| SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
|---|---|---|---|---|
| Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2024-12-05 00:00:00 | 1996-01-02 00:00:00 |
| End | 2025-12-04 00:00:00 | 2025-12-04 00:00:00 | 2025-12-04 00:00:00 | 2025-12-04 00:00:00 |
| Period | 7532 | 7532 | 250 | 7532 |
| Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
| End Value | 1355.8070897798164 | 1355.8070897798164 | 112.92882856209002 | 1355.8070897798164 |
| Total Return [%] | 1255.8070897798164 | 1255.8070897798164 | 12.92882856209002 | 1255.8070897798164 |
| Benchmark Return [%] | 1004.6864176050693 | 1004.6864176050693 | 12.87235951283192 | 1004.6864176050693 |
| 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 | 14.364119279205283 | 32.011378977692466 |
| Max Drawdown Duration | 936.0 | 936.0 | 125.0 | 936.0 |
| Total Trades | 294 | 294.0 | 11 | 294 |
| Total Closed Trades | 294 | 294.0 | 11 | 294 |
| Total Open Trades | 0 | 0.0 | 0 | 0 |
| Open Trade PnL | 0.0 | 0.0 | 0.0 | 0.0 |
| Win Rate [%] | 76.19047619047619 | 76.19047619047619 | 81.81818181818183 | 76.19047619047619 |
| Best Trade [%] | 8.91077431149378 | 8.91077431149378 | 2.858913926051059 | 8.91077431149378 |
| Worst Trade [%] | -18.46994162851181 | -18.46994162851181 | -4.0837301039558485 | -18.46994162851181 |
| Avg Winning Trade [%] | 2.174967847920948 | 2.174967847920948 | 2.212315701953675 | 2.174967847920948 |
| Avg Losing Trade [%] | -3.0210620290551162 | -3.0210620290551162 | -3.693110182726506 | -3.0210620290551162 |
| Avg Winning Trade Duration | 7.089285714285714 | 7.089285714285714 | 4.888888888888889 | 7.089285714285714 |
| Avg Losing Trade Duration | 17.271428571428572 | 17.271428571428572 | 16.5 | 17.271428571428572 |
| Profit Factor | 2.126009302831575 | 2.126009302831575 | 2.6963654712146954 | 2.126009302831575 |
| Expectancy | 4.271452686325902 | 4.271452686325902 | 1.175348051099093 | 4.271452686325902 |