| 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 |