| SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
|---|---|---|---|---|
| Start | 1996-01-02 00:00:00 | 1996-01-02 00:00:00 | 2025-06-24 00:00:00 | 1996-01-02 00:00:00 |
| End | 2026-06-22 00:00:00 | 2026-06-22 00:00:00 | 2026-06-22 00:00:00 | 2026-06-22 00:00:00 |
| Period | 7667 | 7667 | 250 | 7667 |
| Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
| End Value | 385.5802321053118 | 385.5802321053118 | 102.10692460014396 | 385.5802321053118 |
| Total Return [%] | 285.5802321053118 | 285.5802321053118 | 2.106924600143955 | 285.5802321053118 |
| Benchmark Return [%] | 1103.8712483688473 | 1103.8712483688473 | 22.66200276419923 | 1103.8712483688473 |
| Max Gross Exposure [%] | 100.0 | 100.0 | 100.0 | 100.0 |
| Total Fees Paid | 0.0 | 0.0 | 0.0 | 0.0 |
| Max Drawdown [%] | 16.80642309676213 | 16.80642309676213 | 1.7763416548742423 | 16.80642309676213 |
| Max Drawdown Duration | 1385.0 | 1385.0 | 4.0 | 1385.0 |
| Total Trades | 96 | 96.0 | 1 | 96 |
| Total Closed Trades | 96 | 96.0 | 1 | 96 |
| Total Open Trades | 0 | 0.0 | 0 | 0 |
| Open Trade PnL | 0.0 | 0.0 | 0.0 | 0.0 |
| Win Rate [%] | 71.875 | 71.875 | 100.0 | 71.875 |
| Best Trade [%] | 13.826980163030672 | 13.826980163030672 | 2.106924600143955 | 13.826980163030672 |
| Worst Trade [%] | -13.013815717904487 | -13.013815717904487 | 2.106924600143955 | -13.013815717904487 |
| Avg Winning Trade [%] | 3.0336645328522405 | 3.0336645328522405 | 2.106924600143955 | 3.0336645328522405 |
| Avg Losing Trade [%] | -2.4749048261928377 | -2.4749048261928377 | nan | -2.4749048261928377 |
| Avg Winning Trade Duration | 4.971014492753623 | 4.971014492753623 | 5.0 | 4.971014492753623 |
| Avg Losing Trade Duration | 4.851851851851852 | 4.851851851851852 | nan | 4.851851851851852 |
| Profit Factor | 3.2369063665207034 | 3.2369063665207034 | inf | 3.2369063665207034 |
| Expectancy | 2.974794084430331 | 2.974794084430331 | 2.106924600143955 | 2.974794084430331 |