| 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 |