SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
---|---|---|---|---|
Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2024-09-03 00:00:00 | 1996-01-02 00:00:00 |
End | 2025-09-02 00:00:00 | 2025-09-02 00:00:00 | 2025-09-02 00:00:00 | 2025-09-02 00:00:00 |
Period | 7466 | 7466 | 250 | 7466 |
Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
End Value | 558.2776842353993 | 558.2776842353993 | 109.00155799479869 | 558.2776842353993 |
Total Return [%] | 458.27768423539925 | 458.27768423539925 | 9.001557994798688 | 458.27768423539925 |
Benchmark Return [%] | 933.5475971839528 | 933.5475971839528 | 16.035833334840465 | 933.5475971839528 |
Max Gross Exposure [%] | 100.0 | 100.0 | 100.0 | 100.0 |
Total Fees Paid | 0.0 | 0.0 | 0.0 | 0.0 |
Max Drawdown [%] | 33.924959024260595 | 33.924959024260595 | 18.90220779115093 | 33.924959024260595 |
Max Drawdown Duration | 2062.0 | 2062.0 | 134.0 | 2062.0 |
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 | 12.79013988361362 | 12.79013988361362 | 2.4972253300697105 | 12.79013988361362 |
Win Rate [%] | 81.81818181818183 | 81.81818181818183 | 100.0 | 81.81818181818183 |
Best Trade [%] | 83.8174407552398 | 83.8174407552398 | 6.504332664728979 | 83.8174407552398 |
Worst Trade [%] | -3.1775595638381393 | -3.1775595638381393 | 6.504332664728979 | -3.1775595638381393 |
Avg Winning Trade [%] | 23.4079146744347 | 23.4079146744347 | 6.504332664728979 | 23.4079146744347 |
Avg Losing Trade [%] | -2.028250222149403 | -2.028250222149403 | nan | -2.028250222149403 |
Avg Winning Trade Duration | 334.3333333333333 | 334.3333333333333 | 183.0 | 334.3333333333333 |
Avg Losing Trade Duration | 218.0 | 218.0 | nan | 218.0 |
Profit Factor | 37.00720374684283 | 37.00720374684283 | inf | 37.00720374684283 |
Expectancy | 40.49886766834416 | 40.49886766834416 | 6.504332664728977 | 40.49886766834416 |