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 1053.2022983060199 1053.2022983060199 106.02985894835274 1053.2022983060199
Total Return [%] 953.2022983060198 953.2022983060198 6.029858948352739 953.2022983060198
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 [%] 34.203430965464605 34.203430965464605 18.902207791150925 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 90.39840992880261 90.39840992880261 9.100749845801502 90.39840992880261
Win Rate [%] 81.81818181818183 81.81818181818183 0.0 81.81818181818183
Best Trade [%] 83.8174407552398 83.8174407552398 -3.0708908974487628 83.8174407552398
Worst Trade [%] -3.1775595638381553 -3.1775595638381553 -3.0708908974487628 -3.1775595638381553
Avg Winning Trade [%] 30.839691650634588 30.839691650634588 nan 30.839691650634588
Avg Losing Trade [%] -2.028250222149411 -2.028250222149411 -3.0708908974487628 -2.028250222149411
Avg Winning Trade Duration 569.8888888888889 569.8888888888889 nan 569.8888888888889
Avg Losing Trade Duration 218.0 218.0 117.0 218.0
Profit Factor 43.378813237095066 43.378813237095066 0.0 43.378813237095066
Expectancy 78.43671712520157 78.43671712520157 -3.0708908974487628 78.43671712520157