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 [%] | 13.525 |
| Equity Final [$] | 1,171,500.814 |
| Equity Peak [$] | 1,173,654.038 |
| Commissions [$] | 4,426.166 |
| Return [%] | 17.150 |
| Buy & Hold Return [%] | 32.162 |
| Return (Ann.) [%] | 17.760 |
| Volatility (Ann.) [%] | 11.356 |
| CAGR [%] | 11.615 |
| Sharpe Ratio | 1.564 |
| Sortino Ratio | 3.560 |
| Calmar Ratio | 4.198 |
| Alpha [%] | 12.122 |
| Beta | 0.156 |
| Max. Drawdown [%] | -4.230 |
| Avg. Drawdown [%] | -0.879 |
| Max. Drawdown Duration | 116 days 00:00:00 |
| Avg. Drawdown Duration | 33 days 00:00:00 |
| # Trades | 7 |
| Win Rate [%] | 71.429 |
| Best Trade [%] | 6.601 |
| Worst Trade [%] | -3.031 |
| Avg. Trade [%] | 2.295 |
| Max. Trade Duration | 11 days 00:00:00 |
| Avg. Trade Duration | 6 days 00:00:00 |
| Profit Factor | 5.126 |
| Expectancy [%] | 2.349 |
| SQN | 1.781 |
| Kelly Criterion | 0.577 |
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 | 124 | 31 | 37 | 8,314.950 | 8,067.810 | None | None | -31,254.799 | 609.439 | -0.030 | 2025-02-21 | 2025-03-03 | 10 days | None |
| 3 | 143 | 62 | 65 | 7,002.370 | 7,468.940 | None | None | 66,098.691 | 620.819 | 0.066 | 2025-04-08 | 2025-04-11 | 3 days | None |
| 4 | 120 | 142 | 143 | 8,898.530 | 8,962.940 | None | None | 7,086.187 | 643.013 | 0.007 | 2025-08-04 | 2025-08-05 | 1 days | None |
| 5 | 117 | 165 | 172 | 9,229.530 | 9,711.180 | None | None | 55,688.231 | 664.819 | 0.052 | 2025-09-04 | 2025-09-15 | 11 days | None |
| 6 | 123 | 215 | 218 | 9,161.500 | 9,452.960 | None | None | 35,162.706 | 686.874 | 0.031 | 2025-11-21 | 2025-11-26 | 5 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 | 1,038,719.797 | 0.000 | NaT |
| 2025-02-10 | 1,038,719.797 | 0.000 | NaT |
| 2025-02-11 | 1,038,719.797 | 0.000 | NaT |
| 2025-02-12 | 1,038,719.797 | 0.000 | NaT |
| 2025-02-13 | 1,038,719.797 | 0.000 | NaT |
| 2025-02-14 | 1,038,719.797 | 0.000 | NaT |
| 2025-02-17 | 1,038,719.797 | 0.000 | NaT |
| 2025-02-18 | 1,038,719.797 | 0.000 | NaT |
| 2025-02-19 | 1,038,719.797 | 0.000 | NaT |
| 2025-02-20 | 1,038,719.797 | 0.000 | NaT |
| 2025-02-21 | 1,038,719.797 | 0.000 | NaT |
| 2025-02-24 | 1,039,521.521 | 0.000 | 41 days |
| 2025-02-25 | 1,035,126.961 | 0.004 | NaT |
| 2025-02-26 | 1,050,696.401 | 0.000 | 2 days |
| 2025-02-27 | 1,046,564.721 | 0.004 | NaT |
| 2025-02-28 | 1,006,247.361 | 0.042 | NaT |
| 2025-03-03 | 1,007,765.121 | 0.041 | NaT |
| 2025-03-04 | 1,007,464.998 | 0.041 | NaT |
| 2025-03-05 | 1,007,464.998 | 0.041 | NaT |
| 2025-03-06 | 1,007,464.998 | 0.041 | NaT |
| 2025-03-07 | 1,007,464.998 | 0.041 | NaT |
| 2025-03-10 | 1,007,464.998 | 0.041 | NaT |
| 2025-03-11 | 1,007,464.998 | 0.041 | NaT |
| 2025-03-12 | 1,007,464.998 | 0.041 | NaT |
| 2025-03-13 | 1,007,464.998 | 0.041 | NaT |
| 2025-03-14 | 1,007,464.998 | 0.041 | NaT |
| 2025-03-17 | 1,007,464.998 | 0.041 | NaT |
| 2025-03-18 | 1,007,464.998 | 0.041 | NaT |
| 2025-03-19 | 1,007,464.998 | 0.041 | NaT |
| 2025-03-20 | 1,007,464.998 | 0.041 | NaT |
| 2025-03-21 | 1,007,464.998 | 0.041 | NaT |
| 2025-03-24 | 1,007,464.998 | 0.041 | NaT |
| 2025-03-25 | 1,007,464.998 | 0.041 | NaT |
| 2025-03-26 | 1,007,464.998 | 0.041 | NaT |
| 2025-03-27 | 1,007,464.998 | 0.041 | NaT |
| 2025-03-28 | 1,007,464.998 | 0.041 | NaT |
| 2025-03-31 | 1,007,464.998 | 0.041 | NaT |
| 2025-04-01 | 1,007,464.998 | 0.041 | NaT |
| 2025-04-02 | 1,007,464.998 | 0.041 | NaT |
| 2025-04-03 | 1,007,464.998 | 0.041 | NaT |
| 2025-04-07 | 1,007,464.998 | 0.041 | NaT |
| 2025-04-08 | 1,007,464.998 | 0.041 | NaT |
| 2025-04-09 | 1,032,688.667 | 0.017 | NaT |
| 2025-04-10 | 1,060,759.567 | 0.000 | 43 days |
| 2025-04-11 | 1,073,884.107 | 0.000 | NaT |
| 2025-04-14 | 1,073,563.689 | 0.000 | NaT |
| 2025-04-15 | 1,073,563.689 | 0.000 | NaT |
| 2025-04-16 | 1,073,563.689 | 0.000 | NaT |
| 2025-04-17 | 1,073,563.689 | 0.000 | NaT |
| 2025-04-18 | 1,073,563.689 | 0.000 | NaT |
| 2025-04-21 | 1,073,563.689 | 0.000 | NaT |
| 2025-04-22 | 1,073,563.689 | 0.000 | NaT |
| 2025-04-23 | 1,073,563.689 | 0.000 | NaT |
| 2025-04-24 | 1,073,563.689 | 0.000 | NaT |
| 2025-04-25 | 1,073,563.689 | 0.000 | NaT |
| 2025-04-28 | 1,073,563.689 | 0.000 | NaT |
| 2025-04-29 | 1,073,563.689 | 0.000 | NaT |
| 2025-04-30 | 1,073,563.689 | 0.000 | NaT |
| 2025-05-06 | 1,073,563.689 | 0.000 | NaT |
| 2025-05-07 | 1,073,563.689 | 0.000 | NaT |
| 2025-05-08 | 1,073,563.689 | 0.000 | NaT |
| 2025-05-09 | 1,073,563.689 | 0.000 | NaT |
| 2025-05-12 | 1,073,563.689 | 0.000 | NaT |
| 2025-05-13 | 1,073,563.689 | 0.000 | NaT |
| 2025-05-14 | 1,073,563.689 | 0.000 | NaT |
| 2025-05-15 | 1,073,563.689 | 0.000 | NaT |
| 2025-05-16 | 1,073,563.689 | 0.000 | NaT |
| 2025-05-19 | 1,073,563.689 | 0.000 | NaT |
| 2025-05-20 | 1,073,563.689 | 0.000 | NaT |
| 2025-05-21 | 1,073,563.689 | 0.000 | NaT |
| 2025-05-22 | 1,073,563.689 | 0.000 | NaT |
| 2025-05-23 | 1,073,563.689 | 0.000 | NaT |
| 2025-05-26 | 1,073,563.689 | 0.000 | NaT |
| 2025-05-27 | 1,073,563.689 | 0.000 | NaT |
| 2025-05-28 | 1,073,563.689 | 0.000 | NaT |
| 2025-05-29 | 1,073,563.689 | 0.000 | NaT |
| 2025-05-30 | 1,073,563.689 | 0.000 | NaT |
| 2025-06-03 | 1,073,563.689 | 0.000 | NaT |
| 2025-06-04 | 1,073,563.689 | 0.000 | NaT |
| 2025-06-05 | 1,073,563.689 | 0.000 | NaT |
| 2025-06-06 | 1,073,563.689 | 0.000 | NaT |
| 2025-06-09 | 1,073,563.689 | 0.000 | NaT |
| 2025-06-10 | 1,073,563.689 | 0.000 | NaT |
| 2025-06-11 | 1,073,563.689 | 0.000 | NaT |
| 2025-06-12 | 1,073,563.689 | 0.000 | NaT |
| 2025-06-13 | 1,073,563.689 | 0.000 | NaT |
| 2025-06-16 | 1,073,563.689 | 0.000 | NaT |
| 2025-06-17 | 1,073,563.689 | 0.000 | NaT |
| 2025-06-18 | 1,073,563.689 | 0.000 | NaT |
| 2025-06-19 | 1,073,563.689 | 0.000 | NaT |
| 2025-06-20 | 1,073,563.689 | 0.000 | NaT |
| 2025-06-23 | 1,073,563.689 | 0.000 | NaT |
| 2025-06-24 | 1,073,563.689 | 0.000 | NaT |
| 2025-06-25 | 1,073,563.689 | 0.000 | NaT |
| 2025-06-26 | 1,073,563.689 | 0.000 | NaT |
| 2025-06-27 | 1,073,563.689 | 0.000 | NaT |
| 2025-06-30 | 1,073,563.689 | 0.000 | NaT |
| 2025-07-01 | 1,073,563.689 | 0.000 | NaT |
| 2025-07-02 | 1,073,563.689 | 0.000 | NaT |
| 2025-07-03 | 1,073,563.689 | 0.000 | NaT |
| 2025-07-04 | 1,073,563.689 | 0.000 | NaT |
| 2025-07-07 | 1,073,563.689 | 0.000 | NaT |
| 2025-07-08 | 1,073,563.689 | 0.000 | NaT |
| 2025-07-09 | 1,073,563.689 | 0.000 | NaT |
| 2025-07-10 | 1,073,563.689 | 0.000 | NaT |
| 2025-07-11 | 1,073,563.689 | 0.000 | NaT |
| 2025-07-14 | 1,073,563.689 | 0.000 | NaT |
| 2025-07-15 | 1,073,563.689 | 0.000 | NaT |
| 2025-07-16 | 1,073,563.689 | 0.000 | NaT |
| 2025-07-17 | 1,073,563.689 | 0.000 | NaT |
| 2025-07-18 | 1,073,563.689 | 0.000 | NaT |
| 2025-07-21 | 1,073,563.689 | 0.000 | NaT |
| 2025-07-22 | 1,073,563.689 | 0.000 | NaT |
| 2025-07-23 | 1,073,563.689 | 0.000 | NaT |
| 2025-07-24 | 1,073,563.689 | 0.000 | NaT |
| 2025-07-25 | 1,073,563.689 | 0.000 | NaT |
| 2025-07-28 | 1,073,563.689 | 0.000 | NaT |
| 2025-07-29 | 1,073,563.689 | 0.000 | NaT |
| 2025-07-30 | 1,073,563.689 | 0.000 | NaT |
| 2025-07-31 | 1,073,563.689 | 0.000 | NaT |
| 2025-08-01 | 1,073,563.689 | 0.000 | NaT |
| 2025-08-04 | 1,073,563.689 | 0.000 | NaT |
| 2025-08-05 | 1,080,972.542 | 0.000 | 116 days |
| 2025-08-06 | 1,080,649.876 | 0.000 | NaT |
| 2025-08-07 | 1,080,649.876 | 0.000 | NaT |
| 2025-08-08 | 1,080,649.876 | 0.000 | NaT |
| 2025-08-11 | 1,080,649.876 | 0.000 | NaT |
| 2025-08-12 | 1,080,649.876 | 0.000 | NaT |
| 2025-08-13 | 1,080,649.876 | 0.000 | NaT |
| 2025-08-14 | 1,080,649.876 | 0.000 | NaT |
| 2025-08-15 | 1,080,649.876 | 0.000 | NaT |
| 2025-08-18 | 1,080,649.876 | 0.000 | NaT |
| 2025-08-19 | 1,080,649.876 | 0.000 | NaT |
| 2025-08-20 | 1,080,649.876 | 0.000 | NaT |
| 2025-08-21 | 1,080,649.876 | 0.000 | NaT |
| 2025-08-22 | 1,080,649.876 | 0.000 | NaT |
| 2025-08-25 | 1,080,649.876 | 0.000 | NaT |
| 2025-08-26 | 1,080,649.876 | 0.000 | NaT |
| 2025-08-27 | 1,080,649.876 | 0.000 | NaT |
| 2025-08-28 | 1,080,649.876 | 0.000 | NaT |
| 2025-08-29 | 1,080,649.876 | 0.000 | NaT |
| 2025-09-01 | 1,080,649.876 | 0.000 | NaT |
| 2025-09-02 | 1,080,649.876 | 0.000 | NaT |
| 2025-09-03 | 1,080,649.876 | 0.000 | NaT |
| 2025-09-04 | 1,080,649.876 | 0.000 | NaT |
| 2025-09-05 | 1,111,693.620 | 0.000 | 31 days |
| 2025-09-08 | 1,123,020.390 | 0.000 | NaT |
| 2025-09-09 | 1,107,813.900 | 0.014 | NaT |
| 2025-09-10 | 1,110,290.790 | 0.011 | NaT |
| 2025-09-11 | 1,135,376.760 | 0.000 | 3 days |
| 2025-09-12 | 1,137,662.940 | 0.000 | NaT |
| 2025-09-15 | 1,136,678.970 | 0.001 | NaT |
| 2025-09-16 | 1,136,338.107 | 0.001 | NaT |
| 2025-09-17 | 1,136,338.107 | 0.001 | NaT |
| 2025-09-18 | 1,136,338.107 | 0.001 | NaT |
| 2025-09-19 | 1,136,338.107 | 0.001 | NaT |
| 2025-09-22 | 1,136,338.107 | 0.001 | NaT |
| 2025-09-23 | 1,136,338.107 | 0.001 | NaT |
| 2025-09-24 | 1,136,338.107 | 0.001 | NaT |
| 2025-09-25 | 1,136,338.107 | 0.001 | NaT |
| 2025-09-26 | 1,136,338.107 | 0.001 | NaT |
| 2025-09-29 | 1,136,338.107 | 0.001 | NaT |
| 2025-09-30 | 1,136,338.107 | 0.001 | NaT |
| 2025-10-09 | 1,136,338.107 | 0.001 | NaT |
| 2025-10-10 | 1,136,338.107 | 0.001 | NaT |
| 2025-10-13 | 1,136,338.107 | 0.001 | NaT |
| 2025-10-14 | 1,136,338.107 | 0.001 | NaT |
| 2025-10-15 | 1,136,338.107 | 0.001 | NaT |
| 2025-10-16 | 1,136,338.107 | 0.001 | NaT |
| 2025-10-17 | 1,136,338.107 | 0.001 | NaT |
| 2025-10-20 | 1,136,338.107 | 0.001 | NaT |
| 2025-10-21 | 1,136,338.107 | 0.001 | NaT |
| 2025-10-22 | 1,136,338.107 | 0.001 | NaT |
| 2025-10-23 | 1,136,338.107 | 0.001 | NaT |
| 2025-10-24 | 1,136,338.107 | 0.001 | NaT |
| 2025-10-27 | 1,136,338.107 | 0.001 | NaT |
| 2025-10-28 | 1,136,338.107 | 0.001 | NaT |
| 2025-10-29 | 1,136,338.107 | 0.001 | NaT |
| 2025-10-30 | 1,136,338.107 | 0.001 | NaT |
| 2025-10-31 | 1,136,338.107 | 0.001 | NaT |
| 2025-11-03 | 1,136,338.107 | 0.001 | NaT |
| 2025-11-04 | 1,136,338.107 | 0.001 | NaT |
| 2025-11-05 | 1,136,338.107 | 0.001 | NaT |
| 2025-11-06 | 1,136,338.107 | 0.001 | NaT |
| 2025-11-07 | 1,136,338.107 | 0.001 | NaT |
| 2025-11-10 | 1,136,338.107 | 0.001 | NaT |
| 2025-11-11 | 1,136,338.107 | 0.001 | NaT |
| 2025-11-12 | 1,136,338.107 | 0.001 | NaT |
| 2025-11-13 | 1,136,338.107 | 0.001 | NaT |
| 2025-11-14 | 1,136,338.107 | 0.001 | NaT |
| 2025-11-17 | 1,136,338.107 | 0.001 | NaT |
| 2025-11-18 | 1,136,338.107 | 0.001 | NaT |
| 2025-11-19 | 1,136,338.107 | 0.001 | NaT |
| 2025-11-20 | 1,136,338.107 | 0.001 | NaT |
| 2025-11-21 | 1,136,338.107 | 0.001 | NaT |
| 2025-11-24 | 1,155,498.008 | 0.000 | 73 days |
| 2025-11-25 | 1,173,654.038 | 0.000 | NaT |
| 2025-11-26 | 1,171,849.628 | 0.002 | NaT |
| 2025-11-27 | 1,171,500.814 | 0.002 | NaT |
| 2025-11-28 | 1,171,500.814 | 0.002 | NaT |
| 2025-12-01 | 1,171,500.814 | 0.002 | NaT |
| 2025-12-02 | 1,171,500.814 | 0.002 | NaT |
| 2025-12-03 | 1,171,500.814 | 0.002 | NaT |
| 2025-12-04 | 1,171,500.814 | 0.002 | NaT |
| 2025-12-05 | 1,171,500.814 | 0.002 | NaT |
| 2025-12-08 | 1,171,500.814 | 0.002 | NaT |
| 2025-12-09 | 1,171,500.814 | 0.002 | NaT |
| 2025-12-10 | 1,171,500.814 | 0.002 | NaT |
| 2025-12-11 | 1,171,500.814 | 0.002 | NaT |
| 2025-12-12 | 1,171,500.814 | 0.002 | NaT |
| 2025-12-15 | 1,171,500.814 | 0.002 | NaT |
| 2025-12-16 | 1,171,500.814 | 0.002 | NaT |
| 2025-12-17 | 1,171,500.814 | 0.002 | NaT |
| 2025-12-18 | 1,171,500.814 | 0.002 | NaT |
| 2025-12-19 | 1,171,500.814 | 0.002 | NaT |
| 2025-12-22 | 1,171,500.814 | 0.002 | NaT |
| 2025-12-23 | 1,171,500.814 | 0.002 | NaT |
| 2025-12-24 | 1,171,500.814 | 0.002 | NaT |
| 2025-12-25 | 1,171,500.814 | 0.002 | NaT |
| 2025-12-26 | 1,171,500.814 | 0.002 | NaT |
| 2025-12-29 | 1,171,500.814 | 0.002 | NaT |
| 2025-12-30 | 1,171,500.814 | 0.002 | NaT |
| 2025-12-31 | 1,171,500.814 | 0.002 | 36 days |