SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-06-13 00:00:00 1996-01-02 00:00:00
End 2026-06-11 00:00:00 2026-06-11 00:00:00 2026-06-11 00:00:00 2026-06-11 00:00:00
Period 7661 7661 250 7661
Start Value 100.0 100.0 100.0 100.0
End Value 1135.7091248751958 1135.7091248751958 117.95851040749389 1135.7091248751958
Total Return [%] 1035.7091248751958 1035.7091248751958 17.95851040749389 1035.7091248751958
Benchmark Return [%] 1091.2264591690341 1091.2264591690341 23.713185778078127 1091.2264591690341
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 9.09752672455793 34.203430965464605
Max Drawdown Duration 937.0 937.0 53.0 937.0
Total Trades 12 12.0 1 12
Total Closed Trades 11 11.0 0 11
Total Open Trades 1 1.0 1 1
Open Trade PnL 172.90523649797854 172.90523649797854 17.95851040749389 172.90523649797854
Win Rate [%] 81.81818181818183 81.81818181818183 nan 81.81818181818183
Best Trade [%] 83.8174407552398 83.8174407552398 nan 83.8174407552398
Worst Trade [%] -3.1775595638381553 -3.1775595638381553 nan -3.1775595638381553
Avg Winning Trade [%] 30.839691650634588 30.839691650634588 nan 30.839691650634588
Avg Losing Trade [%] -2.028250222149411 -2.028250222149411 nan -2.028250222149411
Avg Winning Trade Duration 569.8888888888889 569.8888888888889 nan 569.8888888888889
Avg Losing Trade Duration 218.0 218.0 nan 218.0
Profit Factor 43.378813237095066 43.378813237095066 nan 43.378813237095066
Expectancy 78.43671712520157 78.43671712520157 nan 78.43671712520157