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 1036.5635941863538 1036.5635941863538 104.7486870661231 1036.5635941863538
Total Return [%] 936.5635941863537 936.5635941863537 4.748687066123097 936.5635941863537
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 [%] 18.287615471203665 18.287615471203665 5.544446247742366 18.287615471203665
Max Drawdown Duration 653.0 653.0 66.0 653.0
Total Trades 223 223.0 6 223
Total Closed Trades 223 223.0 6 223
Total Open Trades 0 0.0 0 0
Open Trade PnL 0.0 0.0 0.0 0.0
Win Rate [%] 78.47533632286996 78.47533632286996 83.33333333333334 78.47533632286996
Best Trade [%] 10.789002497290694 10.789002497290694 1.9695810779006884 10.789002497290694
Worst Trade [%] -8.728850105273837 -8.728850105273837 -1.5631337461683061 -8.728850105273837
Avg Winning Trade [%] 2.0720244251534856 2.0720244251534856 1.2524064325007667 2.0720244251534856
Avg Losing Trade [%] -2.4914702616200226 -2.4914702616200226 -1.5631337461683061 -2.4914702616200226
Avg Winning Trade Duration 3.8457142857142856 3.8457142857142856 2.8 3.8457142857142856
Avg Losing Trade Duration 11.791666666666666 11.791666666666666 12.0 11.791666666666666
Profit Factor 2.841328283115278 2.841328283115278 3.873322356462267 2.841328283115278
Expectancy 4.199836745230284 4.199836745230284 0.7914478443538495 4.199836745230284