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 [%] | 45.902 |
| Equity Final [$] | 1,364,998.767 |
| Equity Peak [$] | 1,397,240.708 |
| Commissions [$] | 10,825.603 |
| Return [%] | 36.500 |
| Buy & Hold Return [%] | 32.162 |
| Return (Ann.) [%] | 37.900 |
| Volatility (Ann.) [%] | 19.597 |
| CAGR [%] | 24.111 |
| Sharpe Ratio | 1.934 |
| Sortino Ratio | 4.374 |
| Calmar Ratio | 6.078 |
| Alpha [%] | 25.421 |
| Beta | 0.344 |
| Max. Drawdown [%] | -6.236 |
| Avg. Drawdown [%] | -1.323 |
| Max. Drawdown Duration | 57 days 00:00:00 |
| Avg. Drawdown Duration | 15 days 00:00:00 |
| # Trades | 15 |
| Win Rate [%] | 73.333 |
| Best Trade [%] | 6.601 |
| Worst Trade [%] | -1.529 |
| Avg. Trade [%] | 2.105 |
| Max. Trade Duration | 31 days 00:00:00 |
| Avg. Trade Duration | 10 days 00:00:00 |
| Profit Factor | 9.862 |
| Expectancy [%] | 2.138 |
| SQN | 3.060 |
| Kelly Criterion | 0.653 |
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 | 146 | 110 | 122 | 7,907.160 | 8,299.690 | None | None | 56,599.520 | 709.860 | 0.049 | 2025-06-19 | 2025-07-07 | 18 days | None |
| 8 | 142 | 129 | 143 | 8,506.760 | 8,962.940 | None | None | 64,033.351 | 744.209 | 0.053 | 2025-07-16 | 2025-08-05 | 20 days | None |
| 9 | 136 | 151 | 172 | 9,374.510 | 9,711.180 | None | None | 45,008.424 | 778.696 | 0.035 | 2025-08-15 | 2025-09-15 | 31 days | None |
| 10 | 135 | 175 | 176 | 9,794.330 | 9,722.160 | None | None | -10,533.368 | 790.418 | -0.008 | 2025-09-18 | 2025-09-19 | 1 days | None |
| 11 | 137 | 187 | 188 | 9,529.450 | 9,685.480 | None | None | 20,586.376 | 789.734 | 0.016 | 2025-10-14 | 2025-10-15 | 1 days | None |
| 12 | 142 | 191 | 197 | 9,390.440 | 9,719.020 | None | None | 45,844.297 | 814.063 | 0.034 | 2025-10-20 | 2025-10-28 | 8 days | None |
| 13 | 142 | 203 | 208 | 9,711.460 | 9,751.990 | None | None | 4,926.117 | 829.143 | 0.004 | 2025-11-05 | 2025-11-12 | 7 days | None |
| 14 | 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 | 1,086,382.867 | 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 | 1,149,736.963 | 0.017 | NaT |
| 2025-06-23 | 1,167,423.403 | 0.002 | NaT |
| 2025-06-24 | 1,191,392.223 | 0.000 | 12 days |
| 2025-06-25 | 1,205,652.043 | 0.000 | NaT |
| 2025-06-26 | 1,201,286.643 | 0.004 | NaT |
| 2025-06-27 | 1,206,246.263 | 0.000 | 2 days |
| 2025-06-30 | 1,222,433.283 | 0.000 | NaT |
| 2025-07-01 | 1,225,744.563 | 0.000 | NaT |
| 2025-07-02 | 1,213,404.643 | 0.010 | NaT |
| 2025-07-03 | 1,221,764.603 | 0.003 | NaT |
| 2025-07-04 | 1,212,643.983 | 0.011 | NaT |
| 2025-07-07 | 1,216,622.483 | 0.007 | NaT |
| 2025-07-08 | 1,216,258.956 | 0.008 | NaT |
| 2025-07-09 | 1,216,258.956 | 0.008 | NaT |
| 2025-07-10 | 1,216,258.956 | 0.008 | NaT |
| 2025-07-11 | 1,216,258.956 | 0.008 | NaT |
| 2025-07-14 | 1,216,258.956 | 0.008 | NaT |
| 2025-07-15 | 1,216,258.956 | 0.008 | NaT |
| 2025-07-16 | 1,216,258.956 | 0.008 | NaT |
| 2025-07-17 | 1,230,329.448 | 0.000 | 16 days |
| 2025-07-18 | 1,231,901.388 | 0.000 | NaT |
| 2025-07-21 | 1,244,407.328 | 0.000 | NaT |
| 2025-07-22 | 1,247,590.968 | 0.000 | NaT |
| 2025-07-23 | 1,239,861.908 | 0.006 | NaT |
| 2025-07-24 | 1,255,041.708 | 0.000 | 2 days |
| 2025-07-25 | 1,257,803.608 | 0.000 | NaT |
| 2025-07-28 | 1,264,030.308 | 0.000 | NaT |
| 2025-07-29 | 1,272,087.388 | 0.000 | NaT |
| 2025-07-30 | 1,260,332.628 | 0.009 | NaT |
| 2025-07-31 | 1,252,688.768 | 0.015 | NaT |
| 2025-08-01 | 1,255,462.028 | 0.013 | NaT |
| 2025-08-04 | 1,271,527.908 | 0.000 | NaT |
| 2025-08-05 | 1,280,674.128 | 0.000 | 7 days |
| 2025-08-06 | 1,280,292.307 | 0.000 | NaT |
| 2025-08-07 | 1,280,292.307 | 0.000 | NaT |
| 2025-08-08 | 1,280,292.307 | 0.000 | NaT |
| 2025-08-11 | 1,280,292.307 | 0.000 | NaT |
| 2025-08-12 | 1,280,292.307 | 0.000 | NaT |
| 2025-08-13 | 1,280,292.307 | 0.000 | NaT |
| 2025-08-14 | 1,280,292.307 | 0.000 | NaT |
| 2025-08-15 | 1,280,292.307 | 0.000 | NaT |
| 2025-08-18 | 1,305,994.627 | 0.000 | 13 days |
| 2025-08-19 | 1,309,990.307 | 0.000 | NaT |
| 2025-08-20 | 1,318,339.347 | 0.000 | NaT |
| 2025-08-21 | 1,308,457.587 | 0.007 | NaT |
| 2025-08-22 | 1,324,145.187 | 0.000 | 2 days |
| 2025-08-25 | 1,344,005.267 | 0.000 | NaT |
| 2025-08-26 | 1,342,246.787 | 0.001 | NaT |
| 2025-08-27 | 1,315,314.707 | 0.021 | NaT |
| 2025-08-28 | 1,332,238.547 | 0.009 | NaT |
| 2025-08-29 | 1,328,497.187 | 0.012 | NaT |
| 2025-09-01 | 1,341,273.027 | 0.002 | NaT |
| 2025-09-02 | 1,308,068.627 | 0.027 | NaT |
| 2025-09-03 | 1,286,773.747 | 0.043 | NaT |
| 2025-09-04 | 1,260,192.547 | 0.062 | NaT |
| 2025-09-05 | 1,296,654.147 | 0.035 | NaT |
| 2025-09-08 | 1,309,820.307 | 0.025 | NaT |
| 2025-09-09 | 1,292,144.387 | 0.039 | NaT |
| 2025-09-10 | 1,295,023.507 | 0.036 | NaT |
| 2025-09-11 | 1,324,183.267 | 0.015 | NaT |
| 2025-09-12 | 1,326,840.707 | 0.013 | NaT |
| 2025-09-15 | 1,325,696.947 | 0.014 | NaT |
| 2025-09-16 | 1,325,300.731 | 0.014 | NaT |
| 2025-09-17 | 1,325,300.731 | 0.014 | NaT |
| 2025-09-18 | 1,325,300.731 | 0.014 | NaT |
| 2025-09-19 | 1,315,161.111 | 0.021 | NaT |
| 2025-09-22 | 1,314,767.363 | 0.022 | NaT |
| 2025-09-23 | 1,314,767.363 | 0.022 | NaT |
| 2025-09-24 | 1,314,767.363 | 0.022 | NaT |
| 2025-09-25 | 1,314,767.363 | 0.022 | NaT |
| 2025-09-26 | 1,314,767.363 | 0.022 | NaT |
| 2025-09-29 | 1,314,767.363 | 0.022 | NaT |
| 2025-09-30 | 1,314,767.363 | 0.022 | NaT |
| 2025-10-09 | 1,314,767.363 | 0.022 | NaT |
| 2025-10-10 | 1,314,767.363 | 0.022 | NaT |
| 2025-10-13 | 1,314,767.363 | 0.022 | NaT |
| 2025-10-14 | 1,314,767.363 | 0.022 | NaT |
| 2025-10-15 | 1,335,751.813 | 0.006 | NaT |
| 2025-10-16 | 1,335,353.740 | 0.006 | NaT |
| 2025-10-17 | 1,335,353.740 | 0.006 | NaT |
| 2025-10-20 | 1,335,353.740 | 0.006 | NaT |
| 2025-10-21 | 1,357,310.187 | 0.000 | 57 days |
| 2025-10-22 | 1,351,908.507 | 0.004 | NaT |
| 2025-10-23 | 1,350,106.527 | 0.005 | NaT |
| 2025-10-24 | 1,367,510.047 | 0.000 | 3 days |
| 2025-10-27 | 1,381,906.007 | 0.000 | NaT |
| 2025-10-28 | 1,381,612.067 | 0.000 | NaT |
| 2025-10-29 | 1,381,198.037 | 0.001 | NaT |
| 2025-10-30 | 1,381,198.037 | 0.001 | NaT |
| 2025-10-31 | 1,381,198.037 | 0.001 | NaT |
| 2025-11-03 | 1,381,198.037 | 0.001 | NaT |
| 2025-11-04 | 1,381,198.037 | 0.001 | NaT |
| 2025-11-05 | 1,381,198.037 | 0.001 | NaT |
| 2025-11-06 | 1,394,991.428 | 0.000 | 10 days |
| 2025-11-07 | 1,391,093.528 | 0.003 | NaT |
| 2025-11-10 | 1,397,240.708 | 0.000 | 4 days |
| 2025-11-11 | 1,396,463.968 | 0.001 | NaT |
| 2025-11-12 | 1,386,539.588 | 0.008 | NaT |
| 2025-11-13 | 1,386,124.154 | 0.008 | NaT |
| 2025-11-14 | 1,386,124.154 | 0.008 | NaT |
| 2025-11-17 | 1,386,124.154 | 0.008 | NaT |
| 2025-11-18 | 1,386,124.154 | 0.008 | NaT |
| 2025-11-19 | 1,386,124.154 | 0.008 | NaT |
| 2025-11-20 | 1,375,158.815 | 0.016 | NaT |
| 2025-11-21 | 1,323,436.895 | 0.053 | NaT |
| 2025-11-24 | 1,346,263.775 | 0.036 | NaT |
| 2025-11-25 | 1,367,519.615 | 0.021 | NaT |
| 2025-11-26 | 1,365,407.135 | 0.023 | NaT |
| 2025-11-27 | 1,364,998.767 | 0.023 | NaT |
| 2025-11-28 | 1,364,998.767 | 0.023 | NaT |
| 2025-12-01 | 1,364,998.767 | 0.023 | NaT |
| 2025-12-02 | 1,364,998.767 | 0.023 | NaT |
| 2025-12-03 | 1,364,998.767 | 0.023 | NaT |
| 2025-12-04 | 1,364,998.767 | 0.023 | NaT |
| 2025-12-05 | 1,364,998.767 | 0.023 | NaT |
| 2025-12-08 | 1,364,998.767 | 0.023 | NaT |
| 2025-12-09 | 1,364,998.767 | 0.023 | NaT |
| 2025-12-10 | 1,364,998.767 | 0.023 | NaT |
| 2025-12-11 | 1,364,998.767 | 0.023 | NaT |
| 2025-12-12 | 1,364,998.767 | 0.023 | NaT |
| 2025-12-15 | 1,364,998.767 | 0.023 | NaT |
| 2025-12-16 | 1,364,998.767 | 0.023 | NaT |
| 2025-12-17 | 1,364,998.767 | 0.023 | NaT |
| 2025-12-18 | 1,364,998.767 | 0.023 | NaT |
| 2025-12-19 | 1,364,998.767 | 0.023 | NaT |
| 2025-12-22 | 1,364,998.767 | 0.023 | NaT |
| 2025-12-23 | 1,364,998.767 | 0.023 | NaT |
| 2025-12-24 | 1,364,998.767 | 0.023 | NaT |
| 2025-12-25 | 1,364,998.767 | 0.023 | NaT |
| 2025-12-26 | 1,364,998.767 | 0.023 | NaT |
| 2025-12-29 | 1,364,998.767 | 0.023 | NaT |
| 2025-12-30 | 1,364,998.767 | 0.023 | NaT |
| 2025-12-31 | 1,364,998.767 | 0.023 | 51 days |