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 [%] | 40.164 |
| Equity Final [$] | 1,365,474.550 |
| Equity Peak [$] | 1,397,716.491 |
| Commissions [$] | 12,995.120 |
| Return [%] | 36.547 |
| Buy & Hold Return [%] | 32.162 |
| Return (Ann.) [%] | 37.949 |
| Volatility (Ann.) [%] | 18.681 |
| CAGR [%] | 24.141 |
| Sharpe Ratio | 2.031 |
| Sortino Ratio | 4.814 |
| Calmar Ratio | 6.256 |
| Alpha [%] | 26.495 |
| Beta | 0.313 |
| Max. Drawdown [%] | -6.066 |
| Avg. Drawdown [%] | -1.138 |
| Max. Drawdown Duration | 51 days 00:00:00 |
| Avg. Drawdown Duration | 15 days 00:00:00 |
| # Trades | 18 |
| Win Rate [%] | 77.778 |
| Best Trade [%] | 7.161 |
| Worst Trade [%] | -3.031 |
| Avg. Trade [%] | 1.751 |
| Max. Trade Duration | 19 days 00:00:00 |
| Avg. Trade Duration | 7 days 00:00:00 |
| Profit Factor | 6.103 |
| Expectancy [%] | 1.789 |
| SQN | 2.639 |
| Kelly Criterion | 0.646 |
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 | 133 | 31 | 37 | 8,314.950 | 8,067.810 | None | None | -33,523.292 | 653.672 | -0.030 | 2025-02-21 | 2025-03-03 | 10 days | None |
| 5 | 127 | 46 | 47 | 8,462.700 | 8,505.120 | None | None | 4,740.866 | 646.474 | 0.004 | 2025-03-14 | 2025-03-17 | 3 days | None |
| 6 | 154 | 62 | 65 | 7,002.370 | 7,468.940 | None | None | 71,183.205 | 668.575 | 0.066 | 2025-04-08 | 2025-04-11 | 3 days | None |
| 7 | 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 |
| 8 | 146 | 110 | 118 | 7,907.160 | 8,362.170 | None | None | 65,718.863 | 712.597 | 0.057 | 2025-06-19 | 2025-07-01 | 12 days | None |
| 9 | 141 | 131 | 132 | 8,619.470 | 8,707.540 | None | None | 11,684.937 | 732.933 | 0.010 | 2025-07-18 | 2025-07-21 | 3 days | None |
| 10 | 139 | 137 | 143 | 8,845.730 | 8,962.940 | None | None | 15,549.568 | 742.622 | 0.013 | 2025-07-28 | 2025-08-05 | 8 days | None |
| 11 | 136 | 147 | 158 | 9,170.500 | 9,832.870 | None | None | 89,306.983 | 775.337 | 0.072 | 2025-08-11 | 2025-08-26 | 15 days | None |
| 12 | 139 | 159 | 172 | 9,634.840 | 9,711.180 | None | None | 9,804.531 | 806.729 | 0.007 | 2025-08-27 | 2025-09-15 | 19 days | None |
| 13 | 137 | 175 | 176 | 9,794.330 | 9,722.160 | None | None | -10,689.418 | 802.128 | -0.008 | 2025-09-18 | 2025-09-19 | 1 days | None |
| 14 | 140 | 187 | 188 | 9,529.450 | 9,685.480 | None | None | 21,037.173 | 807.027 | 0.016 | 2025-10-14 | 2025-10-15 | 1 days | None |
| 15 | 144 | 191 | 194 | 9,390.440 | 9,497.150 | None | None | 14,550.296 | 815.944 | 0.011 | 2025-10-20 | 2025-10-23 | 3 days | None |
| 16 | 142 | 202 | 208 | 9,662.690 | 9,751.990 | None | None | 11,853.535 | 827.065 | 0.009 | 2025-11-04 | 2025-11-12 | 8 days | None |
| 17 | 144 | 213 | 218 | 9,593.950 | 9,452.960 | None | None | -21,125.387 | 822.827 | -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 | 1,114,013.311 | 0.000 | 4 days |
| 2025-02-25 | 1,109,299.791 | 0.004 | NaT |
| 2025-02-26 | 1,125,999.271 | 0.000 | 2 days |
| 2025-02-27 | 1,121,567.711 | 0.004 | NaT |
| 2025-02-28 | 1,078,324.091 | 0.042 | NaT |
| 2025-03-03 | 1,079,952.011 | 0.041 | NaT |
| 2025-03-04 | 1,079,630.105 | 0.041 | NaT |
| 2025-03-05 | 1,079,630.105 | 0.041 | NaT |
| 2025-03-06 | 1,079,630.105 | 0.041 | NaT |
| 2025-03-07 | 1,079,630.105 | 0.041 | NaT |
| 2025-03-10 | 1,079,630.105 | 0.041 | NaT |
| 2025-03-11 | 1,079,630.105 | 0.041 | NaT |
| 2025-03-12 | 1,079,630.105 | 0.041 | NaT |
| 2025-03-13 | 1,079,630.105 | 0.041 | NaT |
| 2025-03-14 | 1,079,630.105 | 0.041 | NaT |
| 2025-03-17 | 1,084,695.017 | 0.037 | NaT |
| 2025-03-18 | 1,084,370.971 | 0.037 | NaT |
| 2025-03-19 | 1,084,370.971 | 0.037 | NaT |
| 2025-03-20 | 1,084,370.971 | 0.037 | NaT |
| 2025-03-21 | 1,084,370.971 | 0.037 | NaT |
| 2025-03-24 | 1,084,370.971 | 0.037 | NaT |
| 2025-03-25 | 1,084,370.971 | 0.037 | NaT |
| 2025-03-26 | 1,084,370.971 | 0.037 | NaT |
| 2025-03-27 | 1,084,370.971 | 0.037 | NaT |
| 2025-03-28 | 1,084,370.971 | 0.037 | NaT |
| 2025-03-31 | 1,084,370.971 | 0.037 | NaT |
| 2025-04-01 | 1,084,370.971 | 0.037 | NaT |
| 2025-04-02 | 1,084,370.971 | 0.037 | NaT |
| 2025-04-03 | 1,084,370.971 | 0.037 | NaT |
| 2025-04-07 | 1,084,370.971 | 0.037 | NaT |
| 2025-04-08 | 1,084,370.971 | 0.037 | NaT |
| 2025-04-09 | 1,111,534.922 | 0.013 | NaT |
| 2025-04-10 | 1,141,765.122 | 0.000 | 43 days |
| 2025-04-11 | 1,155,899.242 | 0.000 | NaT |
| 2025-04-14 | 1,155,554.177 | 0.000 | NaT |
| 2025-04-15 | 1,155,554.177 | 0.000 | NaT |
| 2025-04-16 | 1,155,554.177 | 0.000 | NaT |
| 2025-04-17 | 1,155,554.177 | 0.000 | NaT |
| 2025-04-18 | 1,155,554.177 | 0.000 | NaT |
| 2025-04-21 | 1,155,554.177 | 0.000 | NaT |
| 2025-04-22 | 1,155,554.177 | 0.000 | NaT |
| 2025-04-23 | 1,155,554.177 | 0.000 | NaT |
| 2025-04-24 | 1,155,554.177 | 0.000 | NaT |
| 2025-04-25 | 1,155,554.177 | 0.000 | NaT |
| 2025-04-28 | 1,155,554.177 | 0.000 | NaT |
| 2025-04-29 | 1,155,554.177 | 0.000 | NaT |
| 2025-04-30 | 1,155,554.177 | 0.000 | NaT |
| 2025-05-06 | 1,155,554.177 | 0.000 | NaT |
| 2025-05-07 | 1,158,130.721 | 0.000 | 26 days |
| 2025-05-08 | 1,157,783.468 | 0.000 | NaT |
| 2025-05-09 | 1,157,783.468 | 0.000 | NaT |
| 2025-05-12 | 1,157,783.468 | 0.000 | NaT |
| 2025-05-13 | 1,157,783.468 | 0.000 | NaT |
| 2025-05-14 | 1,157,783.468 | 0.000 | NaT |
| 2025-05-15 | 1,157,783.468 | 0.000 | NaT |
| 2025-05-16 | 1,157,783.468 | 0.000 | NaT |
| 2025-05-19 | 1,157,783.468 | 0.000 | NaT |
| 2025-05-20 | 1,157,783.468 | 0.000 | NaT |
| 2025-05-21 | 1,157,783.468 | 0.000 | NaT |
| 2025-05-22 | 1,157,783.468 | 0.000 | NaT |
| 2025-05-23 | 1,157,783.468 | 0.000 | NaT |
| 2025-05-26 | 1,157,783.468 | 0.000 | NaT |
| 2025-05-27 | 1,157,783.468 | 0.000 | NaT |
| 2025-05-28 | 1,157,783.468 | 0.000 | NaT |
| 2025-05-29 | 1,157,783.468 | 0.000 | NaT |
| 2025-05-30 | 1,157,783.468 | 0.000 | NaT |
| 2025-06-03 | 1,157,783.468 | 0.000 | NaT |
| 2025-06-04 | 1,157,783.468 | 0.000 | NaT |
| 2025-06-05 | 1,157,783.468 | 0.000 | NaT |
| 2025-06-06 | 1,157,783.468 | 0.000 | NaT |
| 2025-06-09 | 1,157,783.468 | 0.000 | NaT |
| 2025-06-10 | 1,157,783.468 | 0.000 | NaT |
| 2025-06-11 | 1,157,783.468 | 0.000 | NaT |
| 2025-06-12 | 1,157,783.468 | 0.000 | NaT |
| 2025-06-13 | 1,157,783.468 | 0.000 | NaT |
| 2025-06-16 | 1,157,783.468 | 0.000 | NaT |
| 2025-06-17 | 1,157,783.468 | 0.000 | NaT |
| 2025-06-18 | 1,157,783.468 | 0.000 | NaT |
| 2025-06-19 | 1,157,783.468 | 0.000 | NaT |
| 2025-06-20 | 1,147,860.994 | 0.009 | NaT |
| 2025-06-23 | 1,165,547.434 | 0.000 | 47 days |
| 2025-06-24 | 1,189,516.254 | 0.000 | NaT |
| 2025-06-25 | 1,203,776.074 | 0.000 | NaT |
| 2025-06-26 | 1,199,410.674 | 0.004 | NaT |
| 2025-06-27 | 1,204,370.294 | 0.000 | 2 days |
| 2025-06-30 | 1,220,557.314 | 0.000 | NaT |
| 2025-07-01 | 1,223,868.594 | 0.000 | NaT |
| 2025-07-02 | 1,223,502.331 | 0.000 | NaT |
| 2025-07-03 | 1,223,502.331 | 0.000 | NaT |
| 2025-07-04 | 1,223,502.331 | 0.000 | NaT |
| 2025-07-07 | 1,223,502.331 | 0.000 | NaT |
| 2025-07-08 | 1,223,502.331 | 0.000 | NaT |
| 2025-07-09 | 1,223,502.331 | 0.000 | NaT |
| 2025-07-10 | 1,223,502.331 | 0.000 | NaT |
| 2025-07-11 | 1,223,502.331 | 0.000 | NaT |
| 2025-07-14 | 1,223,502.331 | 0.000 | NaT |
| 2025-07-15 | 1,223,502.331 | 0.000 | NaT |
| 2025-07-16 | 1,223,502.331 | 0.000 | NaT |
| 2025-07-17 | 1,223,502.331 | 0.000 | NaT |
| 2025-07-18 | 1,223,502.331 | 0.000 | NaT |
| 2025-07-21 | 1,235,555.598 | 0.000 | 20 days |
| 2025-07-22 | 1,235,187.269 | 0.000 | NaT |
| 2025-07-23 | 1,235,187.269 | 0.000 | NaT |
| 2025-07-24 | 1,235,187.269 | 0.000 | NaT |
| 2025-07-25 | 1,235,187.269 | 0.000 | NaT |
| 2025-07-28 | 1,235,187.269 | 0.000 | NaT |
| 2025-07-29 | 1,242,705.262 | 0.000 | 8 days |
| 2025-07-30 | 1,231,198.842 | 0.009 | NaT |
| 2025-07-31 | 1,223,716.472 | 0.015 | NaT |
| 2025-08-01 | 1,226,431.142 | 0.013 | NaT |
| 2025-08-04 | 1,242,157.602 | 0.000 | NaT |
| 2025-08-05 | 1,251,110.592 | 0.000 | 7 days |
| 2025-08-06 | 1,250,736.837 | 0.000 | NaT |
| 2025-08-07 | 1,250,736.837 | 0.000 | NaT |
| 2025-08-08 | 1,250,736.837 | 0.000 | NaT |
| 2025-08-11 | 1,250,736.837 | 0.000 | NaT |
| 2025-08-12 | 1,253,625.321 | 0.000 | 7 days |
| 2025-08-13 | 1,271,302.601 | 0.000 | NaT |
| 2025-08-14 | 1,251,559.481 | 0.016 | NaT |
| 2025-08-15 | 1,278,108.041 | 0.000 | 2 days |
| 2025-08-18 | 1,304,192.841 | 0.000 | NaT |
| 2025-08-19 | 1,308,188.521 | 0.000 | NaT |
| 2025-08-20 | 1,316,537.561 | 0.000 | NaT |
| 2025-08-21 | 1,306,655.801 | 0.008 | NaT |
| 2025-08-22 | 1,322,343.401 | 0.000 | 2 days |
| 2025-08-25 | 1,342,203.481 | 0.000 | NaT |
| 2025-08-26 | 1,340,445.001 | 0.001 | NaT |
| 2025-08-27 | 1,340,043.820 | 0.002 | NaT |
| 2025-08-28 | 1,356,939.207 | 0.000 | 3 days |
| 2025-08-29 | 1,353,115.317 | 0.003 | NaT |
| 2025-09-01 | 1,366,172.977 | 0.000 | 4 days |
| 2025-09-02 | 1,332,236.127 | 0.025 | NaT |
| 2025-09-03 | 1,310,471.507 | 0.041 | NaT |
| 2025-09-04 | 1,283,303.957 | 0.061 | NaT |
| 2025-09-05 | 1,320,569.857 | 0.033 | NaT |
| 2025-09-08 | 1,334,026.447 | 0.024 | NaT |
| 2025-09-09 | 1,315,960.617 | 0.037 | NaT |
| 2025-09-10 | 1,318,903.247 | 0.035 | NaT |
| 2025-09-11 | 1,348,706.237 | 0.013 | NaT |
| 2025-09-12 | 1,351,422.297 | 0.011 | NaT |
| 2025-09-15 | 1,350,253.307 | 0.012 | NaT |
| 2025-09-16 | 1,349,848.351 | 0.012 | NaT |
| 2025-09-17 | 1,349,848.351 | 0.012 | NaT |
| 2025-09-18 | 1,349,848.351 | 0.012 | NaT |
| 2025-09-19 | 1,339,558.514 | 0.019 | NaT |
| 2025-09-22 | 1,339,158.933 | 0.020 | NaT |
| 2025-09-23 | 1,339,158.933 | 0.020 | NaT |
| 2025-09-24 | 1,339,158.933 | 0.020 | NaT |
| 2025-09-25 | 1,339,158.933 | 0.020 | NaT |
| 2025-09-26 | 1,339,158.933 | 0.020 | NaT |
| 2025-09-29 | 1,339,158.933 | 0.020 | NaT |
| 2025-09-30 | 1,339,158.933 | 0.020 | NaT |
| 2025-10-09 | 1,339,158.933 | 0.020 | NaT |
| 2025-10-10 | 1,339,158.933 | 0.020 | NaT |
| 2025-10-13 | 1,339,158.933 | 0.020 | NaT |
| 2025-10-14 | 1,339,158.933 | 0.020 | NaT |
| 2025-10-15 | 1,360,602.896 | 0.004 | NaT |
| 2025-10-16 | 1,360,196.106 | 0.004 | NaT |
| 2025-10-17 | 1,360,196.106 | 0.004 | NaT |
| 2025-10-20 | 1,360,196.106 | 0.004 | NaT |
| 2025-10-21 | 1,382,461.799 | 0.000 | 50 days |
| 2025-10-22 | 1,376,984.039 | 0.004 | NaT |
| 2025-10-23 | 1,375,156.679 | 0.005 | NaT |
| 2025-10-24 | 1,374,746.402 | 0.006 | NaT |
| 2025-10-27 | 1,374,746.402 | 0.006 | NaT |
| 2025-10-28 | 1,374,746.402 | 0.006 | NaT |
| 2025-10-29 | 1,374,746.402 | 0.006 | NaT |
| 2025-10-30 | 1,374,746.402 | 0.006 | NaT |
| 2025-10-31 | 1,374,746.402 | 0.006 | NaT |
| 2025-11-03 | 1,374,746.402 | 0.006 | NaT |
| 2025-11-04 | 1,374,746.402 | 0.006 | NaT |
| 2025-11-05 | 1,381,260.111 | 0.001 | NaT |
| 2025-11-06 | 1,395,467.211 | 0.000 | 16 days |
| 2025-11-07 | 1,391,569.311 | 0.003 | NaT |
| 2025-11-10 | 1,397,716.491 | 0.000 | 4 days |
| 2025-11-11 | 1,396,939.751 | 0.001 | NaT |
| 2025-11-12 | 1,387,015.371 | 0.008 | NaT |
| 2025-11-13 | 1,386,599.937 | 0.008 | NaT |
| 2025-11-14 | 1,386,599.937 | 0.008 | NaT |
| 2025-11-17 | 1,386,599.937 | 0.008 | NaT |
| 2025-11-18 | 1,386,599.937 | 0.008 | NaT |
| 2025-11-19 | 1,386,599.937 | 0.008 | NaT |
| 2025-11-20 | 1,375,634.598 | 0.016 | NaT |
| 2025-11-21 | 1,323,912.678 | 0.053 | NaT |
| 2025-11-24 | 1,346,739.558 | 0.036 | NaT |
| 2025-11-25 | 1,367,995.398 | 0.021 | NaT |
| 2025-11-26 | 1,365,882.918 | 0.023 | NaT |
| 2025-11-27 | 1,365,474.550 | 0.023 | NaT |
| 2025-11-28 | 1,365,474.550 | 0.023 | NaT |
| 2025-12-01 | 1,365,474.550 | 0.023 | NaT |
| 2025-12-02 | 1,365,474.550 | 0.023 | NaT |
| 2025-12-03 | 1,365,474.550 | 0.023 | NaT |
| 2025-12-04 | 1,365,474.550 | 0.023 | NaT |
| 2025-12-05 | 1,365,474.550 | 0.023 | NaT |
| 2025-12-08 | 1,365,474.550 | 0.023 | NaT |
| 2025-12-09 | 1,365,474.550 | 0.023 | NaT |
| 2025-12-10 | 1,365,474.550 | 0.023 | NaT |
| 2025-12-11 | 1,365,474.550 | 0.023 | NaT |
| 2025-12-12 | 1,365,474.550 | 0.023 | NaT |
| 2025-12-15 | 1,365,474.550 | 0.023 | NaT |
| 2025-12-16 | 1,365,474.550 | 0.023 | NaT |
| 2025-12-17 | 1,365,474.550 | 0.023 | NaT |
| 2025-12-18 | 1,365,474.550 | 0.023 | NaT |
| 2025-12-19 | 1,365,474.550 | 0.023 | NaT |
| 2025-12-22 | 1,365,474.550 | 0.023 | NaT |
| 2025-12-23 | 1,365,474.550 | 0.023 | NaT |
| 2025-12-24 | 1,365,474.550 | 0.023 | NaT |
| 2025-12-25 | 1,365,474.550 | 0.023 | NaT |
| 2025-12-26 | 1,365,474.550 | 0.023 | NaT |
| 2025-12-29 | 1,365,474.550 | 0.023 | NaT |
| 2025-12-30 | 1,365,474.550 | 0.023 | NaT |
| 2025-12-31 | 1,365,474.550 | 0.023 | 51 days |