SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-02-10 00:00:00 1996-01-02 00:00:00
End 2026-02-06 00:00:00 2026-02-06 00:00:00 2026-02-06 00:00:00 2026-02-06 00:00:00
Period 7575 7575 250 7575
Start Value 100.0 100.0 100.0 100.0
End Value 1064.7493834943564 1064.7493834943564 107.34554423535207 1064.7493834943564
Total Return [%] 964.7493834943564 964.7493834943564 7.345544235352065 964.7493834943564
Benchmark Return [%] 1016.7979636879071 1016.7979636879071 14.272950857504508 1016.7979636879071
Max Gross Exposure [%] 100.0 100.0 100.0 100.0
Total Fees Paid 0.0 0.0 0.0 0.0
Max Drawdown [%] 34.203430965464605 34.203430965464605 18.902207791150914 34.203430965464605
Max Drawdown Duration 937.0 937.0 140.0 937.0
Total Trades 12 12.0 2 12
Total Closed Trades 11 11.0 1 11
Total Open Trades 1 1.0 1 1
Open Trade PnL 101.9454951171391 101.9454951171391 10.277906543394337 101.9454951171391
Win Rate [%] 81.81818181818183 81.81818181818183 0.0 81.81818181818183
Best Trade [%] 83.8174407552398 83.8174407552398 -2.932362308042272 83.8174407552398
Worst Trade [%] -3.1775595638381553 -3.1775595638381553 -2.932362308042272 -3.1775595638381553
Avg Winning Trade [%] 30.839691650634588 30.839691650634588 nan 30.839691650634588
Avg Losing Trade [%] -2.028250222149411 -2.028250222149411 -2.932362308042272 -2.028250222149411
Avg Winning Trade Duration 569.8888888888889 569.8888888888889 nan 569.8888888888889
Avg Losing Trade Duration 218.0 218.0 74.0 218.0
Profit Factor 43.378813237095066 43.378813237095066 0.0 43.378813237095066
Expectancy 78.43671712520157 78.43671712520157 -2.932362308042272 78.43671712520157