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