| 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 |