
Best Trade [%] 10.789002497290683 10.789002497290683 1.0399619757961347 10.789002497290683
Worst Trade [%] -13.905893707008312 -13.905893707008312 -2.0030243944841453 -13.905893707008312
Avg Winning Trade [%] 2.0390774893473274 2.0390774893473274 0.925118725097876 2.0390774893473274
Avg Losing Trade [%] -1.7431199362062202 -1.7431199362062202 -2.0030243944841453 -1.7431199362062202
Avg Winning Trade Duration 2.5641025641025643 2.5641025641025643 3.0 2.5641025641025643
Avg Losing Trade Duration 3.0701754385964914 3.0701754385964914 3.0 3.0701754385964914
Profit Factor 1.9398007361902996 1.9398007361902996 0.9100708261239802 1.9398007361902996
Expectancy 1.8053894252483962 1.8053894252483962 -0.060529960309239184 1.8053894252483962