| SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
|---|---|---|---|---|
| Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2025-04-28 00:00:00 | 1996-01-02 00:00:00 |
| End | 2026-04-24 00:00:00 | 2026-04-24 00:00:00 | 2026-04-24 00:00:00 | 2026-04-24 00:00:00 |
| Period | 7628 | 7628 | 250 | 7628 |
| Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
| End Value | 1100.5026488593603 | 1100.5026488593603 | 121.74038512768092 | 1100.5026488593603 |
| Total Return [%] | 1000.5026488593604 | 1000.5026488593604 | 21.740385127680923 | 1000.5026488593604 |
| Benchmark Return [%] | 1054.2989705669036 | 1054.2989705669036 | 29.596744291205333 | 1054.2989705669036 |
| 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 | 9.097526724557936 | 34.203430965464605 |
| Max Drawdown Duration | 937.0 | 937.0 | 53.0 | 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 | 137.69876048214303 | 137.69876048214303 | 15.23258499202639 | 137.69876048214303 |
| Win Rate [%] | 81.81818181818183 | 81.81818181818183 | 100.0 | 81.81818181818183 |
| Best Trade [%] | 83.8174407552398 | 83.8174407552398 | 6.507800135654533 | 83.8174407552398 |
| Worst Trade [%] | -3.1775595638381553 | -3.1775595638381553 | 6.507800135654533 | -3.1775595638381553 |
| Avg Winning Trade [%] | 30.839691650634588 | 30.839691650634588 | 6.507800135654533 | 30.839691650634588 |
| Avg Losing Trade [%] | -2.028250222149411 | -2.028250222149411 | nan | -2.028250222149411 |
| Avg Winning Trade Duration | 569.8888888888889 | 569.8888888888889 | 21.0 | 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 | 6.507800135654534 | 78.43671712520157 |