SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-02-10 00:00:00 1996-01-02 00:00:00
End 2026-02-06 00:00:00 2026-02-06 00:00:00 2026-02-06 00:00:00 2026-02-06 00:00:00
Period 7575 7575 250 7575
Start Value 100.0 100.0 100.0 100.0
End Value 577.0516112843334 577.0516112843334 108.7289949135645 577.0516112843334
Total Return [%] 477.0516112843334 477.0516112843334 8.728994913564506 477.0516112843334
Benchmark Return [%] 1016.7979636879071 1016.7979636879071 14.272950857504508 1016.7979636879071
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 10.137350192744519 28.281027621481215
Max Drawdown Duration 1950.0 1950.0 120.0 1950.0
Total Trades 102 102.0 3 102
Total Closed Trades 101 101.0 2 101
Total Open Trades 1 1.0 1 1
Open Trade PnL 90.57536874552397 90.57536874552397 17.066357003505146 90.57536874552397
Win Rate [%] 22.772277227722775 22.772277227722775 0.0 22.772277227722775
Best Trade [%] 48.3966010504291 48.3966010504291 -0.96002302529488 48.3966010504291
Worst Trade [%] -5.284927932800923 -5.284927932800923 -7.4488497372429086 -5.284927932800923
Avg Winning Trade [%] 13.282333051611946 13.282333051611946 nan 13.282333051611946
Avg Losing Trade [%] -1.4134160465280212 -1.4134160465280212 -4.204436381268895 -1.4134160465280212
Avg Winning Trade Duration 205.43478260869566 205.43478260869566 nan 205.43478260869566
Avg Losing Trade Duration 6.987179487179487 6.987179487179487 10.5 6.987179487179487
Profit Factor 2.5351529186960855 2.5351529186960855 0.0 2.5351529186960855
Expectancy 3.8264974508793013 3.8264974508793013 -4.16868104497032 3.8264974508793013