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 1445.1844529137104 1445.1844529137104 122.66200276419934 1445.1844529137104
Total Return [%] 1345.1844529137104 1345.1844529137104 22.662002764199343 1345.1844529137104
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 [%] 33.924959024260595 33.924959024260595 9.09752672455793 33.924959024260595
Max Drawdown Duration 1240.0 1240.0 53.0 1240.0
Total Trades 5 5.0 1 5
Total Closed Trades 4 4.0 0 4
Total Open Trades 1 1.0 1 1
Open Trade PnL 560.0774124129382 560.0774124129382 22.662002764199343 560.0774124129382
Win Rate [%] 100.0 100.0 nan 100.0
Best Trade [%] 106.03805197106635 106.03805197106635 nan 106.03805197106635
Worst Trade [%] 34.1917443929528 34.1917443929528 nan 34.1917443929528
Avg Winning Trade [%] 74.66548335208503 74.66548335208503 nan 74.66548335208503
Avg Losing Trade [%] nan nan nan nan
Avg Winning Trade Duration 1370.5 1370.5 nan 1370.5
Avg Losing Trade Duration nan nan nan nan
Profit Factor inf inf nan inf
Expectancy 196.27676012519305 196.27676012519305 nan 196.27676012519305