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