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 [%] | 41.803 |
| Equity Final [$] | 1,473,047.761 |
| Equity Peak [$] | 1,504,440.687 |
| Commissions [$] | 13,653.119 |
| Return [%] | 47.305 |
| Buy & Hold Return [%] | 32.162 |
| Return (Ann.) [%] | 49.187 |
| Volatility (Ann.) [%] | 19.327 |
| CAGR [%] | 30.851 |
| Sharpe Ratio | 2.545 |
| Sortino Ratio | 7.204 |
| Calmar Ratio | 8.148 |
| Alpha [%] | 38.042 |
| Beta | 0.288 |
| Max. Drawdown [%] | -6.037 |
| Avg. Drawdown [%] | -0.931 |
| Max. Drawdown Duration | 51 days 00:00:00 |
| Avg. Drawdown Duration | 14 days 00:00:00 |
| # Trades | 18 |
| Win Rate [%] | 83.333 |
| Best Trade [%] | 7.161 |
| Worst Trade [%] | -1.529 |
| Avg. Trade [%] | 2.184 |
| Max. Trade Duration | 20 days 00:00:00 |
| Avg. Trade Duration | 7 days 00:00:00 |
| Profit Factor | 13.178 |
| Expectancy [%] | 2.218 |
| SQN | 3.352 |
| Kelly Criterion | 0.763 |
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 | 151 | 110 | 118 | 7,907.160 | 8,362.170 | None | None | 67,969.509 | 737.001 | 0.057 | 2025-06-19 | 2025-07-01 | 12 days | None |
| 9 | 148 | 129 | 143 | 8,506.760 | 8,962.940 | None | None | 66,738.985 | 775.655 | 0.053 | 2025-07-16 | 2025-08-05 | 20 days | None |
| 10 | 144 | 147 | 158 | 9,170.500 | 9,832.870 | None | None | 94,560.334 | 820.946 | 0.072 | 2025-08-11 | 2025-08-26 | 15 days | None |
| 11 | 147 | 159 | 172 | 9,634.840 | 9,711.180 | None | None | 10,368.821 | 853.159 | 0.007 | 2025-08-27 | 2025-09-15 | 19 days | None |
| 12 | 146 | 175 | 176 | 9,794.330 | 9,722.160 | None | None | -11,391.642 | 854.822 | -0.008 | 2025-09-18 | 2025-09-19 | 1 days | None |
| 13 | 149 | 187 | 188 | 9,529.450 | 9,685.480 | None | None | 22,389.563 | 858.907 | 0.016 | 2025-10-14 | 2025-10-15 | 1 days | None |
| 14 | 153 | 191 | 195 | 9,390.440 | 9,619.710 | None | None | 34,205.744 | 872.566 | 0.024 | 2025-10-20 | 2025-10-24 | 4 days | None |
| 15 | 153 | 202 | 208 | 9,662.690 | 9,751.990 | None | None | 12,771.766 | 891.134 | 0.009 | 2025-11-04 | 2025-11-12 | 8 days | None |
| 16 | 155 | 213 | 218 | 9,593.950 | 9,452.960 | None | None | -22,739.131 | 885.681 | -0.015 | 2025-11-19 | 2025-11-26 | 7 days | None |
| 17 | 151 | 227 | 228 | 9,681.760 | 9,709.590 | None | None | 3,323.902 | 878.428 | 0.002 | 2025-12-09 | 2025-12-10 | 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 | 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 | 1,184,587.626 | 0.009 | NaT |
| 2025-06-23 | 1,202,879.766 | 0.000 | 47 days |
| 2025-06-24 | 1,227,669.436 | 0.000 | NaT |
| 2025-06-25 | 1,242,417.606 | 0.000 | NaT |
| 2025-06-26 | 1,237,902.706 | 0.004 | NaT |
| 2025-06-27 | 1,243,032.176 | 0.000 | 2 days |
| 2025-06-30 | 1,259,773.546 | 0.000 | NaT |
| 2025-07-01 | 1,263,198.226 | 0.000 | NaT |
| 2025-07-02 | 1,262,819.420 | 0.000 | NaT |
| 2025-07-03 | 1,262,819.420 | 0.000 | NaT |
| 2025-07-04 | 1,262,819.420 | 0.000 | NaT |
| 2025-07-07 | 1,262,819.420 | 0.000 | NaT |
| 2025-07-08 | 1,262,819.420 | 0.000 | NaT |
| 2025-07-09 | 1,262,819.420 | 0.000 | NaT |
| 2025-07-10 | 1,262,819.420 | 0.000 | NaT |
| 2025-07-11 | 1,262,819.420 | 0.000 | NaT |
| 2025-07-14 | 1,262,819.420 | 0.000 | NaT |
| 2025-07-15 | 1,262,819.420 | 0.000 | NaT |
| 2025-07-16 | 1,262,819.420 | 0.000 | NaT |
| 2025-07-17 | 1,277,484.439 | 0.000 | 16 days |
| 2025-07-18 | 1,279,122.799 | 0.000 | NaT |
| 2025-07-21 | 1,292,157.159 | 0.000 | NaT |
| 2025-07-22 | 1,295,475.319 | 0.000 | NaT |
| 2025-07-23 | 1,287,419.679 | 0.006 | NaT |
| 2025-07-24 | 1,303,240.879 | 0.000 | 2 days |
| 2025-07-25 | 1,306,119.479 | 0.000 | NaT |
| 2025-07-28 | 1,312,609.279 | 0.000 | NaT |
| 2025-07-29 | 1,321,006.799 | 0.000 | NaT |
| 2025-07-30 | 1,308,755.359 | 0.009 | NaT |
| 2025-07-31 | 1,300,788.519 | 0.015 | NaT |
| 2025-08-01 | 1,303,678.959 | 0.013 | NaT |
| 2025-08-04 | 1,320,423.679 | 0.000 | NaT |
| 2025-08-05 | 1,329,956.359 | 0.000 | 7 days |
| 2025-08-06 | 1,329,558.405 | 0.000 | NaT |
| 2025-08-07 | 1,329,558.405 | 0.000 | NaT |
| 2025-08-08 | 1,329,558.405 | 0.000 | NaT |
| 2025-08-11 | 1,329,558.405 | 0.000 | NaT |
| 2025-08-12 | 1,332,616.799 | 0.000 | 7 days |
| 2025-08-13 | 1,351,333.919 | 0.000 | NaT |
| 2025-08-14 | 1,330,429.439 | 0.015 | NaT |
| 2025-08-15 | 1,358,539.679 | 0.000 | 2 days |
| 2025-08-18 | 1,386,158.879 | 0.000 | NaT |
| 2025-08-19 | 1,390,389.599 | 0.000 | NaT |
| 2025-08-20 | 1,399,229.759 | 0.000 | NaT |
| 2025-08-21 | 1,388,766.719 | 0.007 | NaT |
| 2025-08-22 | 1,405,377.119 | 0.000 | 2 days |
| 2025-08-25 | 1,426,405.439 | 0.000 | NaT |
| 2025-08-26 | 1,424,543.519 | 0.001 | NaT |
| 2025-08-27 | 1,424,118.739 | 0.002 | NaT |
| 2025-08-28 | 1,441,986.523 | 0.000 | 3 days |
| 2025-08-29 | 1,437,942.553 | 0.003 | NaT |
| 2025-09-01 | 1,451,751.733 | 0.000 | 4 days |
| 2025-09-02 | 1,415,861.683 | 0.025 | NaT |
| 2025-09-03 | 1,392,844.423 | 0.041 | NaT |
| 2025-09-04 | 1,364,113.273 | 0.060 | NaT |
| 2025-09-05 | 1,403,523.973 | 0.033 | NaT |
| 2025-09-08 | 1,417,755.043 | 0.023 | NaT |
| 2025-09-09 | 1,398,649.453 | 0.037 | NaT |
| 2025-09-10 | 1,401,761.443 | 0.034 | NaT |
| 2025-09-11 | 1,433,279.713 | 0.013 | NaT |
| 2025-09-12 | 1,436,152.093 | 0.011 | NaT |
| 2025-09-15 | 1,434,915.823 | 0.012 | NaT |
| 2025-09-16 | 1,434,487.560 | 0.012 | NaT |
| 2025-09-17 | 1,434,487.560 | 0.012 | NaT |
| 2025-09-18 | 1,434,487.560 | 0.012 | NaT |
| 2025-09-19 | 1,423,521.748 | 0.019 | NaT |
| 2025-09-22 | 1,423,095.918 | 0.020 | NaT |
| 2025-09-23 | 1,423,095.918 | 0.020 | NaT |
| 2025-09-24 | 1,423,095.918 | 0.020 | NaT |
| 2025-09-25 | 1,423,095.918 | 0.020 | NaT |
| 2025-09-26 | 1,423,095.918 | 0.020 | NaT |
| 2025-09-29 | 1,423,095.918 | 0.020 | NaT |
| 2025-09-30 | 1,423,095.918 | 0.020 | NaT |
| 2025-10-09 | 1,423,095.918 | 0.020 | NaT |
| 2025-10-10 | 1,423,095.918 | 0.020 | NaT |
| 2025-10-13 | 1,423,095.918 | 0.020 | NaT |
| 2025-10-14 | 1,423,095.918 | 0.020 | NaT |
| 2025-10-15 | 1,445,918.421 | 0.004 | NaT |
| 2025-10-16 | 1,445,485.480 | 0.004 | NaT |
| 2025-10-17 | 1,445,485.480 | 0.004 | NaT |
| 2025-10-20 | 1,445,485.480 | 0.004 | NaT |
| 2025-10-21 | 1,469,142.779 | 0.000 | 50 days |
| 2025-10-22 | 1,463,322.659 | 0.004 | NaT |
| 2025-10-23 | 1,461,381.089 | 0.005 | NaT |
| 2025-10-24 | 1,480,132.769 | 0.000 | 3 days |
| 2025-10-27 | 1,479,691.224 | 0.000 | NaT |
| 2025-10-28 | 1,479,691.224 | 0.000 | NaT |
| 2025-10-29 | 1,479,691.224 | 0.000 | NaT |
| 2025-10-30 | 1,479,691.224 | 0.000 | NaT |
| 2025-10-31 | 1,479,691.224 | 0.000 | NaT |
| 2025-11-03 | 1,479,691.224 | 0.000 | NaT |
| 2025-11-04 | 1,479,691.224 | 0.000 | NaT |
| 2025-11-05 | 1,486,709.517 | 0.000 | 12 days |
| 2025-11-06 | 1,502,017.167 | 0.000 | NaT |
| 2025-11-07 | 1,497,817.317 | 0.003 | NaT |
| 2025-11-10 | 1,504,440.687 | 0.000 | 4 days |
| 2025-11-11 | 1,503,603.777 | 0.001 | NaT |
| 2025-11-12 | 1,492,910.607 | 0.008 | NaT |
| 2025-11-13 | 1,492,462.990 | 0.008 | NaT |
| 2025-11-14 | 1,492,462.990 | 0.008 | NaT |
| 2025-11-17 | 1,492,462.990 | 0.008 | NaT |
| 2025-11-18 | 1,492,462.990 | 0.008 | NaT |
| 2025-11-19 | 1,492,462.990 | 0.008 | NaT |
| 2025-11-20 | 1,480,660.022 | 0.016 | NaT |
| 2025-11-21 | 1,424,987.122 | 0.053 | NaT |
| 2025-11-24 | 1,449,557.722 | 0.036 | NaT |
| 2025-11-25 | 1,472,437.272 | 0.021 | NaT |
| 2025-11-26 | 1,470,163.422 | 0.023 | NaT |
| 2025-11-27 | 1,469,723.859 | 0.023 | NaT |
| 2025-11-28 | 1,469,723.859 | 0.023 | NaT |
| 2025-12-01 | 1,469,723.859 | 0.023 | NaT |
| 2025-12-02 | 1,469,723.859 | 0.023 | NaT |
| 2025-12-03 | 1,469,723.859 | 0.023 | NaT |
| 2025-12-04 | 1,469,723.859 | 0.023 | NaT |
| 2025-12-05 | 1,469,723.859 | 0.023 | NaT |
| 2025-12-08 | 1,469,723.859 | 0.023 | NaT |
| 2025-12-09 | 1,469,723.859 | 0.023 | NaT |
| 2025-12-10 | 1,473,487.605 | 0.021 | NaT |
| 2025-12-11 | 1,473,047.761 | 0.021 | NaT |
| 2025-12-12 | 1,473,047.761 | 0.021 | NaT |
| 2025-12-15 | 1,473,047.761 | 0.021 | NaT |
| 2025-12-16 | 1,473,047.761 | 0.021 | NaT |
| 2025-12-17 | 1,473,047.761 | 0.021 | NaT |
| 2025-12-18 | 1,473,047.761 | 0.021 | NaT |
| 2025-12-19 | 1,473,047.761 | 0.021 | NaT |
| 2025-12-22 | 1,473,047.761 | 0.021 | NaT |
| 2025-12-23 | 1,473,047.761 | 0.021 | NaT |
| 2025-12-24 | 1,473,047.761 | 0.021 | NaT |
| 2025-12-25 | 1,473,047.761 | 0.021 | NaT |
| 2025-12-26 | 1,473,047.761 | 0.021 | NaT |
| 2025-12-29 | 1,473,047.761 | 0.021 | NaT |
| 2025-12-30 | 1,473,047.761 | 0.021 | NaT |
| 2025-12-31 | 1,473,047.761 | 0.021 | 51 days |