| SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
|---|---|---|---|---|
| Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2025-06-13 00:00:00 | 1996-01-02 00:00:00 |
| End | 2026-06-11 00:00:00 | 2026-06-11 00:00:00 | 2026-06-11 00:00:00 | 2026-06-11 00:00:00 |
| Period | 7661 | 7661 | 250 | 7661 |
| Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
| End Value | 1439.6952013724779 | 1439.6952013724779 | 120.25384031305373 | 1439.6952013724779 |
| Total Return [%] | 1339.6952013724779 | 1339.6952013724779 | 20.25384031305373 | 1339.6952013724779 |
| Benchmark Return [%] | 1091.2264591690341 | 1091.2264591690341 | 23.713185778078127 | 1091.2264591690341 |
| 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 | 6.654953877212871 | 32.011378977692466 |
| Max Drawdown Duration | 936.0 | 936.0 | 66.0 | 936.0 |
| Total Trades | 300 | 300.0 | 12 | 300 |
| Total Closed Trades | 299 | 299.0 | 11 | 299 |
| Total Open Trades | 1 | 1.0 | 1 | 1 |
| Open Trade PnL | 2.0560676908555706 | 2.0560676908555706 | 0.17173776472498048 | 2.0560676908555706 |
| Win Rate [%] | 76.2541806020067 | 76.2541806020067 | 90.9090909090909 | 76.2541806020067 |
| Best Trade [%] | 8.91077431149378 | 8.91077431149378 | 2.7870235985904634 | 8.91077431149378 |
| Worst Trade [%] | -18.46994162851181 | -18.46994162851181 | -1.9019231396939573 | -18.46994162851181 |
| Avg Winning Trade [%] | 2.171303527299336 | 2.171303527299336 | 2.043928426239599 | 2.171303527299336 |
| Avg Losing Trade [%] | -3.005299509486649 | -3.005299509486649 | -1.9019231396939573 | -3.005299509486649 |
| Avg Winning Trade Duration | 7.030701754385965 | 7.030701754385965 | 4.0 | 7.030701754385965 |
| Avg Losing Trade Duration | 17.309859154929576 | 17.309859154929576 | 20.0 | 17.309859154929576 |
| Profit Factor | 2.1707675604918553 | 2.1707675604918553 | 9.819924160287083 | 2.1707675604918553 |
| Expectancy | 4.47370947719606 | 4.47370947719606 | 1.8256456862117043 | 4.47370947719606 |