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