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 1147.7646012842479 1147.7646012842479 119.21063210689535 1147.7646012842479
Total Return [%] 1047.7646012842479 1047.7646012842479 19.210632106895346 1047.7646012842479
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 [%] 34.203430965464605 34.203430965464605 9.09752672455793 34.203430965464605
Max Drawdown Duration 937.0 937.0 53.0 937.0
Total Trades 12 12.0 1 12
Total Closed Trades 11 11.0 0 11
Total Open Trades 1 1.0 1 1
Open Trade PnL 184.9607129070306 184.9607129070306 19.210632106895346 184.9607129070306
Win Rate [%] 81.81818181818183 81.81818181818183 nan 81.81818181818183
Best Trade [%] 83.8174407552398 83.8174407552398 nan 83.8174407552398
Worst Trade [%] -3.1775595638381553 -3.1775595638381553 nan -3.1775595638381553
Avg Winning Trade [%] 30.839691650634588 30.839691650634588 nan 30.839691650634588
Avg Losing Trade [%] -2.028250222149411 -2.028250222149411 nan -2.028250222149411
Avg Winning Trade Duration 569.8888888888889 569.8888888888889 nan 569.8888888888889
Avg Losing Trade Duration 218.0 218.0 nan 218.0
Profit Factor 43.378813237095066 43.378813237095066 nan 43.378813237095066
Expectancy 78.43671712520157 78.43671712520157 nan 78.43671712520157