| 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 |