| 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 |