| SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
|---|---|---|---|---|
| Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2024-12-05 00:00:00 | 1996-01-02 00:00:00 |
| End | 2025-12-04 00:00:00 | 2025-12-04 00:00:00 | 2025-12-04 00:00:00 | 2025-12-04 00:00:00 |
| Period | 7532 | 7532 | 250 | 7532 |
| Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
| End Value | 570.7935526116914 | 570.7935526116914 | 107.39635330373335 | 570.7935526116914 |
| Total Return [%] | 470.7935526116914 | 470.7935526116914 | 7.396353303733349 | 470.7935526116914 |
| Benchmark Return [%] | 1004.6864176050693 | 1004.6864176050693 | 12.87235951283192 | 1004.6864176050693 |
| 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 | 10.137350192744531 | 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 | 84.31731007288204 | 84.31731007288204 | 15.864530320593872 | 84.31731007288204 |
| Win Rate [%] | 22.772277227722775 | 22.772277227722775 | 0.0 | 22.772277227722775 |
| Best Trade [%] | 48.3966010504291 | 48.3966010504291 | -0.9600230252948686 | 48.3966010504291 |
| Worst Trade [%] | -5.284927932800923 | -5.284927932800923 | -7.580932690930695 | -5.284927932800923 |
| Avg Winning Trade [%] | 13.282333051611946 | 13.282333051611946 | nan | 13.282333051611946 |
| Avg Losing Trade [%] | -1.4134160465280212 | -1.4134160465280212 | -4.270477858112782 | -1.4134160465280212 |
| Avg Winning Trade Duration | 205.43478260869566 | 205.43478260869566 | nan | 205.43478260869566 |
| Avg Losing Trade Duration | 6.987179487179487 | 6.987179487179487 | 32.0 | 6.987179487179487 |
| Profit Factor | 2.5351529186960855 | 2.5351529186960855 | 0.0 | 2.5351529186960855 |
| Expectancy | 3.8264974508793013 | 3.8264974508793013 | -4.234088508430261 | 3.8264974508793013 |