SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2024-12-05 00:00:00 1996-01-02 00:00:00
End 2025-12-04 00:00:00 2025-12-04 00:00:00 2025-12-04 00:00:00 2025-12-04 00:00:00
Period 7532 7532 250 7532
Start Value 100.0 100.0 100.0 100.0
End Value 1355.8070897798164 1355.8070897798164 112.92882856209002 1355.8070897798164
Total Return [%] 1255.8070897798164 1255.8070897798164 12.92882856209002 1255.8070897798164
Benchmark Return [%] 1004.6864176050693 1004.6864176050693 12.87235951283192 1004.6864176050693
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 14.364119279205283 32.011378977692466
Max Drawdown Duration 936.0 936.0 125.0 936.0
Total Trades 294 294.0 11 294
Total Closed Trades 294 294.0 11 294
Total Open Trades 0 0.0 0 0
Open Trade PnL 0.0 0.0 0.0 0.0
Win Rate [%] 76.19047619047619 76.19047619047619 81.81818181818183 76.19047619047619
Best Trade [%] 8.91077431149378 8.91077431149378 2.858913926051059 8.91077431149378
Worst Trade [%] -18.46994162851181 -18.46994162851181 -4.0837301039558485 -18.46994162851181
Avg Winning Trade [%] 2.174967847920948 2.174967847920948 2.212315701953675 2.174967847920948
Avg Losing Trade [%] -3.0210620290551162 -3.0210620290551162 -3.693110182726506 -3.0210620290551162
Avg Winning Trade Duration 7.089285714285714 7.089285714285714 4.888888888888889 7.089285714285714
Avg Losing Trade Duration 17.271428571428572 17.271428571428572 16.5 17.271428571428572
Profit Factor 2.126009302831575 2.126009302831575 2.6963654712146954 2.126009302831575
Expectancy 4.271452686325902 4.271452686325902 1.175348051099093 4.271452686325902