SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-04-28 00:00:00 1996-01-02 00:00:00
End 2026-04-24 00:00:00 2026-04-24 00:00:00 2026-04-24 00:00:00 2026-04-24 00:00:00
Period 7628 7628 250 7628
Start Value 100.0 100.0 100.0 100.0
End Value 1100.5026488593603 1100.5026488593603 121.74038512768092 1100.5026488593603
Total Return [%] 1000.5026488593604 1000.5026488593604 21.740385127680923 1000.5026488593604
Benchmark Return [%] 1054.2989705669036 1054.2989705669036 29.596744291205333 1054.2989705669036
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 9.097526724557936 34.203430965464605
Max Drawdown Duration 937.0 937.0 53.0 937.0
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 137.69876048214303 137.69876048214303 15.23258499202639 137.69876048214303
Win Rate [%] 81.81818181818183 81.81818181818183 100.0 81.81818181818183
Best Trade [%] 83.8174407552398 83.8174407552398 6.507800135654533 83.8174407552398
Worst Trade [%] -3.1775595638381553 -3.1775595638381553 6.507800135654533 -3.1775595638381553
Avg Winning Trade [%] 30.839691650634588 30.839691650634588 6.507800135654533 30.839691650634588
Avg Losing Trade [%] -2.028250222149411 -2.028250222149411 nan -2.028250222149411
Avg Winning Trade Duration 569.8888888888889 569.8888888888889 21.0 569.8888888888889
Avg Losing Trade Duration 218.0 218.0 nan 218.0
Profit Factor 43.378813237095066 43.378813237095066 inf 43.378813237095066
Expectancy 78.43671712520157 78.43671712520157 6.507800135654534 78.43671712520157