| SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
|---|---|---|---|---|
| Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2025-01-13 00:00:00 | 1996-01-02 00:00:00 |
| End | 2026-01-09 00:00:00 | 2026-01-09 00:00:00 | 2026-01-09 00:00:00 | 2026-01-09 00:00:00 |
| Period | 7556 | 7556 | 250 | 7556 |
| Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
| End Value | 1069.9684571136656 | 1069.9684571136656 | 112.12690941200233 | 1069.9684571136656 |
| Total Return [%] | 969.9684571136655 | 969.9684571136655 | 12.126909412002334 | 969.9684571136655 |
| Benchmark Return [%] | 1022.2721634204804 | 1022.2721634204804 | 19.362875285715543 | 1022.2721634204804 |
| 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 | 18.90220779115092 | 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 | 107.16456873644836 | 107.16456873644836 | 11.230267407417188 | 107.16456873644836 |
| Win Rate [%] | 81.81818181818183 | 81.81818181818183 | 100.0 | 81.81818181818183 |
| Best Trade [%] | 83.8174407552398 | 83.8174407552398 | 0.8966420045851464 | 83.8174407552398 |
| Worst Trade [%] | -3.1775595638381553 | -3.1775595638381553 | 0.8966420045851464 | -3.1775595638381553 |
| Avg Winning Trade [%] | 30.839691650634588 | 30.839691650634588 | 0.8966420045851464 | 30.839691650634588 |
| Avg Losing Trade [%] | -2.028250222149411 | -2.028250222149411 | nan | -2.028250222149411 |
| Avg Winning Trade Duration | 569.8888888888889 | 569.8888888888889 | 93.0 | 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 | 0.8966420045851464 | 78.43671712520157 |