SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-06-13 00:00:00 1996-01-02 00:00:00
End 2026-06-11 00:00:00 2026-06-11 00:00:00 2026-06-11 00:00:00 2026-06-11 00:00:00
Period 7661 7661 250 7661
Start Value 100.0 100.0 100.0 100.0
End Value 599.5087222941897 599.5087222941897 120.49724593656843 599.5087222941897
Total Return [%] 499.50872229418974 499.50872229418974 20.497245936568433 499.50872229418974
Benchmark Return [%] 1091.2264591690341 1091.2264591690341 23.713185778078127 1091.2264591690341
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 5.332158312555535 28.281027621481215
Max Drawdown Duration 1950.0 1950.0 60.0 1950.0
Total Trades 103 103.0 2 103
Total Closed Trades 102 102.0 1 102
Total Open Trades 1 1.0 1 1
Open Trade PnL 49.57786248808861 49.57786248808861 9.964818971065853 49.57786248808861
Win Rate [%] 23.52941176470588 23.52941176470588 100.0 23.52941176470588
Best Trade [%] 48.3966010504291 48.3966010504291 10.53242696550258 48.3966010504291
Worst Trade [%] -5.284927932800923 -5.284927932800923 10.53242696550258 -5.284927932800923
Avg Winning Trade [%] 13.272390998073162 13.272390998073162 10.53242696550258 13.272390998073162
Avg Losing Trade [%] -1.4134160465280212 -1.4134160465280212 nan -1.4134160465280212
Avg Winning Trade Duration 205.79166666666666 205.79166666666666 191.0 205.79166666666666
Avg Losing Trade Duration 6.987179487179487 6.987179487179487 nan 6.987179487179487
Profit Factor 2.78720603394765 2.78720603394765 inf 2.78720603394765
Expectancy 4.411086860844129 4.411086860844129 10.53242696550258 4.411086860844129