SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-01-13 00:00:00 1996-01-02 00:00:00
End 2026-01-09 00:00:00 2026-01-09 00:00:00 2026-01-09 00:00:00 2026-01-09 00:00:00
Period 7556 7556 250 7556
Start Value 100.0 100.0 100.0 100.0
End Value 1368.1349413379528 1368.1349413379528 111.40202299071817 1368.1349413379528
Total Return [%] 1268.1349413379528 1268.1349413379528 11.402022990718166 1268.1349413379528
Benchmark Return [%] 1022.2721634204804 1022.2721634204804 19.362875285715543 1022.2721634204804
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 14.364119279205307 32.011378977692466
Max Drawdown Duration 936.0 936.0 126.0 936.0
Total Trades 295 295.0 11 295
Total Closed Trades 295 295.0 11 295
Total Open Trades 0 0.0 0 0
Open Trade PnL 0.0 0.0 0.0 0.0
Win Rate [%] 76.27118644067797 76.27118644067797 81.81818181818183 76.27118644067797
Best Trade [%] 8.91077431149378 8.91077431149378 2.7870235985904688 8.91077431149378
Worst Trade [%] -18.46994162851181 -18.46994162851181 -4.083730103955841 -18.46994162851181
Avg Winning Trade [%] 2.169342492824747 2.169342492824747 2.058581952141073 2.169342492824747
Avg Losing Trade [%] -3.0210620290551162 -3.0210620290551162 -3.693110182726496 -3.0210620290551162
Avg Winning Trade Duration 7.08 7.08 4.333333333333333 7.08
Avg Losing Trade Duration 17.271428571428572 17.271428571428572 16.5 17.271428571428572
Profit Factor 2.1370629715449936 2.1370629715449936 2.530329462160168 2.1370629715449936
Expectancy 4.298762513010008 4.298762513010008 1.0365475446107428 4.298762513010008