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 [%] | 20.902 |
| Equity Final [$] | 1,273,057.192 |
| Equity Peak [$] | 1,273,437.832 |
| Commissions [$] | 5,455.698 |
| Return [%] | 27.306 |
| Buy & Hold Return [%] | 32.162 |
| Return (Ann.) [%] | 28.317 |
| Volatility (Ann.) [%] | 12.164 |
| CAGR [%] | 18.246 |
| Sharpe Ratio | 2.328 |
| Sortino Ratio | 6.106 |
| Calmar Ratio | 4.671 |
| Alpha [%] | 22.415 |
| Beta | 0.152 |
| Max. Drawdown [%] | -6.063 |
| Avg. Drawdown [%] | -0.921 |
| Max. Drawdown Duration | 109 days 00:00:00 |
| Avg. Drawdown Duration | 24 days 00:00:00 |
| # Trades | 8 |
| Win Rate [%] | 100.000 |
| Best Trade [%] | 7.161 |
| Worst Trade [%] | 0.441 |
| Avg. Trade [%] | 3.077 |
| Max. Trade Duration | 19 days 00:00:00 |
| Avg. Trade Duration | 8 days 00:00:00 |
| Profit Factor | NaN |
| Expectancy [%] | 3.105 |
| SQN | 3.353 |
| Kelly Criterion | NaN |
Equity Curve & Drawdown
Trades
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | SL | TP | PnL | Commissions | ReturnPct | EntryTime | ExitTime | Duration | Tag | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 129 | 20 | 26 | 7,718.150 | 7,988.490 | None | None | 34,266.013 | 607.847 | 0.034 | 2025-02-06 | 2025-02-14 | 8 days | None |
| 1 | 131 | 28 | 30 | 7,881.180 | 8,171.580 | None | None | 37,411.527 | 630.873 | 0.036 | 2025-02-18 | 2025-02-20 | 2 days | None |
| 2 | 126 | 46 | 47 | 8,462.700 | 8,505.120 | None | None | 4,703.536 | 641.384 | 0.004 | 2025-03-14 | 2025-03-17 | 3 days | None |
| 3 | 153 | 62 | 65 | 7,002.370 | 7,468.940 | None | None | 70,720.977 | 664.233 | 0.066 | 2025-04-08 | 2025-04-11 | 3 days | None |
| 4 | 129 | 137 | 143 | 8,845.730 | 8,962.940 | None | None | 14,430.894 | 689.196 | 0.013 | 2025-07-28 | 2025-08-05 | 8 days | None |
| 5 | 126 | 147 | 158 | 9,170.500 | 9,832.870 | None | None | 82,740.293 | 718.327 | 0.072 | 2025-08-11 | 2025-08-26 | 15 days | None |
| 6 | 129 | 159 | 172 | 9,634.840 | 9,711.180 | None | None | 9,099.169 | 748.691 | 0.007 | 2025-08-27 | 2025-09-15 | 19 days | None |
| 7 | 131 | 187 | 188 | 9,529.450 | 9,685.480 | None | None | 19,684.783 | 755.147 | 0.016 | 2025-10-14 | 2025-10-15 | 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 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-07 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-08 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-09 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-10 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-13 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-14 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-15 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-16 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-17 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-20 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-21 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-22 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-23 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-24 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-27 | 1,000,000.000 | 0.000 | NaT |
| 2025-02-05 | 1,000,000.000 | 0.000 | NaT |
| 2025-02-06 | 1,000,000.000 | 0.000 | NaT |
| 2025-02-07 | 1,014,639.508 | 0.000 | NaT |
| 2025-02-10 | 1,031,547.538 | 0.000 | NaT |
| 2025-02-11 | 1,028,259.328 | 0.003 | NaT |
| 2025-02-12 | 1,043,098.198 | 0.000 | 2 days |
| 2025-02-13 | 1,030,835.458 | 0.012 | NaT |
| 2025-02-14 | 1,034,575.168 | 0.008 | NaT |
| 2025-02-17 | 1,034,266.013 | 0.008 | NaT |
| 2025-02-18 | 1,034,266.013 | 0.008 | NaT |
| 2025-02-19 | 1,062,057.093 | 0.000 | 7 days |
| 2025-02-20 | 1,071,998.683 | 0.000 | NaT |
| 2025-02-21 | 1,071,677.540 | 0.000 | NaT |
| 2025-02-24 | 1,071,677.540 | 0.000 | NaT |
| 2025-02-25 | 1,071,677.540 | 0.000 | NaT |
| 2025-02-26 | 1,071,677.540 | 0.000 | NaT |
| 2025-02-27 | 1,071,677.540 | 0.000 | NaT |
| 2025-02-28 | 1,071,677.540 | 0.000 | NaT |
| 2025-03-03 | 1,071,677.540 | 0.000 | NaT |
| 2025-03-04 | 1,071,677.540 | 0.000 | NaT |
| 2025-03-05 | 1,071,677.540 | 0.000 | NaT |
| 2025-03-06 | 1,071,677.540 | 0.000 | NaT |
| 2025-03-07 | 1,071,677.540 | 0.000 | NaT |
| 2025-03-10 | 1,071,677.540 | 0.000 | NaT |
| 2025-03-11 | 1,071,677.540 | 0.000 | NaT |
| 2025-03-12 | 1,071,677.540 | 0.000 | NaT |
| 2025-03-13 | 1,071,677.540 | 0.000 | NaT |
| 2025-03-14 | 1,071,677.540 | 0.000 | NaT |
| 2025-03-17 | 1,076,702.570 | 0.000 | 25 days |
| 2025-03-18 | 1,076,381.076 | 0.000 | NaT |
| 2025-03-19 | 1,076,381.076 | 0.000 | NaT |
| 2025-03-20 | 1,076,381.076 | 0.000 | NaT |
| 2025-03-21 | 1,076,381.076 | 0.000 | NaT |
| 2025-03-24 | 1,076,381.076 | 0.000 | NaT |
| 2025-03-25 | 1,076,381.076 | 0.000 | NaT |
| 2025-03-26 | 1,076,381.076 | 0.000 | NaT |
| 2025-03-27 | 1,076,381.076 | 0.000 | NaT |
| 2025-03-28 | 1,076,381.076 | 0.000 | NaT |
| 2025-03-31 | 1,076,381.076 | 0.000 | NaT |
| 2025-04-01 | 1,076,381.076 | 0.000 | NaT |
| 2025-04-02 | 1,076,381.076 | 0.000 | NaT |
| 2025-04-03 | 1,076,381.076 | 0.000 | NaT |
| 2025-04-07 | 1,076,381.076 | 0.000 | NaT |
| 2025-04-08 | 1,076,381.076 | 0.000 | NaT |
| 2025-04-09 | 1,103,368.637 | 0.000 | 23 days |
| 2025-04-10 | 1,133,402.537 | 0.000 | NaT |
| 2025-04-11 | 1,147,444.877 | 0.000 | NaT |
| 2025-04-14 | 1,147,102.053 | 0.000 | NaT |
| 2025-04-15 | 1,147,102.053 | 0.000 | NaT |
| 2025-04-16 | 1,147,102.053 | 0.000 | NaT |
| 2025-04-17 | 1,147,102.053 | 0.000 | NaT |
| 2025-04-18 | 1,147,102.053 | 0.000 | NaT |
| 2025-04-21 | 1,147,102.053 | 0.000 | NaT |
| 2025-04-22 | 1,147,102.053 | 0.000 | NaT |
| 2025-04-23 | 1,147,102.053 | 0.000 | NaT |
| 2025-04-24 | 1,147,102.053 | 0.000 | NaT |
| 2025-04-25 | 1,147,102.053 | 0.000 | NaT |
| 2025-04-28 | 1,147,102.053 | 0.000 | NaT |
| 2025-04-29 | 1,147,102.053 | 0.000 | NaT |
| 2025-04-30 | 1,147,102.053 | 0.000 | NaT |
| 2025-05-06 | 1,147,102.053 | 0.000 | NaT |
| 2025-05-07 | 1,147,102.053 | 0.000 | NaT |
| 2025-05-08 | 1,147,102.053 | 0.000 | NaT |
| 2025-05-09 | 1,147,102.053 | 0.000 | NaT |
| 2025-05-12 | 1,147,102.053 | 0.000 | NaT |
| 2025-05-13 | 1,147,102.053 | 0.000 | NaT |
| 2025-05-14 | 1,147,102.053 | 0.000 | NaT |
| 2025-05-15 | 1,147,102.053 | 0.000 | NaT |
| 2025-05-16 | 1,147,102.053 | 0.000 | NaT |
| 2025-05-19 | 1,147,102.053 | 0.000 | NaT |
| 2025-05-20 | 1,147,102.053 | 0.000 | NaT |
| 2025-05-21 | 1,147,102.053 | 0.000 | NaT |
| 2025-05-22 | 1,147,102.053 | 0.000 | NaT |
| 2025-05-23 | 1,147,102.053 | 0.000 | NaT |
| 2025-05-26 | 1,147,102.053 | 0.000 | NaT |
| 2025-05-27 | 1,147,102.053 | 0.000 | NaT |
| 2025-05-28 | 1,147,102.053 | 0.000 | NaT |
| 2025-05-29 | 1,147,102.053 | 0.000 | NaT |
| 2025-05-30 | 1,147,102.053 | 0.000 | NaT |
| 2025-06-03 | 1,147,102.053 | 0.000 | NaT |
| 2025-06-04 | 1,147,102.053 | 0.000 | NaT |
| 2025-06-05 | 1,147,102.053 | 0.000 | NaT |
| 2025-06-06 | 1,147,102.053 | 0.000 | NaT |
| 2025-06-09 | 1,147,102.053 | 0.000 | NaT |
| 2025-06-10 | 1,147,102.053 | 0.000 | NaT |
| 2025-06-11 | 1,147,102.053 | 0.000 | NaT |
| 2025-06-12 | 1,147,102.053 | 0.000 | NaT |
| 2025-06-13 | 1,147,102.053 | 0.000 | NaT |
| 2025-06-16 | 1,147,102.053 | 0.000 | NaT |
| 2025-06-17 | 1,147,102.053 | 0.000 | NaT |
| 2025-06-18 | 1,147,102.053 | 0.000 | NaT |
| 2025-06-19 | 1,147,102.053 | 0.000 | NaT |
| 2025-06-20 | 1,147,102.053 | 0.000 | NaT |
| 2025-06-23 | 1,147,102.053 | 0.000 | NaT |
| 2025-06-24 | 1,147,102.053 | 0.000 | NaT |
| 2025-06-25 | 1,147,102.053 | 0.000 | NaT |
| 2025-06-26 | 1,147,102.053 | 0.000 | NaT |
| 2025-06-27 | 1,147,102.053 | 0.000 | NaT |
| 2025-06-30 | 1,147,102.053 | 0.000 | NaT |
| 2025-07-01 | 1,147,102.053 | 0.000 | NaT |
| 2025-07-02 | 1,147,102.053 | 0.000 | NaT |
| 2025-07-03 | 1,147,102.053 | 0.000 | NaT |
| 2025-07-04 | 1,147,102.053 | 0.000 | NaT |
| 2025-07-07 | 1,147,102.053 | 0.000 | NaT |
| 2025-07-08 | 1,147,102.053 | 0.000 | NaT |
| 2025-07-09 | 1,147,102.053 | 0.000 | NaT |
| 2025-07-10 | 1,147,102.053 | 0.000 | NaT |
| 2025-07-11 | 1,147,102.053 | 0.000 | NaT |
| 2025-07-14 | 1,147,102.053 | 0.000 | NaT |
| 2025-07-15 | 1,147,102.053 | 0.000 | NaT |
| 2025-07-16 | 1,147,102.053 | 0.000 | NaT |
| 2025-07-17 | 1,147,102.053 | 0.000 | NaT |
| 2025-07-18 | 1,147,102.053 | 0.000 | NaT |
| 2025-07-21 | 1,147,102.053 | 0.000 | NaT |
| 2025-07-22 | 1,147,102.053 | 0.000 | NaT |
| 2025-07-23 | 1,147,102.053 | 0.000 | NaT |
| 2025-07-24 | 1,147,102.053 | 0.000 | NaT |
| 2025-07-25 | 1,147,102.053 | 0.000 | NaT |
| 2025-07-28 | 1,147,102.053 | 0.000 | NaT |
| 2025-07-29 | 1,154,079.183 | 0.000 | 109 days |
| 2025-07-30 | 1,143,400.563 | 0.009 | NaT |
| 2025-07-31 | 1,136,456.493 | 0.015 | NaT |
| 2025-08-01 | 1,138,975.863 | 0.013 | NaT |
| 2025-08-04 | 1,153,570.923 | 0.000 | NaT |
| 2025-08-05 | 1,161,879.813 | 0.000 | 7 days |
| 2025-08-06 | 1,161,532.947 | 0.000 | NaT |
| 2025-08-07 | 1,161,532.947 | 0.000 | NaT |
| 2025-08-08 | 1,161,532.947 | 0.000 | NaT |
| 2025-08-11 | 1,161,532.947 | 0.000 | NaT |
| 2025-08-12 | 1,164,209.042 | 0.000 | 7 days |
| 2025-08-13 | 1,180,586.522 | 0.000 | NaT |
| 2025-08-14 | 1,162,295.102 | 0.015 | NaT |
| 2025-08-15 | 1,186,891.562 | 0.000 | 2 days |
| 2025-08-18 | 1,211,058.362 | 0.000 | NaT |
| 2025-08-19 | 1,214,760.242 | 0.000 | NaT |
| 2025-08-20 | 1,222,495.382 | 0.000 | NaT |
| 2025-08-21 | 1,213,340.222 | 0.007 | NaT |
| 2025-08-22 | 1,227,874.322 | 0.000 | 2 days |
| 2025-08-25 | 1,246,274.102 | 0.000 | NaT |
| 2025-08-26 | 1,244,644.922 | 0.001 | NaT |
| 2025-08-27 | 1,244,273.240 | 0.002 | NaT |
| 2025-08-28 | 1,259,953.132 | 0.000 | 3 days |
| 2025-08-29 | 1,256,404.342 | 0.003 | NaT |
| 2025-09-01 | 1,268,522.602 | 0.000 | 4 days |
| 2025-09-02 | 1,237,027.252 | 0.025 | NaT |
| 2025-09-03 | 1,216,828.432 | 0.041 | NaT |
| 2025-09-04 | 1,191,615.382 | 0.061 | NaT |
| 2025-09-05 | 1,226,200.282 | 0.033 | NaT |
| 2025-09-08 | 1,238,688.772 | 0.024 | NaT |
| 2025-09-09 | 1,221,922.642 | 0.037 | NaT |
| 2025-09-10 | 1,224,653.572 | 0.035 | NaT |
| 2025-09-11 | 1,252,312.462 | 0.013 | NaT |
| 2025-09-12 | 1,254,833.122 | 0.011 | NaT |
| 2025-09-15 | 1,253,748.232 | 0.012 | NaT |
| 2025-09-16 | 1,253,372.409 | 0.012 | NaT |
| 2025-09-17 | 1,253,372.409 | 0.012 | NaT |
| 2025-09-18 | 1,253,372.409 | 0.012 | NaT |
| 2025-09-19 | 1,253,372.409 | 0.012 | NaT |
| 2025-09-22 | 1,253,372.409 | 0.012 | NaT |
| 2025-09-23 | 1,253,372.409 | 0.012 | NaT |
| 2025-09-24 | 1,253,372.409 | 0.012 | NaT |
| 2025-09-25 | 1,253,372.409 | 0.012 | NaT |
| 2025-09-26 | 1,253,372.409 | 0.012 | NaT |
| 2025-09-29 | 1,253,372.409 | 0.012 | NaT |
| 2025-09-30 | 1,253,372.409 | 0.012 | NaT |
| 2025-10-09 | 1,253,372.409 | 0.012 | NaT |
| 2025-10-10 | 1,253,372.409 | 0.012 | NaT |
| 2025-10-13 | 1,253,372.409 | 0.012 | NaT |
| 2025-10-14 | 1,253,372.409 | 0.012 | NaT |
| 2025-10-15 | 1,273,437.832 | 0.000 | 44 days |
| 2025-10-16 | 1,273,057.192 | 0.000 | NaT |
| 2025-10-17 | 1,273,057.192 | 0.000 | NaT |
| 2025-10-20 | 1,273,057.192 | 0.000 | NaT |
| 2025-10-21 | 1,273,057.192 | 0.000 | NaT |
| 2025-10-22 | 1,273,057.192 | 0.000 | NaT |
| 2025-10-23 | 1,273,057.192 | 0.000 | NaT |
| 2025-10-24 | 1,273,057.192 | 0.000 | NaT |
| 2025-10-27 | 1,273,057.192 | 0.000 | NaT |
| 2025-10-28 | 1,273,057.192 | 0.000 | NaT |
| 2025-10-29 | 1,273,057.192 | 0.000 | NaT |
| 2025-10-30 | 1,273,057.192 | 0.000 | NaT |
| 2025-10-31 | 1,273,057.192 | 0.000 | NaT |
| 2025-11-03 | 1,273,057.192 | 0.000 | NaT |
| 2025-11-04 | 1,273,057.192 | 0.000 | NaT |
| 2025-11-05 | 1,273,057.192 | 0.000 | NaT |
| 2025-11-06 | 1,273,057.192 | 0.000 | NaT |
| 2025-11-07 | 1,273,057.192 | 0.000 | NaT |
| 2025-11-10 | 1,273,057.192 | 0.000 | NaT |
| 2025-11-11 | 1,273,057.192 | 0.000 | NaT |
| 2025-11-12 | 1,273,057.192 | 0.000 | NaT |
| 2025-11-13 | 1,273,057.192 | 0.000 | NaT |
| 2025-11-14 | 1,273,057.192 | 0.000 | NaT |
| 2025-11-17 | 1,273,057.192 | 0.000 | NaT |
| 2025-11-18 | 1,273,057.192 | 0.000 | NaT |
| 2025-11-19 | 1,273,057.192 | 0.000 | NaT |
| 2025-11-20 | 1,273,057.192 | 0.000 | NaT |
| 2025-11-21 | 1,273,057.192 | 0.000 | NaT |
| 2025-11-24 | 1,273,057.192 | 0.000 | NaT |
| 2025-11-25 | 1,273,057.192 | 0.000 | NaT |
| 2025-11-26 | 1,273,057.192 | 0.000 | NaT |
| 2025-11-27 | 1,273,057.192 | 0.000 | NaT |
| 2025-11-28 | 1,273,057.192 | 0.000 | NaT |
| 2025-12-01 | 1,273,057.192 | 0.000 | NaT |
| 2025-12-02 | 1,273,057.192 | 0.000 | NaT |
| 2025-12-03 | 1,273,057.192 | 0.000 | NaT |
| 2025-12-04 | 1,273,057.192 | 0.000 | NaT |
| 2025-12-05 | 1,273,057.192 | 0.000 | NaT |
| 2025-12-08 | 1,273,057.192 | 0.000 | NaT |
| 2025-12-09 | 1,273,057.192 | 0.000 | NaT |
| 2025-12-10 | 1,273,057.192 | 0.000 | NaT |
| 2025-12-11 | 1,273,057.192 | 0.000 | NaT |
| 2025-12-12 | 1,273,057.192 | 0.000 | NaT |
| 2025-12-15 | 1,273,057.192 | 0.000 | NaT |
| 2025-12-16 | 1,273,057.192 | 0.000 | NaT |
| 2025-12-17 | 1,273,057.192 | 0.000 | NaT |
| 2025-12-18 | 1,273,057.192 | 0.000 | NaT |
| 2025-12-19 | 1,273,057.192 | 0.000 | NaT |
| 2025-12-22 | 1,273,057.192 | 0.000 | NaT |
| 2025-12-23 | 1,273,057.192 | 0.000 | NaT |
| 2025-12-24 | 1,273,057.192 | 0.000 | NaT |
| 2025-12-25 | 1,273,057.192 | 0.000 | NaT |
| 2025-12-26 | 1,273,057.192 | 0.000 | NaT |
| 2025-12-29 | 1,273,057.192 | 0.000 | NaT |
| 2025-12-30 | 1,273,057.192 | 0.000 | NaT |
| 2025-12-31 | 1,273,057.192 | 0.000 | 77 days |