SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-01-13 00:00:00 1996-01-02 00:00:00
End 2026-01-09 00:00:00 2026-01-09 00:00:00 2026-01-09 00:00:00 2026-01-09 00:00:00
Period 7556 7556 250 7556
Start Value 100.0 100.0 100.0 100.0
End Value 579.8801405966021 579.8801405966021 113.57198149186247 579.8801405966021
Total Return [%] 479.8801405966022 479.8801405966022 13.571981491862473 479.8801405966022
Benchmark Return [%] 1022.2721634204804 1022.2721634204804 19.362875285715543 1022.2721634204804
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 10.137350192744517 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 93.40389805779284 93.40389805779284 18.293549026482424 93.40389805779284
Win Rate [%] 22.772277227722775 22.772277227722775 0.0 22.772277227722775
Best Trade [%] 48.3966010504291 48.3966010504291 -0.9600230252948792 48.3966010504291
Worst Trade [%] -5.284927932800923 -5.284927932800923 -3.798006243767375 -5.284927932800923
Avg Winning Trade [%] 13.282333051611946 13.282333051611946 nan 13.282333051611946
Avg Losing Trade [%] -1.4134160465280212 -1.4134160465280212 -2.379014634531127 -1.4134160465280212
Avg Winning Trade Duration 205.43478260869566 205.43478260869566 nan 205.43478260869566
Avg Losing Trade Duration 6.987179487179487 6.987179487179487 20.0 6.987179487179487
Profit Factor 2.5351529186960855 2.5351529186960855 0.0 2.5351529186960855
Expectancy 3.8264974508793013 3.8264974508793013 -2.360783767309975 3.8264974508793013