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 1439.6952013724779 1439.6952013724779 120.25384031305373 1439.6952013724779
Total Return [%] 1339.6952013724779 1339.6952013724779 20.25384031305373 1339.6952013724779
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 [%] 32.011378977692466 32.011378977692466 6.654953877212871 32.011378977692466
Max Drawdown Duration 936.0 936.0 66.0 936.0
Total Trades 300 300.0 12 300
Total Closed Trades 299 299.0 11 299
Total Open Trades 1 1.0 1 1
Open Trade PnL 2.0560676908555706 2.0560676908555706 0.17173776472498048 2.0560676908555706
Win Rate [%] 76.2541806020067 76.2541806020067 90.9090909090909 76.2541806020067
Best Trade [%] 8.91077431149378 8.91077431149378 2.7870235985904634 8.91077431149378
Worst Trade [%] -18.46994162851181 -18.46994162851181 -1.9019231396939573 -18.46994162851181
Avg Winning Trade [%] 2.171303527299336 2.171303527299336 2.043928426239599 2.171303527299336
Avg Losing Trade [%] -3.005299509486649 -3.005299509486649 -1.9019231396939573 -3.005299509486649
Avg Winning Trade Duration 7.030701754385965 7.030701754385965 4.0 7.030701754385965
Avg Losing Trade Duration 17.309859154929576 17.309859154929576 20.0 17.309859154929576
Profit Factor 2.1707675604918553 2.1707675604918553 9.819924160287083 2.1707675604918553
Expectancy 4.47370947719606 4.47370947719606 1.8256456862117043 4.47370947719606