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 605.8724672886951 605.8724672886951 119.47338855749389 605.8724672886951
Total Return [%] 505.8724672886952 505.8724672886952 19.47338855749389 505.8724672886952
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 [%] 28.281027621481215 28.281027621481215 5.332158312555535 28.281027621481215
Max Drawdown Duration 1950.0 1950.0 60.0 1950.0
Total Trades 103 103.0 2 103
Total Closed Trades 102 102.0 1 102
Total Open Trades 1 1.0 1 1
Open Trade PnL 55.94160748259401 55.94160748259401 11.031254543068854 55.94160748259401
Win Rate [%] 23.52941176470588 23.52941176470588 100.0 23.52941176470588
Best Trade [%] 48.3966010504291 48.3966010504291 8.442134014425037 48.3966010504291
Worst Trade [%] -5.284927932800923 -5.284927932800923 8.442134014425037 -5.284927932800923
Avg Winning Trade [%] 13.272390998073162 13.272390998073162 8.442134014425037 13.272390998073162
Avg Losing Trade [%] -1.4134160465280212 -1.4134160465280212 nan -1.4134160465280212
Avg Winning Trade Duration 205.79166666666666 205.79166666666666 185.0 205.79166666666666
Avg Losing Trade Duration 6.987179487179487 6.987179487179487 nan 6.987179487179487
Profit Factor 2.78720603394765 2.78720603394765 inf 2.78720603394765
Expectancy 4.411086860844129 4.411086860844129 8.442134014425037 4.411086860844129