| 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 | 1470.8457951092187 | 1470.8457951092187 | 120.61107179638648 | 1470.8457951092187 |
| Total Return [%] | 1370.8457951092187 | 1370.8457951092187 | 20.611071796386483 | 1370.8457951092187 |
| 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 [%] | 32.011378977692466 | 32.011378977692466 | 6.654953877212881 | 32.011378977692466 |
| Max Drawdown Duration | 936.0 | 936.0 | 66.0 | 936.0 |
| Total Trades | 300 | 300.0 | 11 | 300 |
| Total Closed Trades | 300 | 300.0 | 11 | 300 |
| Total Open Trades | 0 | 0.0 | 0 | 0 |
| Open Trade PnL | 0.0 | 0.0 | 0.0 | 0.0 |
| Win Rate [%] | 76.33333333333333 | 76.33333333333333 | 90.9090909090909 | 76.33333333333333 |
| Best Trade [%] | 8.91077431149378 | 8.91077431149378 | 2.787023598590469 | 8.91077431149378 |
| Worst Trade [%] | -18.46994162851181 | -18.46994162851181 | -1.9019231396939538 | -18.46994162851181 |
| Avg Winning Trade [%] | 2.1719083374776855 | 2.1719083374776855 | 2.0887988845188357 | 2.1719083374776855 |
| Avg Losing Trade [%] | -3.005299509486649 | -3.005299509486649 | -1.9019231396939538 | -3.005299509486649 |
| Avg Winning Trade Duration | 7.026200873362446 | 7.026200873362446 | 4.3 | 7.026200873362446 |
| Avg Losing Trade Duration | 17.309859154929576 | 17.309859154929576 | 20.0 | 17.309859154929576 |
| Profit Factor | 2.199831663815943 | 2.199831663815943 | 10.220715244822236 | 2.199831663815943 |
| Expectancy | 4.569485983697392 | 4.569485983697392 | 1.8737337996714982 | 4.569485983697392 |