SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
---|---|---|---|---|
Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2024-06-06 00:00:00 | 1996-01-02 00:00:00 |
End | 2025-06-05 00:00:00 | 2025-06-05 00:00:00 | 2025-06-05 00:00:00 | 2025-06-05 00:00:00 |
Period | 7406 | 7406 | 250 | 7406 |
Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
End Value | 659.0621225252878 | 659.0621225252878 | 99.41765195215024 | 659.0621225252878 |
Total Return [%] | 559.0621225252878 | 559.0621225252878 | -0.5823480478497629 | 559.0621225252878 |
Benchmark Return [%] | 856.8250285953573 | 856.8250285953573 | 10.953565877570703 | 856.8250285953573 |
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 | 119.0 | 987.0 |
Total Trades | 306 | 306.0 | 7 | 306 |
Total Closed Trades | 306 | 306.0 | 7 | 306 |
Total Open Trades | 0 | 0.0 | 0 | 0 |
Open Trade PnL | 0.0 | 0.0 | 0.0 | 0.0 |
Win Rate [%] | 63.0718954248366 | 63.0718954248366 | 42.857142857142854 | 63.0718954248366 |
Best Trade [%] | 10.789002497290683 | 10.789002497290683 | 2.5117288976774996 | 10.789002497290683 |
Worst Trade [%] | -13.905893707008312 | -13.905893707008312 | -1.9009456862892529 | -13.905893707008312 |
Avg Winning Trade [%] | 2.0506211034846276 | 2.0506211034846276 | 1.2402161751514045 | 2.0506211034846276 |
Avg Losing Trade [%] | -1.740819896752433 | -1.740819896752433 | -1.0586032664609635 | -1.740819896752433 |
Avg Winning Trade Duration | 2.5595854922279795 | 2.5595854922279795 | 1.6666666666666667 | 2.5595854922279795 |
Avg Losing Trade Duration | 3.0707964601769913 | 3.0707964601769913 | 2.75 | 3.0707964601769913 |
Profit Factor | 1.9634160950109303 | 1.9634160950109303 | 0.8619827299037156 | 1.9634160950109303 |
Expectancy | 1.8270004004094356 | 1.8270004004094356 | -0.08319257826425186 | 1.8270004004094356 |