| 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 |