SPX portfolio1
initcash100
portfolio
last
year
portfolio
Start 1996-01-02 00:00:00 1996-01-02 00:00:00 2025-04-28 00:00:00 1996-01-02 00:00:00
End 2026-04-24 00:00:00 2026-04-24 00:00:00 2026-04-24 00:00:00 2026-04-24 00:00:00
Period 7628 7628 250 7628
Start Value 100.0 100.0 100.0 100.0
End Value 580.9242194576436 580.9242194576436 119.41471518237594 580.9242194576436
Total Return [%] 480.92421945764363 480.92421945764363 19.414715182375943 480.92421945764363
Benchmark Return [%] 1054.2989705669036 1054.2989705669036 29.596744291205333 1054.2989705669036
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 5.332158312555537 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 30.99335965154239 30.99335965154239 6.370991415694846 30.99335965154239
Win Rate [%] 23.52941176470588 23.52941176470588 100.0 23.52941176470588
Best Trade [%] 48.3966010504291 48.3966010504291 13.043723766681097 48.3966010504291
Worst Trade [%] -5.284927932800923 -5.284927932800923 13.043723766681097 -5.284927932800923
Avg Winning Trade [%] 13.272390998073162 13.272390998073162 13.043723766681097 13.272390998073162
Avg Losing Trade [%] -1.4134160465280212 -1.4134160465280212 nan -1.4134160465280212
Avg Winning Trade Duration 205.79166666666666 205.79166666666666 214.0 205.79166666666666
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 13.043723766681097 4.411086860844129