SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-08-07 00:00:00 1996-01-02 00:00:00
End 2026-08-05 00:00:00 2026-08-05 00:00:00 2026-08-05 00:00:00 2026-08-05 00:00:00
Period 7698 7698 250 7698
Start Value 100.0 100.0 100.0 100.0
End Value 1508.561050045659 1508.561050045659 121.71377505115565 1508.561050045659
Total Return [%] 1408.561050045659 1408.561050045659 21.71377505115565 1408.561050045659
Benchmark Return [%] 1144.2688447473045 1144.2688447473045 21.82255520504728 1144.2688447473045
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 6.65495387721288 32.011378977692466
Max Drawdown Duration 936.0 936.0 66.0 936.0
Total Trades 302 302.0 13 302
Total Closed Trades 302 302.0 13 302
Total Open Trades 0 0.0 0 0
Open Trade PnL 0.0 0.0 0.0 0.0
Win Rate [%] 76.49006622516556 76.49006622516556 92.3076923076923 76.49006622516556
Best Trade [%] 8.91077431149378 8.91077431149378 2.787023598590464 8.91077431149378
Worst Trade [%] -18.46994162851181 -18.46994162851181 -1.9019231396939438 -18.46994162851181
Avg Winning Trade [%] 2.164152237593476 2.164152237593476 1.816034800555014 2.164152237593476
Avg Losing Trade [%] -3.005299509486649 -3.005299509486649 -1.9019231396939438 -3.005299509486649
Avg Winning Trade Duration 7.017316017316017 7.017316017316017 4.25 7.017316017316017
Avg Losing Trade Duration 17.309859154929576 17.309859154929576 20.0 17.309859154929576
Profit Factor 2.232841909930479 2.232841909930479 10.872850478047615 2.232841909930479
Expectancy 4.664109437237281 4.664109437237281 1.6702903885504348 4.664109437237281