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