| SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
|---|---|---|---|---|
| Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2025-04-28 00:00:00 | 1996-01-02 00:00:00 |
| End | 2026-04-24 00:00:00 | 2026-04-24 00:00:00 | 2026-04-24 00:00:00 | 2026-04-24 00:00:00 |
| Period | 7628 | 7628 | 250 | 7628 |
| Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
| End Value | 657.8653324017545 | 657.8653324017545 | 100.05795819216019 | 657.8653324017545 |
| Total Return [%] | 557.8653324017545 | 557.8653324017545 | 0.05795819216018571 | 557.8653324017545 |
| Benchmark Return [%] | 1054.2989705669036 | 1054.2989705669036 | 29.596744291205333 | 1054.2989705669036 |
| 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 | 2.0030243944841497 | 20.10058972877411 |
| Max Drawdown Duration | 1010.0 | 1010.0 | 108.0 | 1010.0 |
| Total Trades | 309 | 309.0 | 4 | 309 |
| Total Closed Trades | 309 | 309.0 | 4 | 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 | 75.0 | 63.10679611650486 |
| Best Trade [%] | 10.789002497290683 | 10.789002497290683 | 1.0399619757961311 | 10.789002497290683 |
| Worst Trade [%] | -13.905893707008312 | -13.905893707008312 | -2.0030243944841497 | -13.905893707008312 |
| Avg Winning Trade [%] | 2.0390774893473274 | 2.0390774893473274 | 0.6967404365627858 | 2.0390774893473274 |
| Avg Losing Trade [%] | -1.7431199362062202 | -1.7431199362062202 | -2.0030243944841497 | -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 | 1.028634051541724 | 1.9398007361902996 |
| Expectancy | 1.8053894252483962 | 1.8053894252483962 | 0.01448954804004643 | 1.8053894252483962 |