Base Strategy Results
Performance Summary
| Value | |
|---|---|
| Start | 2025-01-02 00:00:00 |
| End | 2025-12-31 00:00:00 |
| Duration | 363 days 00:00:00 |
| Exposure Time [%] | 58.197 |
| Equity Final [$] | 1,367,307.111 |
| Equity Peak [$] | 1,402,786.827 |
| Commissions [$] | 15,464.469 |
| Return [%] | 36.731 |
| Buy & Hold Return [%] | 32.162 |
| Return (Ann.) [%] | 38.140 |
| Volatility (Ann.) [%] | 20.570 |
| CAGR [%] | 24.257 |
| Sharpe Ratio | 1.854 |
| Sortino Ratio | 4.184 |
| Calmar Ratio | 6.096 |
| Alpha [%] | 24.610 |
| Beta | 0.377 |
| Max. Drawdown [%] | -6.257 |
| Avg. Drawdown [%] | -1.519 |
| Max. Drawdown Duration | 60 days 00:00:00 |
| Avg. Drawdown Duration | 15 days 00:00:00 |
| # Trades | 22 |
| Win Rate [%] | 50.000 |
| Best Trade [%] | 7.117 |
| Worst Trade [%] | -1.529 |
| Avg. Trade [%] | 1.437 |
| Max. Trade Duration | 40 days 00:00:00 |
| Avg. Trade Duration | 8 days 00:00:00 |
| Profit Factor | 4.803 |
| Expectancy [%] | 1.477 |
| SQN | 2.303 |
| Kelly Criterion | 0.390 |
Equity Curve & Drawdown
Trades
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | SL | TP | PnL | Commissions | ReturnPct | EntryTime | ExitTime | Duration | Tag | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 140 | 2 | 7 | 7,106.750 | 7,043.240 | None | None | -9,485.700 | 594.300 | -0.010 | 2025-01-03 | 2025-01-10 | 7 days | None |
| 1 | 140 | 8 | 9 | 7,050.710 | 7,399.370 | None | None | 48,205.497 | 606.903 | 0.049 | 2025-01-13 | 2025-01-14 | 1 days | None |
| 2 | 134 | 20 | 37 | 7,718.150 | 8,067.810 | None | None | 46,219.844 | 634.596 | 0.045 | 2025-02-06 | 2025-03-03 | 25 days | None |
| 3 | 128 | 40 | 41 | 8,422.930 | 8,377.990 | None | None | -6,397.475 | 645.155 | -0.006 | 2025-03-06 | 2025-03-07 | 1 days | None |
| 4 | 127 | 46 | 47 | 8,462.700 | 8,505.120 | None | None | 4,740.866 | 646.474 | 0.004 | 2025-03-14 | 2025-03-17 | 3 days | None |
| 5 | 154 | 62 | 65 | 7,002.370 | 7,468.940 | None | None | 71,183.205 | 668.575 | 0.066 | 2025-04-08 | 2025-04-11 | 3 days | None |
| 6 | 145 | 79 | 80 | 7,908.130 | 7,928.150 | None | None | 2,214.022 | 688.878 | 0.002 | 2025-05-06 | 2025-05-07 | 1 days | None |
| 7 | 144 | 83 | 84 | 8,011.850 | 7,986.130 | None | None | -4,394.793 | 691.113 | -0.004 | 2025-05-12 | 2025-05-13 | 1 days | None |
| 8 | 144 | 96 | 97 | 7,971.660 | 7,866.890 | None | None | -15,771.105 | 684.225 | -0.014 | 2025-05-29 | 2025-05-30 | 1 days | None |
| 9 | 140 | 100 | 101 | 8,062.720 | 8,047.500 | None | None | -2,807.429 | 676.629 | -0.002 | 2025-06-05 | 2025-06-06 | 1 days | None |
| 10 | 138 | 102 | 107 | 8,156.060 | 8,062.630 | None | None | -13,564.794 | 671.454 | -0.012 | 2025-06-09 | 2025-06-16 | 7 days | None |
| 11 | 141 | 110 | 122 | 7,907.160 | 8,299.690 | None | None | 54,661.180 | 685.550 | 0.049 | 2025-06-19 | 2025-07-07 | 18 days | None |
| 12 | 139 | 123 | 143 | 8,407.130 | 8,962.940 | None | None | 76,533.258 | 724.332 | 0.065 | 2025-07-08 | 2025-08-05 | 28 days | None |
| 13 | 138 | 144 | 172 | 9,060.730 | 9,711.180 | None | None | 88,984.943 | 777.157 | 0.071 | 2025-08-06 | 2025-09-15 | 40 days | None |
| 14 | 136 | 175 | 176 | 9,794.330 | 9,722.160 | None | None | -10,611.393 | 796.273 | -0.008 | 2025-09-18 | 2025-09-19 | 1 days | None |
| 15 | 134 | 184 | 185 | 9,860.240 | 9,744.300 | None | None | -16,324.063 | 788.103 | -0.012 | 2025-10-09 | 2025-10-10 | 1 days | None |
| 16 | 137 | 187 | 188 | 9,529.450 | 9,685.480 | None | None | 20,586.376 | 789.734 | 0.016 | 2025-10-14 | 2025-10-15 | 1 days | None |
| 17 | 142 | 191 | 197 | 9,390.440 | 9,719.020 | None | None | 45,844.297 | 814.063 | 0.034 | 2025-10-20 | 2025-10-28 | 8 days | None |
| 18 | 142 | 202 | 208 | 9,662.690 | 9,751.990 | None | None | 11,853.535 | 827.065 | 0.009 | 2025-11-04 | 2025-11-12 | 8 days | None |
| 19 | 145 | 213 | 218 | 9,593.950 | 9,452.960 | None | None | -21,272.091 | 828.541 | -0.015 | 2025-11-19 | 2025-11-26 | 7 days | None |
| 20 | 140 | 226 | 228 | 9,724.130 | 9,709.590 | None | None | -2,851.816 | 816.216 | -0.002 | 2025-12-08 | 2025-12-10 | 2 days | None |
| 21 | 137 | 242 | 243 | 9,954.610 | 9,955.850 | None | None | -239.254 | 409.134 | -0.000 | 2025-12-30 | 2025-12-31 | 1 days | None |
交易分布分析
交易回报率分布
交易持续时间分布
不同持仓天数的平均收益率
Equity Curve Data
| Equity | DrawdownPct | DrawdownDuration | |
|---|---|---|---|
| 2024-12-31 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-02 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-03 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-06 | 995,243.917 | 0.005 | NaT |
| 2025-01-07 | 1,015,769.317 | 0.000 | 4 days |
| 2025-01-08 | 1,013,912.917 | 0.002 | NaT |
| 2025-01-09 | 1,017,132.917 | 0.000 | 2 days |
| 2025-01-10 | 990,810.117 | 0.026 | NaT |
| 2025-01-13 | 990,514.300 | 0.026 | NaT |
| 2025-01-14 | 1,039,030.571 | 0.000 | 5 days |
| 2025-01-15 | 1,038,719.797 | 0.000 | NaT |
| 2025-01-16 | 1,038,719.797 | 0.000 | NaT |
| 2025-01-17 | 1,038,719.797 | 0.000 | NaT |
| 2025-01-20 | 1,038,719.797 | 0.000 | NaT |
| 2025-01-21 | 1,038,719.797 | 0.000 | NaT |
| 2025-01-22 | 1,038,719.797 | 0.000 | NaT |
| 2025-01-23 | 1,038,719.797 | 0.000 | NaT |
| 2025-01-24 | 1,038,719.797 | 0.000 | NaT |
| 2025-01-27 | 1,038,719.797 | 0.000 | NaT |
| 2025-02-05 | 1,038,719.797 | 0.000 | NaT |
| 2025-02-06 | 1,038,719.797 | 0.000 | NaT |
| 2025-02-07 | 1,053,926.727 | 0.000 | 24 days |
| 2025-02-10 | 1,071,490.107 | 0.000 | NaT |
| 2025-02-11 | 1,068,074.447 | 0.003 | NaT |
| 2025-02-12 | 1,083,488.467 | 0.000 | 2 days |
| 2025-02-13 | 1,070,750.427 | 0.012 | NaT |
| 2025-02-14 | 1,074,635.087 | 0.008 | NaT |
| 2025-02-17 | 1,086,382.867 | 0.000 | 5 days |
| 2025-02-18 | 1,060,255.547 | 0.024 | NaT |
| 2025-02-19 | 1,088,999.887 | 0.000 | 2 days |
| 2025-02-20 | 1,099,169.147 | 0.000 | NaT |
| 2025-02-21 | 1,118,380.727 | 0.000 | NaT |
| 2025-02-24 | 1,119,581.367 | 0.000 | NaT |
| 2025-02-25 | 1,114,832.407 | 0.004 | NaT |
| 2025-02-26 | 1,131,657.447 | 0.000 | 2 days |
| 2025-02-27 | 1,127,192.567 | 0.004 | NaT |
| 2025-02-28 | 1,083,623.807 | 0.042 | NaT |
| 2025-03-03 | 1,085,263.967 | 0.041 | NaT |
| 2025-03-04 | 1,084,939.641 | 0.041 | NaT |
| 2025-03-05 | 1,084,939.641 | 0.041 | NaT |
| 2025-03-06 | 1,084,939.641 | 0.041 | NaT |
| 2025-03-07 | 1,078,863.881 | 0.047 | NaT |
| 2025-03-10 | 1,078,542.166 | 0.047 | NaT |
| 2025-03-11 | 1,078,542.166 | 0.047 | NaT |
| 2025-03-12 | 1,078,542.166 | 0.047 | NaT |
| 2025-03-13 | 1,078,542.166 | 0.047 | NaT |
| 2025-03-14 | 1,078,542.166 | 0.047 | NaT |
| 2025-03-17 | 1,083,607.077 | 0.042 | NaT |
| 2025-03-18 | 1,083,283.032 | 0.043 | NaT |
| 2025-03-19 | 1,083,283.032 | 0.043 | NaT |
| 2025-03-20 | 1,083,283.032 | 0.043 | NaT |
| 2025-03-21 | 1,083,283.032 | 0.043 | NaT |
| 2025-03-24 | 1,083,283.032 | 0.043 | NaT |
| 2025-03-25 | 1,083,283.032 | 0.043 | NaT |
| 2025-03-26 | 1,083,283.032 | 0.043 | NaT |
| 2025-03-27 | 1,083,283.032 | 0.043 | NaT |
| 2025-03-28 | 1,083,283.032 | 0.043 | NaT |
| 2025-03-31 | 1,083,283.032 | 0.043 | NaT |
| 2025-04-01 | 1,083,283.032 | 0.043 | NaT |
| 2025-04-02 | 1,083,283.032 | 0.043 | NaT |
| 2025-04-03 | 1,083,283.032 | 0.043 | NaT |
| 2025-04-07 | 1,083,283.032 | 0.043 | NaT |
| 2025-04-08 | 1,083,283.032 | 0.043 | NaT |
| 2025-04-09 | 1,110,446.983 | 0.019 | NaT |
| 2025-04-10 | 1,140,677.183 | 0.000 | 43 days |
| 2025-04-11 | 1,154,811.303 | 0.000 | NaT |
| 2025-04-14 | 1,154,466.238 | 0.000 | NaT |
| 2025-04-15 | 1,154,466.238 | 0.000 | NaT |
| 2025-04-16 | 1,154,466.238 | 0.000 | NaT |
| 2025-04-17 | 1,154,466.238 | 0.000 | NaT |
| 2025-04-18 | 1,154,466.238 | 0.000 | NaT |
| 2025-04-21 | 1,154,466.238 | 0.000 | NaT |
| 2025-04-22 | 1,154,466.238 | 0.000 | NaT |
| 2025-04-23 | 1,154,466.238 | 0.000 | NaT |
| 2025-04-24 | 1,154,466.238 | 0.000 | NaT |
| 2025-04-25 | 1,154,466.238 | 0.000 | NaT |
| 2025-04-28 | 1,154,466.238 | 0.000 | NaT |
| 2025-04-29 | 1,154,466.238 | 0.000 | NaT |
| 2025-04-30 | 1,154,466.238 | 0.000 | NaT |
| 2025-05-06 | 1,154,466.238 | 0.000 | NaT |
| 2025-05-07 | 1,157,025.134 | 0.000 | 26 days |
| 2025-05-08 | 1,156,680.259 | 0.000 | NaT |
| 2025-05-09 | 1,156,680.259 | 0.000 | NaT |
| 2025-05-12 | 1,156,680.259 | 0.000 | NaT |
| 2025-05-13 | 1,152,630.468 | 0.004 | NaT |
| 2025-05-14 | 1,152,285.467 | 0.004 | NaT |
| 2025-05-15 | 1,152,285.467 | 0.004 | NaT |
| 2025-05-16 | 1,152,285.467 | 0.004 | NaT |
| 2025-05-19 | 1,152,285.467 | 0.004 | NaT |
| 2025-05-20 | 1,152,285.467 | 0.004 | NaT |
| 2025-05-21 | 1,152,285.467 | 0.004 | NaT |
| 2025-05-22 | 1,152,285.467 | 0.004 | NaT |
| 2025-05-23 | 1,152,285.467 | 0.004 | NaT |
| 2025-05-26 | 1,152,285.467 | 0.004 | NaT |
| 2025-05-27 | 1,152,285.467 | 0.004 | NaT |
| 2025-05-28 | 1,152,285.467 | 0.004 | NaT |
| 2025-05-29 | 1,152,285.467 | 0.004 | NaT |
| 2025-05-30 | 1,136,854.211 | 0.017 | NaT |
| 2025-06-03 | 1,136,514.361 | 0.018 | NaT |
| 2025-06-04 | 1,136,514.361 | 0.018 | NaT |
| 2025-06-05 | 1,136,514.361 | 0.018 | NaT |
| 2025-06-06 | 1,134,044.927 | 0.020 | NaT |
| 2025-06-09 | 1,133,706.932 | 0.020 | NaT |
| 2025-06-10 | 1,123,603.011 | 0.029 | NaT |
| 2025-06-11 | 1,127,908.611 | 0.025 | NaT |
| 2025-06-12 | 1,130,210.451 | 0.023 | NaT |
| 2025-06-13 | 1,110,197.691 | 0.040 | NaT |
| 2025-06-16 | 1,120,475.931 | 0.032 | NaT |
| 2025-06-17 | 1,120,142.138 | 0.032 | NaT |
| 2025-06-18 | 1,120,142.138 | 0.032 | NaT |
| 2025-06-19 | 1,120,142.138 | 0.032 | NaT |
| 2025-06-20 | 1,110,559.476 | 0.040 | NaT |
| 2025-06-23 | 1,127,640.216 | 0.025 | NaT |
| 2025-06-24 | 1,150,788.186 | 0.005 | NaT |
| 2025-06-25 | 1,164,559.656 | 0.000 | 49 days |
| 2025-06-26 | 1,160,343.756 | 0.004 | NaT |
| 2025-06-27 | 1,165,133.526 | 0.000 | 2 days |
| 2025-06-30 | 1,180,766.196 | 0.000 | NaT |
| 2025-07-01 | 1,183,964.076 | 0.000 | NaT |
| 2025-07-02 | 1,172,046.756 | 0.010 | NaT |
| 2025-07-03 | 1,180,120.416 | 0.003 | NaT |
| 2025-07-04 | 1,171,312.146 | 0.011 | NaT |
| 2025-07-07 | 1,175,154.396 | 0.007 | NaT |
| 2025-07-08 | 1,174,803.319 | 0.008 | NaT |
| 2025-07-09 | 1,171,398.911 | 0.011 | NaT |
| 2025-07-10 | 1,172,474.771 | 0.010 | NaT |
| 2025-07-11 | 1,182,035.191 | 0.002 | NaT |
| 2025-07-14 | 1,186,163.491 | 0.000 | 13 days |
| 2025-07-15 | 1,182,232.571 | 0.003 | NaT |
| 2025-07-16 | 1,188,301.311 | 0.000 | 2 days |
| 2025-07-17 | 1,202,429.271 | 0.000 | NaT |
| 2025-07-18 | 1,203,968.001 | 0.000 | NaT |
| 2025-07-21 | 1,216,209.731 | 0.000 | NaT |
| 2025-07-22 | 1,219,326.111 | 0.000 | NaT |
| 2025-07-23 | 1,211,760.341 | 0.006 | NaT |
| 2025-07-24 | 1,226,619.441 | 0.000 | 2 days |
| 2025-07-25 | 1,229,322.991 | 0.000 | NaT |
| 2025-07-28 | 1,235,418.141 | 0.000 | NaT |
| 2025-07-29 | 1,243,305.001 | 0.000 | NaT |
| 2025-07-30 | 1,231,798.581 | 0.009 | NaT |
| 2025-07-31 | 1,224,316.211 | 0.015 | NaT |
| 2025-08-01 | 1,227,030.881 | 0.013 | NaT |
| 2025-08-04 | 1,242,757.341 | 0.000 | NaT |
| 2025-08-05 | 1,251,710.331 | 0.000 | 7 days |
| 2025-08-06 | 1,251,336.577 | 0.000 | NaT |
| 2025-08-07 | 1,251,242.982 | 0.000 | NaT |
| 2025-08-08 | 1,246,136.982 | 0.004 | NaT |
| 2025-08-11 | 1,266,109.722 | 0.000 | 6 days |
| 2025-08-12 | 1,269,420.342 | 0.000 | NaT |
| 2025-08-13 | 1,287,357.582 | 0.000 | NaT |
| 2025-08-14 | 1,267,324.122 | 0.016 | NaT |
| 2025-08-15 | 1,294,263.102 | 0.000 | 2 days |
| 2025-08-18 | 1,320,731.502 | 0.000 | NaT |
| 2025-08-19 | 1,324,785.942 | 0.000 | NaT |
| 2025-08-20 | 1,333,257.762 | 0.000 | NaT |
| 2025-08-21 | 1,323,230.682 | 0.008 | NaT |
| 2025-08-22 | 1,339,148.982 | 0.000 | 2 days |
| 2025-08-25 | 1,359,301.122 | 0.000 | NaT |
| 2025-08-26 | 1,357,516.782 | 0.001 | NaT |
| 2025-08-27 | 1,330,188.642 | 0.021 | NaT |
| 2025-08-28 | 1,347,361.362 | 0.009 | NaT |
| 2025-08-29 | 1,343,564.982 | 0.012 | NaT |
| 2025-09-01 | 1,356,528.702 | 0.002 | NaT |
| 2025-09-02 | 1,322,836.002 | 0.027 | NaT |
| 2025-09-03 | 1,301,227.962 | 0.043 | NaT |
| 2025-09-04 | 1,274,255.862 | 0.063 | NaT |
| 2025-09-05 | 1,311,253.662 | 0.035 | NaT |
| 2025-09-08 | 1,324,613.442 | 0.026 | NaT |
| 2025-09-09 | 1,306,677.582 | 0.039 | NaT |
| 2025-09-10 | 1,309,599.042 | 0.037 | NaT |
| 2025-09-11 | 1,339,187.622 | 0.015 | NaT |
| 2025-09-12 | 1,341,884.142 | 0.013 | NaT |
| 2025-09-15 | 1,340,723.562 | 0.014 | NaT |
| 2025-09-16 | 1,340,321.520 | 0.014 | NaT |
| 2025-09-17 | 1,340,321.520 | 0.014 | NaT |
| 2025-09-18 | 1,340,321.520 | 0.014 | NaT |
| 2025-09-19 | 1,330,106.791 | 0.021 | NaT |
| 2025-09-22 | 1,329,710.127 | 0.022 | NaT |
| 2025-09-23 | 1,329,710.127 | 0.022 | NaT |
| 2025-09-24 | 1,329,710.127 | 0.022 | NaT |
| 2025-09-25 | 1,329,710.127 | 0.022 | NaT |
| 2025-09-26 | 1,329,710.127 | 0.022 | NaT |
| 2025-09-29 | 1,329,710.127 | 0.022 | NaT |
| 2025-09-30 | 1,329,710.127 | 0.022 | NaT |
| 2025-10-09 | 1,329,710.127 | 0.022 | NaT |
| 2025-10-10 | 1,313,777.785 | 0.033 | NaT |
| 2025-10-13 | 1,313,386.064 | 0.034 | NaT |
| 2025-10-14 | 1,313,386.064 | 0.034 | NaT |
| 2025-10-15 | 1,334,370.514 | 0.018 | NaT |
| 2025-10-16 | 1,333,972.441 | 0.019 | NaT |
| 2025-10-17 | 1,333,972.441 | 0.019 | NaT |
| 2025-10-20 | 1,333,972.441 | 0.019 | NaT |
| 2025-10-21 | 1,355,928.888 | 0.002 | NaT |
| 2025-10-22 | 1,350,527.208 | 0.006 | NaT |
| 2025-10-23 | 1,348,725.228 | 0.008 | NaT |
| 2025-10-24 | 1,366,128.748 | 0.000 | 60 days |
| 2025-10-27 | 1,380,524.708 | 0.000 | NaT |
| 2025-10-28 | 1,380,230.768 | 0.000 | NaT |
| 2025-10-29 | 1,379,816.738 | 0.001 | NaT |
| 2025-10-30 | 1,379,816.738 | 0.001 | NaT |
| 2025-10-31 | 1,379,816.738 | 0.001 | NaT |
| 2025-11-03 | 1,379,816.738 | 0.001 | NaT |
| 2025-11-04 | 1,379,816.738 | 0.001 | NaT |
| 2025-11-05 | 1,386,330.447 | 0.000 | 9 days |
| 2025-11-06 | 1,400,537.547 | 0.000 | NaT |
| 2025-11-07 | 1,396,639.647 | 0.003 | NaT |
| 2025-11-10 | 1,402,786.827 | 0.000 | 4 days |
| 2025-11-11 | 1,402,010.087 | 0.001 | NaT |
| 2025-11-12 | 1,392,085.707 | 0.008 | NaT |
| 2025-11-13 | 1,391,670.272 | 0.008 | NaT |
| 2025-11-14 | 1,391,670.272 | 0.008 | NaT |
| 2025-11-17 | 1,391,670.272 | 0.008 | NaT |
| 2025-11-18 | 1,391,670.272 | 0.008 | NaT |
| 2025-11-19 | 1,391,670.272 | 0.008 | NaT |
| 2025-11-20 | 1,380,628.786 | 0.016 | NaT |
| 2025-11-21 | 1,328,547.686 | 0.053 | NaT |
| 2025-11-24 | 1,351,533.086 | 0.037 | NaT |
| 2025-11-25 | 1,372,936.536 | 0.021 | NaT |
| 2025-11-26 | 1,370,809.386 | 0.023 | NaT |
| 2025-11-27 | 1,370,398.182 | 0.023 | NaT |
| 2025-11-28 | 1,370,398.182 | 0.023 | NaT |
| 2025-12-01 | 1,370,398.182 | 0.023 | NaT |
| 2025-12-02 | 1,370,398.182 | 0.023 | NaT |
| 2025-12-03 | 1,370,398.182 | 0.023 | NaT |
| 2025-12-04 | 1,370,398.182 | 0.023 | NaT |
| 2025-12-05 | 1,370,398.182 | 0.023 | NaT |
| 2025-12-08 | 1,370,398.182 | 0.023 | NaT |
| 2025-12-09 | 1,364,057.968 | 0.028 | NaT |
| 2025-12-10 | 1,367,954.168 | 0.025 | NaT |
| 2025-12-11 | 1,367,546.366 | 0.025 | NaT |
| 2025-12-12 | 1,367,546.366 | 0.025 | NaT |
| 2025-12-15 | 1,367,546.366 | 0.025 | NaT |
| 2025-12-16 | 1,367,546.366 | 0.025 | NaT |
| 2025-12-17 | 1,367,546.366 | 0.025 | NaT |
| 2025-12-18 | 1,367,546.366 | 0.025 | NaT |
| 2025-12-19 | 1,367,546.366 | 0.025 | NaT |
| 2025-12-22 | 1,367,546.366 | 0.025 | NaT |
| 2025-12-23 | 1,367,546.366 | 0.025 | NaT |
| 2025-12-24 | 1,367,546.366 | 0.025 | NaT |
| 2025-12-25 | 1,367,546.366 | 0.025 | NaT |
| 2025-12-26 | 1,367,546.366 | 0.025 | NaT |
| 2025-12-29 | 1,367,546.366 | 0.025 | NaT |
| 2025-12-30 | 1,367,546.366 | 0.025 | NaT |
| 2025-12-31 | 1,367,307.111 | 0.025 | 51 days |