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