| SPX | portfolio1 initcash100 |
portfolio last year |
portfolio | |
|---|---|---|---|---|
| Start | 1998-12-02 00:00:00 | 1998-12-02 00:00:00 | 2025-06-23 00:00:00 | 1998-12-02 00:00:00 |
| End | 2026-06-18 00:00:00 | 2026-06-18 00:00:00 | 2026-06-18 00:00:00 | 2026-06-18 00:00:00 |
| Period | 6928 | 6928 | 250 | 6928 |
| Start Value | 100.0 | 100.0 | 100.0 | 100.0 |
| End Value | 1138.4456714950907 | 1138.4456714950907 | 118.49369820251061 | 1138.4456714950907 |
| Total Return [%] | 1038.4456714950907 | 1038.4456714950907 | 18.493698202510615 | 1038.4456714950907 |
| Benchmark Return [%] | 540.3910352187838 | 540.3910352187838 | 24.48744184811393 | 540.3910352187838 |
| Max Gross Exposure [%] | 100.0 | 100.0 | 100.0 | 100.0 |
| Total Fees Paid | 0.0 | 0.0 | 0.0 | 0.0 |
| Max Drawdown [%] | 33.92495902426058 | 33.92495902426058 | 9.097526724557934 | 33.92495902426058 |
| Max Drawdown Duration | 548.0 | 548.0 | 53.0 | 548.0 |
| Total Trades | 51 | 51.0 | 1 | 51 |
| Total Closed Trades | 50 | 50.0 | 0 | 50 |
| Total Open Trades | 1 | 1.0 | 1 | 1 |
| Open Trade PnL | 177.6809314585023 | 177.6809314585023 | 18.493698202510615 | 177.6809314585023 |
| Win Rate [%] | 66.0 | 66.0 | nan | 66.0 |
| Best Trade [%] | 45.87008821170809 | 45.87008821170809 | nan | 45.87008821170809 |
| Worst Trade [%] | -12.3818634646786 | -12.3818634646786 | nan | -12.3818634646786 |
| Avg Winning Trade [%] | 9.468870921170094 | 9.468870921170094 | nan | 9.468870921170094 |
| Avg Losing Trade [%] | -3.303082875528322 | -3.303082875528322 | nan | -3.303082875528322 |
| Avg Winning Trade Duration | 88.75757575757575 | 88.75757575757575 | nan | 88.75757575757575 |
| Avg Losing Trade Duration | 56.705882352941174 | 56.705882352941174 | nan | 56.705882352941174 |
| Profit Factor | 6.309259640415663 | 6.309259640415663 | nan | 6.309259640415663 |
| Expectancy | 17.21529480073177 | 17.21529480073177 | nan | 17.21529480073177 |