SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-08-07 00:00:00 1996-01-02 00:00:00
End 2026-08-05 00:00:00 2026-08-05 00:00:00 2026-08-05 00:00:00 2026-08-05 00:00:00
Period 7698 7698 250 7698
Start Value 100.0 100.0 100.0 100.0
End Value 626.2033717965583 626.2033717965583 118.65576254334015 626.2033717965583
Total Return [%] 526.2033717965583 526.2033717965583 18.655762543340145 526.2033717965583
Benchmark Return [%] 1144.2688447473045 1144.2688447473045 21.82255520504728 1144.2688447473045
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 5.332158312555538 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 76.27251199045702 76.27251199045702 14.452450240501037 76.27251199045702
Win Rate [%] 23.52941176470588 23.52941176470588 100.0 23.52941176470588
Best Trade [%] 48.3966010504291 48.3966010504291 4.203312302839109 48.3966010504291
Worst Trade [%] -5.284927932800923 -5.284927932800923 4.203312302839109 -5.284927932800923
Avg Winning Trade [%] 13.272390998073162 13.272390998073162 4.203312302839109 13.272390998073162
Avg Losing Trade [%] -1.4134160465280212 -1.4134160465280212 nan -1.4134160465280212
Avg Winning Trade Duration 205.79166666666666 205.79166666666666 154.0 205.79166666666666
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 4.203312302839109 4.411086860844129