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