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 [%] | 32.787 |
| Equity Final [$] | 1,382,762.198 |
| Equity Peak [$] | 1,404,602.336 |
| Commissions [$] | 11,617.332 |
| Return [%] | 38.276 |
| Buy & Hold Return [%] | 32.162 |
| Return (Ann.) [%] | 39.753 |
| Volatility (Ann.) [%] | 17.268 |
| CAGR [%] | 25.230 |
| Sharpe Ratio | 2.302 |
| Sortino Ratio | 6.097 |
| Calmar Ratio | 6.561 |
| Alpha [%] | 29.911 |
| Beta | 0.260 |
| Max. Drawdown [%] | -6.059 |
| Avg. Drawdown [%] | -0.916 |
| Max. Drawdown Duration | 68 days 00:00:00 |
| Avg. Drawdown Duration | 17 days 00:00:00 |
| # Trades | 16 |
| Win Rate [%] | 81.250 |
| Best Trade [%] | 6.601 |
| Worst Trade [%] | -1.529 |
| Avg. Trade [%] | 2.053 |
| Max. Trade Duration | 19 days 00:00:00 |
| Avg. Trade Duration | 6 days 00:00:00 |
| Profit Factor | 11.172 |
| Expectancy [%] | 2.085 |
| SQN | 3.144 |
| Kelly Criterion | 0.733 |
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 | 79 | 80 | 7,908.130 | 7,928.150 | None | None | 2,290.367 | 712.633 | 0.002 | 2025-05-06 | 2025-05-07 | 1 days | None |
| 8 | 152 | 111 | 118 | 7,841.570 | 8,362.170 | None | None | 78,392.309 | 738.891 | 0.066 | 2025-06-20 | 2025-07-01 | 11 days | None |
| 9 | 143 | 137 | 143 | 8,845.730 | 8,962.940 | None | None | 15,997.038 | 763.992 | 0.013 | 2025-07-28 | 2025-08-05 | 8 days | None |
| 10 | 137 | 151 | 158 | 9,374.510 | 9,832.870 | None | None | 62,005.897 | 789.423 | 0.048 | 2025-08-15 | 2025-08-26 | 11 days | None |
| 11 | 140 | 159 | 172 | 9,634.840 | 9,711.180 | None | None | 9,875.067 | 812.533 | 0.007 | 2025-08-27 | 2025-09-15 | 19 days | None |
| 12 | 138 | 175 | 176 | 9,794.330 | 9,722.160 | None | None | -10,767.443 | 807.983 | -0.008 | 2025-09-18 | 2025-09-19 | 1 days | None |
| 13 | 141 | 187 | 188 | 9,529.450 | 9,685.480 | None | None | 21,187.438 | 812.792 | 0.016 | 2025-10-14 | 2025-10-15 | 1 days | None |
| 14 | 146 | 191 | 195 | 9,390.440 | 9,619.710 | None | None | 32,640.775 | 832.645 | 0.024 | 2025-10-20 | 2025-10-24 | 4 days | None |
| 15 | 146 | 213 | 218 | 9,593.950 | 9,452.960 | None | None | -21,418.795 | 834.255 | -0.015 | 2025-11-19 | 2025-11-26 | 7 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 | 1,195,206.677 | 0.000 | 26 days |
| 2025-05-08 | 1,194,849.910 | 0.000 | NaT |
| 2025-05-09 | 1,194,849.910 | 0.000 | NaT |
| 2025-05-12 | 1,194,849.910 | 0.000 | NaT |
| 2025-05-13 | 1,194,849.910 | 0.000 | NaT |
| 2025-05-14 | 1,194,849.910 | 0.000 | NaT |
| 2025-05-15 | 1,194,849.910 | 0.000 | NaT |
| 2025-05-16 | 1,194,849.910 | 0.000 | NaT |
| 2025-05-19 | 1,194,849.910 | 0.000 | NaT |
| 2025-05-20 | 1,194,849.910 | 0.000 | NaT |
| 2025-05-21 | 1,194,849.910 | 0.000 | NaT |
| 2025-05-22 | 1,194,849.910 | 0.000 | NaT |
| 2025-05-23 | 1,194,849.910 | 0.000 | NaT |
| 2025-05-26 | 1,194,849.910 | 0.000 | NaT |
| 2025-05-27 | 1,194,849.910 | 0.000 | NaT |
| 2025-05-28 | 1,194,849.910 | 0.000 | NaT |
| 2025-05-29 | 1,194,849.910 | 0.000 | NaT |
| 2025-05-30 | 1,194,849.910 | 0.000 | NaT |
| 2025-06-03 | 1,194,849.910 | 0.000 | NaT |
| 2025-06-04 | 1,194,849.910 | 0.000 | NaT |
| 2025-06-05 | 1,194,849.910 | 0.000 | NaT |
| 2025-06-06 | 1,194,849.910 | 0.000 | NaT |
| 2025-06-09 | 1,194,849.910 | 0.000 | NaT |
| 2025-06-10 | 1,194,849.910 | 0.000 | NaT |
| 2025-06-11 | 1,194,849.910 | 0.000 | NaT |
| 2025-06-12 | 1,194,849.910 | 0.000 | NaT |
| 2025-06-13 | 1,194,849.910 | 0.000 | NaT |
| 2025-06-16 | 1,194,849.910 | 0.000 | NaT |
| 2025-06-17 | 1,194,849.910 | 0.000 | NaT |
| 2025-06-18 | 1,194,849.910 | 0.000 | NaT |
| 2025-06-19 | 1,194,849.910 | 0.000 | NaT |
| 2025-06-20 | 1,194,849.910 | 0.000 | NaT |
| 2025-06-23 | 1,212,905.615 | 0.000 | 47 days |
| 2025-06-24 | 1,237,859.455 | 0.000 | NaT |
| 2025-06-25 | 1,252,705.295 | 0.000 | NaT |
| 2025-06-26 | 1,248,160.495 | 0.004 | NaT |
| 2025-06-27 | 1,253,323.935 | 0.000 | 2 days |
| 2025-06-30 | 1,270,176.175 | 0.000 | NaT |
| 2025-07-01 | 1,273,623.535 | 0.000 | NaT |
| 2025-07-02 | 1,273,242.220 | 0.000 | NaT |
| 2025-07-03 | 1,273,242.220 | 0.000 | NaT |
| 2025-07-04 | 1,273,242.220 | 0.000 | NaT |
| 2025-07-07 | 1,273,242.220 | 0.000 | NaT |
| 2025-07-08 | 1,273,242.220 | 0.000 | NaT |
| 2025-07-09 | 1,273,242.220 | 0.000 | NaT |
| 2025-07-10 | 1,273,242.220 | 0.000 | NaT |
| 2025-07-11 | 1,273,242.220 | 0.000 | NaT |
| 2025-07-14 | 1,273,242.220 | 0.000 | NaT |
| 2025-07-15 | 1,273,242.220 | 0.000 | NaT |
| 2025-07-16 | 1,273,242.220 | 0.000 | NaT |
| 2025-07-17 | 1,273,242.220 | 0.000 | NaT |
| 2025-07-18 | 1,273,242.220 | 0.000 | NaT |
| 2025-07-21 | 1,273,242.220 | 0.000 | NaT |
| 2025-07-22 | 1,273,242.220 | 0.000 | NaT |
| 2025-07-23 | 1,273,242.220 | 0.000 | NaT |
| 2025-07-24 | 1,273,242.220 | 0.000 | NaT |
| 2025-07-25 | 1,273,242.220 | 0.000 | NaT |
| 2025-07-28 | 1,273,242.220 | 0.000 | NaT |
| 2025-07-29 | 1,280,976.558 | 0.000 | 28 days |
| 2025-07-30 | 1,269,139.018 | 0.009 | NaT |
| 2025-07-31 | 1,261,441.328 | 0.015 | NaT |
| 2025-08-01 | 1,264,234.118 | 0.013 | NaT |
| 2025-08-04 | 1,280,413.138 | 0.000 | NaT |
| 2025-08-05 | 1,289,623.768 | 0.000 | 7 days |
| 2025-08-06 | 1,289,239.258 | 0.000 | NaT |
| 2025-08-07 | 1,289,239.258 | 0.000 | NaT |
| 2025-08-08 | 1,289,239.258 | 0.000 | NaT |
| 2025-08-11 | 1,289,239.258 | 0.000 | NaT |
| 2025-08-12 | 1,289,239.258 | 0.000 | NaT |
| 2025-08-13 | 1,289,239.258 | 0.000 | NaT |
| 2025-08-14 | 1,289,239.258 | 0.000 | NaT |
| 2025-08-15 | 1,289,239.258 | 0.000 | NaT |
| 2025-08-18 | 1,315,130.565 | 0.000 | 13 days |
| 2025-08-19 | 1,319,155.625 | 0.000 | NaT |
| 2025-08-20 | 1,327,566.055 | 0.000 | NaT |
| 2025-08-21 | 1,317,611.635 | 0.007 | NaT |
| 2025-08-22 | 1,333,414.585 | 0.000 | 2 days |
| 2025-08-25 | 1,353,420.695 | 0.000 | NaT |
| 2025-08-26 | 1,351,649.285 | 0.001 | NaT |
| 2025-08-27 | 1,351,245.154 | 0.002 | NaT |
| 2025-08-28 | 1,368,262.091 | 0.000 | 3 days |
| 2025-08-29 | 1,364,410.691 | 0.003 | NaT |
| 2025-09-01 | 1,377,562.291 | 0.000 | 4 days |
| 2025-09-02 | 1,343,381.291 | 0.025 | NaT |
| 2025-09-03 | 1,321,460.091 | 0.041 | NaT |
| 2025-09-04 | 1,294,097.091 | 0.061 | NaT |
| 2025-09-05 | 1,331,631.091 | 0.033 | NaT |
| 2025-09-08 | 1,345,184.491 | 0.024 | NaT |
| 2025-09-09 | 1,326,988.691 | 0.037 | NaT |
| 2025-09-10 | 1,329,952.491 | 0.035 | NaT |
| 2025-09-11 | 1,359,969.891 | 0.013 | NaT |
| 2025-09-12 | 1,362,705.491 | 0.011 | NaT |
| 2025-09-15 | 1,361,528.091 | 0.012 | NaT |
| 2025-09-16 | 1,361,120.222 | 0.012 | NaT |
| 2025-09-17 | 1,361,120.222 | 0.012 | NaT |
| 2025-09-18 | 1,361,120.222 | 0.012 | NaT |
| 2025-09-19 | 1,350,755.276 | 0.019 | NaT |
| 2025-09-22 | 1,350,352.779 | 0.020 | NaT |
| 2025-09-23 | 1,350,352.779 | 0.020 | NaT |
| 2025-09-24 | 1,350,352.779 | 0.020 | NaT |
| 2025-09-25 | 1,350,352.779 | 0.020 | NaT |
| 2025-09-26 | 1,350,352.779 | 0.020 | NaT |
| 2025-09-29 | 1,350,352.779 | 0.020 | NaT |
| 2025-09-30 | 1,350,352.779 | 0.020 | NaT |
| 2025-10-09 | 1,350,352.779 | 0.020 | NaT |
| 2025-10-10 | 1,350,352.779 | 0.020 | NaT |
| 2025-10-13 | 1,350,352.779 | 0.020 | NaT |
| 2025-10-14 | 1,350,352.779 | 0.020 | NaT |
| 2025-10-15 | 1,371,949.913 | 0.004 | NaT |
| 2025-10-16 | 1,371,540.217 | 0.004 | NaT |
| 2025-10-17 | 1,371,540.217 | 0.004 | NaT |
| 2025-10-20 | 1,371,540.217 | 0.004 | NaT |
| 2025-10-21 | 1,394,115.156 | 0.000 | 50 days |
| 2025-10-22 | 1,388,561.316 | 0.004 | NaT |
| 2025-10-23 | 1,386,708.576 | 0.005 | NaT |
| 2025-10-24 | 1,404,602.336 | 0.000 | 3 days |
| 2025-10-27 | 1,404,180.993 | 0.000 | NaT |
| 2025-10-28 | 1,404,180.993 | 0.000 | NaT |
| 2025-10-29 | 1,404,180.993 | 0.000 | NaT |
| 2025-10-30 | 1,404,180.993 | 0.000 | NaT |
| 2025-10-31 | 1,404,180.993 | 0.000 | NaT |
| 2025-11-03 | 1,404,180.993 | 0.000 | NaT |
| 2025-11-04 | 1,404,180.993 | 0.000 | NaT |
| 2025-11-05 | 1,404,180.993 | 0.000 | NaT |
| 2025-11-06 | 1,404,180.993 | 0.000 | NaT |
| 2025-11-07 | 1,404,180.993 | 0.000 | NaT |
| 2025-11-10 | 1,404,180.993 | 0.000 | NaT |
| 2025-11-11 | 1,404,180.993 | 0.000 | NaT |
| 2025-11-12 | 1,404,180.993 | 0.000 | NaT |
| 2025-11-13 | 1,404,180.993 | 0.000 | NaT |
| 2025-11-14 | 1,404,180.993 | 0.000 | NaT |
| 2025-11-17 | 1,404,180.993 | 0.000 | NaT |
| 2025-11-18 | 1,404,180.993 | 0.000 | NaT |
| 2025-11-19 | 1,404,180.993 | 0.000 | NaT |
| 2025-11-20 | 1,393,063.358 | 0.008 | NaT |
| 2025-11-21 | 1,340,623.078 | 0.046 | NaT |
| 2025-11-24 | 1,363,766.998 | 0.029 | NaT |
| 2025-11-25 | 1,385,318.058 | 0.014 | NaT |
| 2025-11-26 | 1,383,176.238 | 0.015 | NaT |
| 2025-11-27 | 1,382,762.198 | 0.016 | NaT |
| 2025-11-28 | 1,382,762.198 | 0.016 | NaT |
| 2025-12-01 | 1,382,762.198 | 0.016 | NaT |
| 2025-12-02 | 1,382,762.198 | 0.016 | NaT |
| 2025-12-03 | 1,382,762.198 | 0.016 | NaT |
| 2025-12-04 | 1,382,762.198 | 0.016 | NaT |
| 2025-12-05 | 1,382,762.198 | 0.016 | NaT |
| 2025-12-08 | 1,382,762.198 | 0.016 | NaT |
| 2025-12-09 | 1,382,762.198 | 0.016 | NaT |
| 2025-12-10 | 1,382,762.198 | 0.016 | NaT |
| 2025-12-11 | 1,382,762.198 | 0.016 | NaT |
| 2025-12-12 | 1,382,762.198 | 0.016 | NaT |
| 2025-12-15 | 1,382,762.198 | 0.016 | NaT |
| 2025-12-16 | 1,382,762.198 | 0.016 | NaT |
| 2025-12-17 | 1,382,762.198 | 0.016 | NaT |
| 2025-12-18 | 1,382,762.198 | 0.016 | NaT |
| 2025-12-19 | 1,382,762.198 | 0.016 | NaT |
| 2025-12-22 | 1,382,762.198 | 0.016 | NaT |
| 2025-12-23 | 1,382,762.198 | 0.016 | NaT |
| 2025-12-24 | 1,382,762.198 | 0.016 | NaT |
| 2025-12-25 | 1,382,762.198 | 0.016 | NaT |
| 2025-12-26 | 1,382,762.198 | 0.016 | NaT |
| 2025-12-29 | 1,382,762.198 | 0.016 | NaT |
| 2025-12-30 | 1,382,762.198 | 0.016 | NaT |
| 2025-12-31 | 1,382,762.198 | 0.016 | 68 days |