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