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 | 249.67981450170686 | 249.67981450170686 | 105.19204197886721 | 249.67981450170686 |
Total Return [%] | 149.67981450170686 | 149.67981450170686 | 5.192041978867209 | 149.67981450170686 |
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 [%] | 28.281027621481215 | 28.281027621481215 | 2.696022536722799 | 28.281027621481215 |
Max Drawdown Duration | 2891.0 | 2891.0 | 121.0 | 2891.0 |
Total Trades | 102 | 102.0 | 3 | 102 |
Total Closed Trades | 102 | 102.0 | 3 | 102 |
Total Open Trades | 0 | 0.0 | 0 | 0 |
Open Trade PnL | 0.0 | 0.0 | 0.0 | 0.0 |
Win Rate [%] | 25.49019607843137 | 25.49019607843137 | 66.66666666666666 | 25.49019607843137 |
Best Trade [%] | 48.3966010504291 | 48.3966010504291 | 3.7844573904896643 | 48.3966010504291 |
Worst Trade [%] | -5.284927932800929 | -5.284927932800929 | -0.9600230252948779 | -5.284927932800929 |
Avg Winning Trade [%] | 8.516646698884886 | 8.516646698884886 | 3.061595194280633 | 8.516646698884886 |
Avg Losing Trade [%] | -1.4185257228399106 | -1.4185257228399106 | -0.9600230252948779 | -1.4185257228399106 |
Avg Winning Trade Duration | 102.96153846153847 | 102.96153846153847 | 22.0 | 102.96153846153847 |
Avg Losing Trade Duration | 5.4868421052631575 | 5.4868421052631575 | 2.0 | 5.4868421052631575 |
Profit Factor | 1.7798865356295699 | 1.7798865356295699 | 6.211037839584958 | 1.7798865356295699 |
Expectancy | 1.467449161781439 | 1.467449161781439 | 1.7306806596224027 | 1.467449161781439 |