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