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 [%] | 36.066 |
| Equity Final [$] | 1,403,843.562 |
| Equity Peak [$] | 1,426,059.964 |
| Commissions [$] | 11,777.658 |
| Return [%] | 40.384 |
| Buy & Hold Return [%] | 32.162 |
| Return (Ann.) [%] | 41.954 |
| Volatility (Ann.) [%] | 18.081 |
| CAGR [%] | 26.553 |
| Sharpe Ratio | 2.320 |
| Sortino Ratio | 6.201 |
| Calmar Ratio | 6.956 |
| Alpha [%] | 31.489 |
| Beta | 0.277 |
| Max. Drawdown [%] | -6.031 |
| Avg. Drawdown [%] | -0.995 |
| Max. Drawdown Duration | 73 days 00:00:00 |
| Avg. Drawdown Duration | 16 days 00:00:00 |
| # Trades | 16 |
| Win Rate [%] | 81.250 |
| Best Trade [%] | 7.161 |
| Worst Trade [%] | -0.953 |
| Avg. Trade [%] | 2.150 |
| Max. Trade Duration | 19 days 00:00:00 |
| Avg. Trade Duration | 7 days 00:00:00 |
| Profit Factor | 14.854 |
| Expectancy [%] | 2.183 |
| SQN | 3.222 |
| Kelly Criterion | 0.754 |
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 | 26 | 7,718.150 | 7,988.490 | None | None | 35,594.153 | 631.407 | 0.034 | 2025-02-06 | 2025-02-14 | 8 days | None |
| 3 | 136 | 28 | 30 | 7,881.180 | 8,171.580 | None | None | 38,839.447 | 654.953 | 0.036 | 2025-02-18 | 2025-02-20 | 2 days | None |
| 4 | 138 | 36 | 37 | 8,055.570 | 8,067.810 | None | None | 1,021.612 | 667.508 | 0.001 | 2025-02-28 | 2025-03-03 | 3 days | None |
| 5 | 131 | 46 | 47 | 8,462.700 | 8,505.120 | None | None | 4,890.185 | 666.835 | 0.004 | 2025-03-14 | 2025-03-17 | 3 days | None |
| 6 | 159 | 62 | 65 | 7,002.370 | 7,468.940 | None | None | 73,494.349 | 690.281 | 0.066 | 2025-04-08 | 2025-04-11 | 3 days | None |
| 7 | 150 | 110 | 118 | 7,907.160 | 8,362.170 | None | None | 67,519.380 | 732.120 | 0.057 | 2025-06-19 | 2025-07-01 | 12 days | None |
| 8 | 142 | 137 | 143 | 8,845.730 | 8,962.940 | None | None | 15,885.171 | 758.649 | 0.013 | 2025-07-28 | 2025-08-05 | 8 days | None |
| 9 | 139 | 147 | 158 | 9,170.500 | 9,832.870 | None | None | 91,276.989 | 792.441 | 0.072 | 2025-08-11 | 2025-08-26 | 15 days | None |
| 10 | 141 | 159 | 172 | 9,634.840 | 9,711.180 | None | None | 9,945.603 | 818.337 | 0.007 | 2025-08-27 | 2025-09-15 | 19 days | None |
| 11 | 140 | 175 | 176 | 9,794.330 | 9,722.160 | None | None | -10,923.493 | 819.693 | -0.008 | 2025-09-18 | 2025-09-19 | 1 days | None |
| 12 | 143 | 187 | 188 | 9,529.450 | 9,685.480 | None | None | 21,487.970 | 824.320 | 0.016 | 2025-10-14 | 2025-10-15 | 1 days | None |
| 13 | 147 | 191 | 194 | 9,390.440 | 9,497.150 | None | None | 14,853.427 | 832.943 | 0.011 | 2025-10-20 | 2025-10-23 | 3 days | None |
| 14 | 145 | 202 | 208 | 9,662.690 | 9,751.990 | None | None | 12,103.961 | 844.539 | 0.009 | 2025-11-04 | 2025-11-12 | 8 days | None |
| 15 | 148 | 214 | 218 | 9,520.680 | 9,452.960 | None | None | -10,864.990 | 842.430 | -0.008 | 2025-11-20 | 2025-11-26 | 6 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 | 1,074,313.950 | 0.008 | NaT |
| 2025-02-18 | 1,074,313.950 | 0.008 | NaT |
| 2025-02-19 | 1,103,165.758 | 0.000 | 7 days |
| 2025-02-20 | 1,113,486.798 | 0.000 | NaT |
| 2025-02-21 | 1,113,153.398 | 0.000 | NaT |
| 2025-02-24 | 1,113,153.398 | 0.000 | NaT |
| 2025-02-25 | 1,113,153.398 | 0.000 | NaT |
| 2025-02-26 | 1,113,153.398 | 0.000 | NaT |
| 2025-02-27 | 1,113,153.398 | 0.000 | NaT |
| 2025-02-28 | 1,113,153.398 | 0.000 | NaT |
| 2025-03-03 | 1,114,509.017 | 0.000 | 11 days |
| 2025-03-04 | 1,114,175.010 | 0.000 | NaT |
| 2025-03-05 | 1,114,175.010 | 0.000 | NaT |
| 2025-03-06 | 1,114,175.010 | 0.000 | NaT |
| 2025-03-07 | 1,114,175.010 | 0.000 | NaT |
| 2025-03-10 | 1,114,175.010 | 0.000 | NaT |
| 2025-03-11 | 1,114,175.010 | 0.000 | NaT |
| 2025-03-12 | 1,114,175.010 | 0.000 | NaT |
| 2025-03-13 | 1,114,175.010 | 0.000 | NaT |
| 2025-03-14 | 1,114,175.010 | 0.000 | NaT |
| 2025-03-17 | 1,119,399.445 | 0.000 | 14 days |
| 2025-03-18 | 1,119,065.194 | 0.000 | NaT |
| 2025-03-19 | 1,119,065.194 | 0.000 | NaT |
| 2025-03-20 | 1,119,065.194 | 0.000 | NaT |
| 2025-03-21 | 1,119,065.194 | 0.000 | NaT |
| 2025-03-24 | 1,119,065.194 | 0.000 | NaT |
| 2025-03-25 | 1,119,065.194 | 0.000 | NaT |
| 2025-03-26 | 1,119,065.194 | 0.000 | NaT |
| 2025-03-27 | 1,119,065.194 | 0.000 | NaT |
| 2025-03-28 | 1,119,065.194 | 0.000 | NaT |
| 2025-03-31 | 1,119,065.194 | 0.000 | NaT |
| 2025-04-01 | 1,119,065.194 | 0.000 | NaT |
| 2025-04-02 | 1,119,065.194 | 0.000 | NaT |
| 2025-04-03 | 1,119,065.194 | 0.000 | NaT |
| 2025-04-07 | 1,119,065.194 | 0.000 | NaT |
| 2025-04-08 | 1,119,065.194 | 0.000 | NaT |
| 2025-04-09 | 1,147,111.091 | 0.000 | 23 days |
| 2025-04-10 | 1,178,322.791 | 0.000 | NaT |
| 2025-04-11 | 1,192,915.811 | 0.000 | NaT |
| 2025-04-14 | 1,192,559.543 | 0.000 | NaT |
| 2025-04-15 | 1,192,559.543 | 0.000 | NaT |
| 2025-04-16 | 1,192,559.543 | 0.000 | NaT |
| 2025-04-17 | 1,192,559.543 | 0.000 | NaT |
| 2025-04-18 | 1,192,559.543 | 0.000 | NaT |
| 2025-04-21 | 1,192,559.543 | 0.000 | NaT |
| 2025-04-22 | 1,192,559.543 | 0.000 | NaT |
| 2025-04-23 | 1,192,559.543 | 0.000 | NaT |
| 2025-04-24 | 1,192,559.543 | 0.000 | NaT |
| 2025-04-25 | 1,192,559.543 | 0.000 | NaT |
| 2025-04-28 | 1,192,559.543 | 0.000 | NaT |
| 2025-04-29 | 1,192,559.543 | 0.000 | NaT |
| 2025-04-30 | 1,192,559.543 | 0.000 | NaT |
| 2025-05-06 | 1,192,559.543 | 0.000 | NaT |
| 2025-05-07 | 1,192,559.543 | 0.000 | NaT |
| 2025-05-08 | 1,192,559.543 | 0.000 | NaT |
| 2025-05-09 | 1,192,559.543 | 0.000 | NaT |
| 2025-05-12 | 1,192,559.543 | 0.000 | NaT |
| 2025-05-13 | 1,192,559.543 | 0.000 | NaT |
| 2025-05-14 | 1,192,559.543 | 0.000 | NaT |
| 2025-05-15 | 1,192,559.543 | 0.000 | NaT |
| 2025-05-16 | 1,192,559.543 | 0.000 | NaT |
| 2025-05-19 | 1,192,559.543 | 0.000 | NaT |
| 2025-05-20 | 1,192,559.543 | 0.000 | NaT |
| 2025-05-21 | 1,192,559.543 | 0.000 | NaT |
| 2025-05-22 | 1,192,559.543 | 0.000 | NaT |
| 2025-05-23 | 1,192,559.543 | 0.000 | NaT |
| 2025-05-26 | 1,192,559.543 | 0.000 | NaT |
| 2025-05-27 | 1,192,559.543 | 0.000 | NaT |
| 2025-05-28 | 1,192,559.543 | 0.000 | NaT |
| 2025-05-29 | 1,192,559.543 | 0.000 | NaT |
| 2025-05-30 | 1,192,559.543 | 0.000 | NaT |
| 2025-06-03 | 1,192,559.543 | 0.000 | NaT |
| 2025-06-04 | 1,192,559.543 | 0.000 | NaT |
| 2025-06-05 | 1,192,559.543 | 0.000 | NaT |
| 2025-06-06 | 1,192,559.543 | 0.000 | NaT |
| 2025-06-09 | 1,192,559.543 | 0.000 | NaT |
| 2025-06-10 | 1,192,559.543 | 0.000 | NaT |
| 2025-06-11 | 1,192,559.543 | 0.000 | NaT |
| 2025-06-12 | 1,192,559.543 | 0.000 | NaT |
| 2025-06-13 | 1,192,559.543 | 0.000 | NaT |
| 2025-06-16 | 1,192,559.543 | 0.000 | NaT |
| 2025-06-17 | 1,192,559.543 | 0.000 | NaT |
| 2025-06-18 | 1,192,559.543 | 0.000 | NaT |
| 2025-06-19 | 1,192,559.543 | 0.000 | NaT |
| 2025-06-20 | 1,182,365.221 | 0.009 | NaT |
| 2025-06-23 | 1,200,536.221 | 0.000 | 73 days |
| 2025-06-24 | 1,225,161.721 | 0.000 | NaT |
| 2025-06-25 | 1,239,812.221 | 0.000 | NaT |
| 2025-06-26 | 1,235,327.221 | 0.004 | NaT |
| 2025-06-27 | 1,240,422.721 | 0.000 | 2 days |
| 2025-06-30 | 1,257,053.221 | 0.000 | NaT |
| 2025-07-01 | 1,260,455.221 | 0.000 | NaT |
| 2025-07-02 | 1,260,078.923 | 0.000 | NaT |
| 2025-07-03 | 1,260,078.923 | 0.000 | NaT |
| 2025-07-04 | 1,260,078.923 | 0.000 | NaT |
| 2025-07-07 | 1,260,078.923 | 0.000 | NaT |
| 2025-07-08 | 1,260,078.923 | 0.000 | NaT |
| 2025-07-09 | 1,260,078.923 | 0.000 | NaT |
| 2025-07-10 | 1,260,078.923 | 0.000 | NaT |
| 2025-07-11 | 1,260,078.923 | 0.000 | NaT |
| 2025-07-14 | 1,260,078.923 | 0.000 | NaT |
| 2025-07-15 | 1,260,078.923 | 0.000 | NaT |
| 2025-07-16 | 1,260,078.923 | 0.000 | NaT |
| 2025-07-17 | 1,260,078.923 | 0.000 | NaT |
| 2025-07-18 | 1,260,078.923 | 0.000 | NaT |
| 2025-07-21 | 1,260,078.923 | 0.000 | NaT |
| 2025-07-22 | 1,260,078.923 | 0.000 | NaT |
| 2025-07-23 | 1,260,078.923 | 0.000 | NaT |
| 2025-07-24 | 1,260,078.923 | 0.000 | NaT |
| 2025-07-25 | 1,260,078.923 | 0.000 | NaT |
| 2025-07-28 | 1,260,078.923 | 0.000 | NaT |
| 2025-07-29 | 1,267,759.175 | 0.000 | 28 days |
| 2025-07-30 | 1,256,004.415 | 0.009 | NaT |
| 2025-07-31 | 1,248,360.555 | 0.015 | NaT |
| 2025-08-01 | 1,251,133.815 | 0.013 | NaT |
| 2025-08-04 | 1,267,199.695 | 0.000 | NaT |
| 2025-08-05 | 1,276,345.915 | 0.000 | 7 days |
| 2025-08-06 | 1,275,964.094 | 0.000 | NaT |
| 2025-08-07 | 1,275,964.094 | 0.000 | NaT |
| 2025-08-08 | 1,275,964.094 | 0.000 | NaT |
| 2025-08-11 | 1,275,964.094 | 0.000 | NaT |
| 2025-08-12 | 1,278,916.294 | 0.000 | 7 days |
| 2025-08-13 | 1,296,983.514 | 0.000 | NaT |
| 2025-08-14 | 1,276,804.884 | 0.016 | NaT |
| 2025-08-15 | 1,303,939.074 | 0.000 | 2 days |
| 2025-08-18 | 1,330,599.274 | 0.000 | NaT |
| 2025-08-19 | 1,334,683.094 | 0.000 | NaT |
| 2025-08-20 | 1,343,216.304 | 0.000 | NaT |
| 2025-08-21 | 1,333,116.564 | 0.008 | NaT |
| 2025-08-22 | 1,349,150.214 | 0.000 | 2 days |
| 2025-08-25 | 1,369,448.384 | 0.000 | NaT |
| 2025-08-26 | 1,367,651.114 | 0.001 | NaT |
| 2025-08-27 | 1,367,241.083 | 0.002 | NaT |
| 2025-08-28 | 1,384,379.569 | 0.000 | 3 days |
| 2025-08-29 | 1,380,500.659 | 0.003 | NaT |
| 2025-09-01 | 1,393,746.199 | 0.000 | 4 days |
| 2025-09-02 | 1,359,321.049 | 0.025 | NaT |
| 2025-09-03 | 1,337,243.269 | 0.041 | NaT |
| 2025-09-04 | 1,309,684.819 | 0.060 | NaT |
| 2025-09-05 | 1,347,486.919 | 0.033 | NaT |
| 2025-09-08 | 1,361,137.129 | 0.023 | NaT |
| 2025-09-09 | 1,342,811.359 | 0.037 | NaT |
| 2025-09-10 | 1,345,796.329 | 0.034 | NaT |
| 2025-09-11 | 1,376,028.139 | 0.013 | NaT |
| 2025-09-12 | 1,378,783.279 | 0.011 | NaT |
| 2025-09-15 | 1,377,597.469 | 0.012 | NaT |
| 2025-09-16 | 1,377,186.686 | 0.012 | NaT |
| 2025-09-17 | 1,377,186.686 | 0.012 | NaT |
| 2025-09-18 | 1,377,186.686 | 0.012 | NaT |
| 2025-09-19 | 1,366,671.525 | 0.019 | NaT |
| 2025-09-22 | 1,366,263.194 | 0.020 | NaT |
| 2025-09-23 | 1,366,263.194 | 0.020 | NaT |
| 2025-09-24 | 1,366,263.194 | 0.020 | NaT |
| 2025-09-25 | 1,366,263.194 | 0.020 | NaT |
| 2025-09-26 | 1,366,263.194 | 0.020 | NaT |
| 2025-09-29 | 1,366,263.194 | 0.020 | NaT |
| 2025-09-30 | 1,366,263.194 | 0.020 | NaT |
| 2025-10-09 | 1,366,263.194 | 0.020 | NaT |
| 2025-10-10 | 1,366,263.194 | 0.020 | NaT |
| 2025-10-13 | 1,366,263.194 | 0.020 | NaT |
| 2025-10-14 | 1,366,263.194 | 0.020 | NaT |
| 2025-10-15 | 1,388,166.670 | 0.004 | NaT |
| 2025-10-16 | 1,387,751.163 | 0.004 | NaT |
| 2025-10-17 | 1,387,751.163 | 0.004 | NaT |
| 2025-10-20 | 1,387,751.163 | 0.004 | NaT |
| 2025-10-21 | 1,410,480.725 | 0.000 | 50 days |
| 2025-10-22 | 1,404,888.845 | 0.004 | NaT |
| 2025-10-23 | 1,403,023.415 | 0.005 | NaT |
| 2025-10-24 | 1,402,604.591 | 0.006 | NaT |
| 2025-10-27 | 1,402,604.591 | 0.006 | NaT |
| 2025-10-28 | 1,402,604.591 | 0.006 | NaT |
| 2025-10-29 | 1,402,604.591 | 0.006 | NaT |
| 2025-10-30 | 1,402,604.591 | 0.006 | NaT |
| 2025-10-31 | 1,402,604.591 | 0.006 | NaT |
| 2025-11-03 | 1,402,604.591 | 0.006 | NaT |
| 2025-11-04 | 1,402,604.591 | 0.006 | NaT |
| 2025-11-05 | 1,409,255.914 | 0.001 | NaT |
| 2025-11-06 | 1,423,763.164 | 0.000 | 16 days |
| 2025-11-07 | 1,419,782.914 | 0.003 | NaT |
| 2025-11-10 | 1,426,059.964 | 0.000 | 4 days |
| 2025-11-11 | 1,425,266.814 | 0.001 | NaT |
| 2025-11-12 | 1,415,132.764 | 0.008 | NaT |
| 2025-11-13 | 1,414,708.552 | 0.008 | NaT |
| 2025-11-14 | 1,414,708.552 | 0.008 | NaT |
| 2025-11-17 | 1,414,708.552 | 0.008 | NaT |
| 2025-11-18 | 1,414,708.552 | 0.008 | NaT |
| 2025-11-19 | 1,414,708.552 | 0.008 | NaT |
| 2025-11-20 | 1,414,708.552 | 0.008 | NaT |
| 2025-11-21 | 1,361,127.194 | 0.046 | NaT |
| 2025-11-24 | 1,384,588.154 | 0.029 | NaT |
| 2025-11-25 | 1,406,434.434 | 0.014 | NaT |
| 2025-11-26 | 1,404,263.274 | 0.015 | NaT |
| 2025-11-27 | 1,403,843.562 | 0.016 | NaT |
| 2025-11-28 | 1,403,843.562 | 0.016 | NaT |
| 2025-12-01 | 1,403,843.562 | 0.016 | NaT |
| 2025-12-02 | 1,403,843.562 | 0.016 | NaT |
| 2025-12-03 | 1,403,843.562 | 0.016 | NaT |
| 2025-12-04 | 1,403,843.562 | 0.016 | NaT |
| 2025-12-05 | 1,403,843.562 | 0.016 | NaT |
| 2025-12-08 | 1,403,843.562 | 0.016 | NaT |
| 2025-12-09 | 1,403,843.562 | 0.016 | NaT |
| 2025-12-10 | 1,403,843.562 | 0.016 | NaT |
| 2025-12-11 | 1,403,843.562 | 0.016 | NaT |
| 2025-12-12 | 1,403,843.562 | 0.016 | NaT |
| 2025-12-15 | 1,403,843.562 | 0.016 | NaT |
| 2025-12-16 | 1,403,843.562 | 0.016 | NaT |
| 2025-12-17 | 1,403,843.562 | 0.016 | NaT |
| 2025-12-18 | 1,403,843.562 | 0.016 | NaT |
| 2025-12-19 | 1,403,843.562 | 0.016 | NaT |
| 2025-12-22 | 1,403,843.562 | 0.016 | NaT |
| 2025-12-23 | 1,403,843.562 | 0.016 | NaT |
| 2025-12-24 | 1,403,843.562 | 0.016 | NaT |
| 2025-12-25 | 1,403,843.562 | 0.016 | NaT |
| 2025-12-26 | 1,403,843.562 | 0.016 | NaT |
| 2025-12-29 | 1,403,843.562 | 0.016 | NaT |
| 2025-12-30 | 1,403,843.562 | 0.016 | NaT |
| 2025-12-31 | 1,403,843.562 | 0.016 | 51 days |