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