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 [%] | 43.033 |
| Equity Final [$] | 1,371,736.412 |
| Equity Peak [$] | 1,393,721.459 |
| Commissions [$] | 10,043.468 |
| Return [%] | 37.174 |
| Buy & Hold Return [%] | 32.162 |
| Return (Ann.) [%] | 38.603 |
| Volatility (Ann.) [%] | 19.557 |
| CAGR [%] | 24.536 |
| Sharpe Ratio | 1.974 |
| Sortino Ratio | 4.495 |
| Calmar Ratio | 6.197 |
| Alpha [%] | 26.241 |
| Beta | 0.340 |
| Max. Drawdown [%] | -6.229 |
| Avg. Drawdown [%] | -1.400 |
| Max. Drawdown Duration | 65 days 00:00:00 |
| Avg. Drawdown Duration | 16 days 00:00:00 |
| # Trades | 14 |
| Win Rate [%] | 71.429 |
| Best Trade [%] | 6.601 |
| Worst Trade [%] | -1.529 |
| Avg. Trade [%] | 2.292 |
| Max. Trade Duration | 31 days 00:00:00 |
| Avg. Trade Duration | 10 days 00:00:00 |
| Profit Factor | 10.006 |
| Expectancy [%] | 2.328 |
| SQN | 3.060 |
| Kelly Criterion | 0.637 |
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 | 46 | 47 | 8,462.700 | 8,505.120 | None | None | 4,778.196 | 651.564 | 0.004 | 2025-03-14 | 2025-03-17 | 3 days | None |
| 4 | 155 | 62 | 65 | 7,002.370 | 7,468.940 | None | None | 71,645.434 | 672.916 | 0.066 | 2025-04-08 | 2025-04-11 | 3 days | None |
| 5 | 146 | 79 | 80 | 7,908.130 | 7,928.150 | None | None | 2,229.291 | 693.629 | 0.002 | 2025-05-06 | 2025-05-07 | 1 days | None |
| 6 | 143 | 103 | 107 | 8,085.290 | 8,062.630 | None | None | -3,933.126 | 692.746 | -0.003 | 2025-06-10 | 2025-06-16 | 6 days | None |
| 7 | 147 | 111 | 122 | 7,841.570 | 8,299.690 | None | None | 66,631.810 | 711.830 | 0.058 | 2025-06-20 | 2025-07-07 | 17 days | None |
| 8 | 144 | 129 | 143 | 8,506.760 | 8,962.940 | None | None | 64,935.229 | 754.691 | 0.053 | 2025-07-16 | 2025-08-05 | 20 days | None |
| 9 | 137 | 151 | 172 | 9,374.510 | 9,711.180 | None | None | 45,339.368 | 784.422 | 0.035 | 2025-08-15 | 2025-09-15 | 31 days | None |
| 10 | 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 |
| 11 | 139 | 187 | 188 | 9,529.450 | 9,685.480 | None | None | 20,886.907 | 801.263 | 0.016 | 2025-10-14 | 2025-10-15 | 1 days | None |
| 12 | 143 | 191 | 197 | 9,390.440 | 9,719.020 | None | None | 46,167.144 | 819.796 | 0.034 | 2025-10-20 | 2025-10-28 | 8 days | None |
| 13 | 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 |
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 | 1,084,939.641 | 0.041 | NaT |
| 2025-03-10 | 1,084,939.641 | 0.041 | NaT |
| 2025-03-11 | 1,084,939.641 | 0.041 | NaT |
| 2025-03-12 | 1,084,939.641 | 0.041 | NaT |
| 2025-03-13 | 1,084,939.641 | 0.041 | NaT |
| 2025-03-14 | 1,084,939.641 | 0.041 | NaT |
| 2025-03-17 | 1,090,044.434 | 0.037 | NaT |
| 2025-03-18 | 1,089,717.837 | 0.037 | NaT |
| 2025-03-19 | 1,089,717.837 | 0.037 | NaT |
| 2025-03-20 | 1,089,717.837 | 0.037 | NaT |
| 2025-03-21 | 1,089,717.837 | 0.037 | NaT |
| 2025-03-24 | 1,089,717.837 | 0.037 | NaT |
| 2025-03-25 | 1,089,717.837 | 0.037 | NaT |
| 2025-03-26 | 1,089,717.837 | 0.037 | NaT |
| 2025-03-27 | 1,089,717.837 | 0.037 | NaT |
| 2025-03-28 | 1,089,717.837 | 0.037 | NaT |
| 2025-03-31 | 1,089,717.837 | 0.037 | NaT |
| 2025-04-01 | 1,089,717.837 | 0.037 | NaT |
| 2025-04-02 | 1,089,717.837 | 0.037 | NaT |
| 2025-04-03 | 1,089,717.837 | 0.037 | NaT |
| 2025-04-07 | 1,089,717.837 | 0.037 | NaT |
| 2025-04-08 | 1,089,717.837 | 0.037 | NaT |
| 2025-04-09 | 1,117,058.177 | 0.013 | NaT |
| 2025-04-10 | 1,147,484.677 | 0.000 | 43 days |
| 2025-04-11 | 1,161,710.577 | 0.000 | NaT |
| 2025-04-14 | 1,161,363.271 | 0.000 | NaT |
| 2025-04-15 | 1,161,363.271 | 0.000 | NaT |
| 2025-04-16 | 1,161,363.271 | 0.000 | NaT |
| 2025-04-17 | 1,161,363.271 | 0.000 | NaT |
| 2025-04-18 | 1,161,363.271 | 0.000 | NaT |
| 2025-04-21 | 1,161,363.271 | 0.000 | NaT |
| 2025-04-22 | 1,161,363.271 | 0.000 | NaT |
| 2025-04-23 | 1,161,363.271 | 0.000 | NaT |
| 2025-04-24 | 1,161,363.271 | 0.000 | NaT |
| 2025-04-25 | 1,161,363.271 | 0.000 | NaT |
| 2025-04-28 | 1,161,363.271 | 0.000 | NaT |
| 2025-04-29 | 1,161,363.271 | 0.000 | NaT |
| 2025-04-30 | 1,161,363.271 | 0.000 | NaT |
| 2025-05-06 | 1,161,363.271 | 0.000 | NaT |
| 2025-05-07 | 1,163,939.815 | 0.000 | 26 days |
| 2025-05-08 | 1,163,592.562 | 0.000 | NaT |
| 2025-05-09 | 1,163,592.562 | 0.000 | NaT |
| 2025-05-12 | 1,163,592.562 | 0.000 | NaT |
| 2025-05-13 | 1,163,592.562 | 0.000 | NaT |
| 2025-05-14 | 1,163,592.562 | 0.000 | NaT |
| 2025-05-15 | 1,163,592.562 | 0.000 | NaT |
| 2025-05-16 | 1,163,592.562 | 0.000 | NaT |
| 2025-05-19 | 1,163,592.562 | 0.000 | NaT |
| 2025-05-20 | 1,163,592.562 | 0.000 | NaT |
| 2025-05-21 | 1,163,592.562 | 0.000 | NaT |
| 2025-05-22 | 1,163,592.562 | 0.000 | NaT |
| 2025-05-23 | 1,163,592.562 | 0.000 | NaT |
| 2025-05-26 | 1,163,592.562 | 0.000 | NaT |
| 2025-05-27 | 1,163,592.562 | 0.000 | NaT |
| 2025-05-28 | 1,163,592.562 | 0.000 | NaT |
| 2025-05-29 | 1,163,592.562 | 0.000 | NaT |
| 2025-05-30 | 1,163,592.562 | 0.000 | NaT |
| 2025-06-03 | 1,163,592.562 | 0.000 | NaT |
| 2025-06-04 | 1,163,592.562 | 0.000 | NaT |
| 2025-06-05 | 1,163,592.562 | 0.000 | NaT |
| 2025-06-06 | 1,163,592.562 | 0.000 | NaT |
| 2025-06-09 | 1,163,592.562 | 0.000 | NaT |
| 2025-06-10 | 1,163,592.562 | 0.000 | NaT |
| 2025-06-11 | 1,167,707.303 | 0.000 | 35 days |
| 2025-06-12 | 1,170,092.543 | 0.000 | NaT |
| 2025-06-13 | 1,149,354.683 | 0.018 | NaT |
| 2025-06-16 | 1,160,005.323 | 0.009 | NaT |
| 2025-06-17 | 1,159,659.436 | 0.009 | NaT |
| 2025-06-18 | 1,159,659.436 | 0.009 | NaT |
| 2025-06-19 | 1,159,659.436 | 0.009 | NaT |
| 2025-06-20 | 1,159,659.436 | 0.009 | NaT |
| 2025-06-23 | 1,177,121.203 | 0.000 | 11 days |
| 2025-06-24 | 1,201,254.193 | 0.000 | NaT |
| 2025-06-25 | 1,215,611.683 | 0.000 | NaT |
| 2025-06-26 | 1,211,216.383 | 0.004 | NaT |
| 2025-06-27 | 1,216,209.973 | 0.000 | 2 days |
| 2025-06-30 | 1,232,507.863 | 0.000 | NaT |
| 2025-07-01 | 1,235,841.823 | 0.000 | NaT |
| 2025-07-02 | 1,223,417.383 | 0.010 | NaT |
| 2025-07-03 | 1,231,834.603 | 0.003 | NaT |
| 2025-07-04 | 1,222,651.513 | 0.011 | NaT |
| 2025-07-07 | 1,226,657.263 | 0.007 | NaT |
| 2025-07-08 | 1,226,291.247 | 0.008 | NaT |
| 2025-07-09 | 1,226,291.247 | 0.008 | NaT |
| 2025-07-10 | 1,226,291.247 | 0.008 | NaT |
| 2025-07-11 | 1,226,291.247 | 0.008 | NaT |
| 2025-07-14 | 1,226,291.247 | 0.008 | NaT |
| 2025-07-15 | 1,226,291.247 | 0.008 | NaT |
| 2025-07-16 | 1,226,291.247 | 0.008 | NaT |
| 2025-07-17 | 1,240,559.915 | 0.000 | 16 days |
| 2025-07-18 | 1,242,153.995 | 0.000 | NaT |
| 2025-07-21 | 1,254,836.075 | 0.000 | NaT |
| 2025-07-22 | 1,258,064.555 | 0.000 | NaT |
| 2025-07-23 | 1,250,226.635 | 0.006 | NaT |
| 2025-07-24 | 1,265,620.235 | 0.000 | 2 days |
| 2025-07-25 | 1,268,421.035 | 0.000 | NaT |
| 2025-07-28 | 1,274,735.435 | 0.000 | NaT |
| 2025-07-29 | 1,282,905.995 | 0.000 | NaT |
| 2025-07-30 | 1,270,985.675 | 0.009 | NaT |
| 2025-07-31 | 1,263,234.155 | 0.015 | NaT |
| 2025-08-01 | 1,266,046.475 | 0.013 | NaT |
| 2025-08-04 | 1,282,338.635 | 0.000 | NaT |
| 2025-08-05 | 1,291,613.675 | 0.000 | 7 days |
| 2025-08-06 | 1,291,226.476 | 0.000 | NaT |
| 2025-08-07 | 1,291,226.476 | 0.000 | NaT |
| 2025-08-08 | 1,291,226.476 | 0.000 | NaT |
| 2025-08-11 | 1,291,226.476 | 0.000 | NaT |
| 2025-08-12 | 1,291,226.476 | 0.000 | NaT |
| 2025-08-13 | 1,291,226.476 | 0.000 | NaT |
| 2025-08-14 | 1,291,226.476 | 0.000 | NaT |
| 2025-08-15 | 1,291,226.476 | 0.000 | NaT |
| 2025-08-18 | 1,317,117.783 | 0.000 | 13 days |
| 2025-08-19 | 1,321,142.843 | 0.000 | NaT |
| 2025-08-20 | 1,329,553.273 | 0.000 | NaT |
| 2025-08-21 | 1,319,598.853 | 0.007 | NaT |
| 2025-08-22 | 1,335,401.803 | 0.000 | 2 days |
| 2025-08-25 | 1,355,407.913 | 0.000 | NaT |
| 2025-08-26 | 1,353,636.503 | 0.001 | NaT |
| 2025-08-27 | 1,326,506.393 | 0.021 | NaT |
| 2025-08-28 | 1,343,554.673 | 0.009 | NaT |
| 2025-08-29 | 1,339,785.803 | 0.012 | NaT |
| 2025-09-01 | 1,352,655.583 | 0.002 | NaT |
| 2025-09-02 | 1,319,207.033 | 0.027 | NaT |
| 2025-09-03 | 1,297,755.573 | 0.043 | NaT |
| 2025-09-04 | 1,270,978.923 | 0.062 | NaT |
| 2025-09-05 | 1,307,708.623 | 0.035 | NaT |
| 2025-09-08 | 1,320,971.593 | 0.025 | NaT |
| 2025-09-09 | 1,303,165.703 | 0.039 | NaT |
| 2025-09-10 | 1,306,065.993 | 0.036 | NaT |
| 2025-09-11 | 1,335,440.163 | 0.015 | NaT |
| 2025-09-12 | 1,338,117.143 | 0.013 | NaT |
| 2025-09-15 | 1,336,964.973 | 0.014 | NaT |
| 2025-09-16 | 1,336,565.844 | 0.014 | NaT |
| 2025-09-17 | 1,336,565.844 | 0.014 | NaT |
| 2025-09-18 | 1,336,565.844 | 0.014 | NaT |
| 2025-09-19 | 1,326,351.115 | 0.021 | NaT |
| 2025-09-22 | 1,325,954.451 | 0.022 | NaT |
| 2025-09-23 | 1,325,954.451 | 0.022 | NaT |
| 2025-09-24 | 1,325,954.451 | 0.022 | NaT |
| 2025-09-25 | 1,325,954.451 | 0.022 | NaT |
| 2025-09-26 | 1,325,954.451 | 0.022 | NaT |
| 2025-09-29 | 1,325,954.451 | 0.022 | NaT |
| 2025-09-30 | 1,325,954.451 | 0.022 | NaT |
| 2025-10-09 | 1,325,954.451 | 0.022 | NaT |
| 2025-10-10 | 1,325,954.451 | 0.022 | NaT |
| 2025-10-13 | 1,325,954.451 | 0.022 | NaT |
| 2025-10-14 | 1,325,954.451 | 0.022 | NaT |
| 2025-10-15 | 1,347,245.243 | 0.006 | NaT |
| 2025-10-16 | 1,346,841.359 | 0.006 | NaT |
| 2025-10-17 | 1,346,841.359 | 0.006 | NaT |
| 2025-10-20 | 1,346,841.359 | 0.006 | NaT |
| 2025-10-21 | 1,368,952.429 | 0.000 | 57 days |
| 2025-10-22 | 1,363,512.709 | 0.004 | NaT |
| 2025-10-23 | 1,361,698.039 | 0.005 | NaT |
| 2025-10-24 | 1,379,224.119 | 0.000 | 3 days |
| 2025-10-27 | 1,393,721.459 | 0.000 | NaT |
| 2025-10-28 | 1,393,425.449 | 0.000 | NaT |
| 2025-10-29 | 1,393,008.503 | 0.001 | NaT |
| 2025-10-30 | 1,393,008.503 | 0.001 | NaT |
| 2025-10-31 | 1,393,008.503 | 0.001 | NaT |
| 2025-11-03 | 1,393,008.503 | 0.001 | NaT |
| 2025-11-04 | 1,393,008.503 | 0.001 | NaT |
| 2025-11-05 | 1,393,008.503 | 0.001 | NaT |
| 2025-11-06 | 1,393,008.503 | 0.001 | NaT |
| 2025-11-07 | 1,393,008.503 | 0.001 | NaT |
| 2025-11-10 | 1,393,008.503 | 0.001 | NaT |
| 2025-11-11 | 1,393,008.503 | 0.001 | NaT |
| 2025-11-12 | 1,393,008.503 | 0.001 | NaT |
| 2025-11-13 | 1,393,008.503 | 0.001 | NaT |
| 2025-11-14 | 1,393,008.503 | 0.001 | NaT |
| 2025-11-17 | 1,393,008.503 | 0.001 | NaT |
| 2025-11-18 | 1,393,008.503 | 0.001 | NaT |
| 2025-11-19 | 1,393,008.503 | 0.001 | NaT |
| 2025-11-20 | 1,381,967.016 | 0.008 | NaT |
| 2025-11-21 | 1,329,885.916 | 0.046 | NaT |
| 2025-11-24 | 1,352,871.316 | 0.029 | NaT |
| 2025-11-25 | 1,374,274.766 | 0.014 | NaT |
| 2025-11-26 | 1,372,147.616 | 0.015 | NaT |
| 2025-11-27 | 1,371,736.412 | 0.016 | NaT |
| 2025-11-28 | 1,371,736.412 | 0.016 | NaT |
| 2025-12-01 | 1,371,736.412 | 0.016 | NaT |
| 2025-12-02 | 1,371,736.412 | 0.016 | NaT |
| 2025-12-03 | 1,371,736.412 | 0.016 | NaT |
| 2025-12-04 | 1,371,736.412 | 0.016 | NaT |
| 2025-12-05 | 1,371,736.412 | 0.016 | NaT |
| 2025-12-08 | 1,371,736.412 | 0.016 | NaT |
| 2025-12-09 | 1,371,736.412 | 0.016 | NaT |
| 2025-12-10 | 1,371,736.412 | 0.016 | NaT |
| 2025-12-11 | 1,371,736.412 | 0.016 | NaT |
| 2025-12-12 | 1,371,736.412 | 0.016 | NaT |
| 2025-12-15 | 1,371,736.412 | 0.016 | NaT |
| 2025-12-16 | 1,371,736.412 | 0.016 | NaT |
| 2025-12-17 | 1,371,736.412 | 0.016 | NaT |
| 2025-12-18 | 1,371,736.412 | 0.016 | NaT |
| 2025-12-19 | 1,371,736.412 | 0.016 | NaT |
| 2025-12-22 | 1,371,736.412 | 0.016 | NaT |
| 2025-12-23 | 1,371,736.412 | 0.016 | NaT |
| 2025-12-24 | 1,371,736.412 | 0.016 | NaT |
| 2025-12-25 | 1,371,736.412 | 0.016 | NaT |
| 2025-12-26 | 1,371,736.412 | 0.016 | NaT |
| 2025-12-29 | 1,371,736.412 | 0.016 | NaT |
| 2025-12-30 | 1,371,736.412 | 0.016 | NaT |
| 2025-12-31 | 1,371,736.412 | 0.016 | 65 days |