| 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 | 1405.9939873060298 | 1405.9939873060298 | 120.1329838238506 | 1405.9939873060298 |
| Total Return [%] | 1305.9939873060298 | 1305.9939873060298 | 20.132983823850594 | 1305.9939873060298 |
| 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 [%] | 32.011378977692466 | 32.011378977692466 | 6.654953877212878 | 32.011378977692466 |
| Max Drawdown Duration | 936.0 | 936.0 | 33.0 | 936.0 |
| Total Trades | 298 | 298.0 | 11 | 298 |
| Total Closed Trades | 298 | 298.0 | 11 | 298 |
| Total Open Trades | 0 | 0.0 | 0 | 0 |
| Open Trade PnL | 0.0 | 0.0 | 0.0 | 0.0 |
| Win Rate [%] | 76.1744966442953 | 76.1744966442953 | 90.9090909090909 | 76.1744966442953 |
| Best Trade [%] | 8.91077431149378 | 8.91077431149378 | 2.7870235985904674 | 8.91077431149378 |
| Worst Trade [%] | -18.46994162851181 | -18.46994162851181 | -1.9019231396939569 | -18.46994162851181 |
| Avg Winning Trade [%] | 2.170953625333768 | 2.170953625333768 | 2.048261001635788 | 2.170953625333768 |
| Avg Losing Trade [%] | -3.005299509486649 | -3.005299509486649 | -1.9019231396939569 | -3.005299509486649 |
| Avg Winning Trade Duration | 7.044052863436123 | 7.044052863436123 | 4.1 | 7.044052863436123 |
| Avg Losing Trade Duration | 17.309859154929576 | 17.309859154929576 | 20.0 | 17.309859154929576 |
| Profit Factor | 2.14307017194313 | 2.14307017194313 | 9.643973199120161 | 2.14307017194313 |
| Expectancy | 4.382530158745064 | 4.382530158745064 | 1.8302712567136903 | 4.382530158745064 |