SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
---|---|---|---|---|
Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2024-09-03 00:00:00 | 1996-01-02 00:00:00 |
End | 2025-09-02 00:00:00 | 2025-09-02 00:00:00 | 2025-09-02 00:00:00 | 2025-09-02 00:00:00 |
Period | 7466 | 7466 | 250 | 7466 |
Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
End Value | 1253.3968730143079 | 1253.3968730143079 | 111.68754620988653 | 1253.3968730143079 |
Total Return [%] | 1153.3968730143079 | 1153.3968730143079 | 11.687546209886534 | 1153.3968730143079 |
Benchmark Return [%] | 933.5475971839528 | 933.5475971839528 | 16.035833334840465 | 933.5475971839528 |
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 | 14.364119279205287 | 32.011378977692466 |
Max Drawdown Duration | 936.0 | 936.0 | 125.0 | 936.0 |
Total Trades | 291 | 291.0 | 10 | 291 |
Total Closed Trades | 291 | 291.0 | 10 | 291 |
Total Open Trades | 0 | 0.0 | 0 | 0 |
Open Trade PnL | 0.0 | 0.0 | 0.0 | 0.0 |
Win Rate [%] | 75.94501718213058 | 75.94501718213058 | 80.0 | 75.94501718213058 |
Best Trade [%] | 8.91077431149378 | 8.91077431149378 | 3.918884575274515 | 8.91077431149378 |
Worst Trade [%] | -18.469941628511815 | -18.469941628511815 | -4.083730103955844 | -18.469941628511815 |
Avg Winning Trade [%] | 2.1685626613795357 | 2.1685626613795357 | 2.35229030726138 | 2.1685626613795357 |
Avg Losing Trade [%] | -3.0210620290551162 | -3.0210620290551162 | -3.693110182726501 | -3.0210620290551162 |
Avg Winning Trade Duration | 7.099547511312217 | 7.099547511312217 | 5.0 | 7.099547511312217 |
Avg Losing Trade Duration | 17.271428571428572 | 17.271428571428572 | 16.5 | 17.271428571428572 |
Profit Factor | 2.0417905394405573 | 2.0417905394405573 | 2.4502034419299936 | 2.0417905394405573 |
Expectancy | 3.9635631375062137 | 3.9635631375062137 | 1.1687546209886537 | 3.9635631375062137 |