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 [%] | 44.262 |
| Equity Final [$] | 1,432,382.451 |
| Equity Peak [$] | 1,462,885.183 |
| Commissions [$] | 14,893.419 |
| Return [%] | 43.238 |
| Buy & Hold Return [%] | 32.162 |
| Return (Ann.) [%] | 44.936 |
| Volatility (Ann.) [%] | 19.867 |
| CAGR [%] | 28.333 |
| Sharpe Ratio | 2.262 |
| Sortino Ratio | 5.698 |
| Calmar Ratio | 7.433 |
| Alpha [%] | 32.881 |
| Beta | 0.322 |
| Max. Drawdown [%] | -6.046 |
| Avg. Drawdown [%] | -1.063 |
| Max. Drawdown Duration | 51 days 00:00:00 |
| Avg. Drawdown Duration | 13 days 00:00:00 |
| # Trades | 20 |
| Win Rate [%] | 80.000 |
| Best Trade [%] | 8.879 |
| Worst Trade [%] | -3.031 |
| Avg. Trade [%] | 1.820 |
| Max. Trade Duration | 19 days 00:00:00 |
| Avg. Trade Duration | 7 days 00:00:00 |
| Profit Factor | 6.895 |
| Expectancy [%] | 1.860 |
| SQN | 2.803 |
| Kelly Criterion | 0.680 |
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 | 144 | 126 | 132 | 8,461.680 | 8,707.540 | None | None | 34,662.130 | 741.710 | 0.028 | 2025-07-11 | 2025-07-21 | 10 days | None |
| 10 | 144 | 134 | 135 | 8,675.530 | 8,782.430 | None | None | 14,639.416 | 754.184 | 0.012 | 2025-07-23 | 2025-07-24 | 1 days | None |
| 11 | 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 |
| 12 | 142 | 146 | 158 | 9,025.770 | 9,832.870 | None | None | 113,804.822 | 803.378 | 0.089 | 2025-08-08 | 2025-08-26 | 18 days | None |
| 13 | 145 | 159 | 172 | 9,634.840 | 9,711.180 | None | None | 10,227.748 | 841.552 | 0.007 | 2025-08-27 | 2025-09-15 | 19 days | None |
| 14 | 144 | 175 | 176 | 9,794.330 | 9,722.160 | None | None | -11,235.592 | 843.112 | -0.008 | 2025-09-18 | 2025-09-19 | 1 days | None |
| 15 | 147 | 187 | 188 | 9,529.450 | 9,685.480 | None | None | 22,089.032 | 847.378 | 0.016 | 2025-10-14 | 2025-10-15 | 1 days | None |
| 16 | 151 | 191 | 194 | 9,390.440 | 9,497.150 | None | None | 15,257.602 | 855.608 | 0.011 | 2025-10-20 | 2025-10-23 | 3 days | None |
| 17 | 148 | 202 | 208 | 9,662.690 | 9,751.990 | None | None | 12,354.388 | 862.012 | 0.009 | 2025-11-04 | 2025-11-12 | 8 days | None |
| 18 | 151 | 213 | 218 | 9,593.950 | 9,452.960 | None | None | -22,152.315 | 862.825 | -0.015 | 2025-11-19 | 2025-11-26 | 7 days | None |
| 19 | 147 | 227 | 228 | 9,681.760 | 9,709.590 | None | None | 3,235.851 | 855.159 | 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 | 1,114,013.311 | 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 | 1,227,413.587 | 0.000 | 13 days |
| 2025-07-15 | 1,223,341.267 | 0.003 | NaT |
| 2025-07-16 | 1,229,628.307 | 0.000 | 2 days |
| 2025-07-17 | 1,244,264.467 | 0.000 | NaT |
| 2025-07-18 | 1,245,858.547 | 0.000 | NaT |
| 2025-07-21 | 1,258,540.627 | 0.000 | NaT |
| 2025-07-22 | 1,258,164.461 | 0.000 | NaT |
| 2025-07-23 | 1,258,164.461 | 0.000 | NaT |
| 2025-07-24 | 1,273,183.278 | 0.000 | 3 days |
| 2025-07-25 | 1,272,803.877 | 0.000 | NaT |
| 2025-07-28 | 1,272,803.877 | 0.000 | NaT |
| 2025-07-29 | 1,280,538.215 | 0.000 | 5 days |
| 2025-07-30 | 1,268,700.675 | 0.009 | NaT |
| 2025-07-31 | 1,261,002.985 | 0.015 | NaT |
| 2025-08-01 | 1,263,795.775 | 0.013 | NaT |
| 2025-08-04 | 1,279,974.795 | 0.000 | NaT |
| 2025-08-05 | 1,289,185.425 | 0.000 | 7 days |
| 2025-08-06 | 1,288,800.915 | 0.000 | NaT |
| 2025-08-07 | 1,288,800.915 | 0.000 | NaT |
| 2025-08-08 | 1,288,800.915 | 0.000 | NaT |
| 2025-08-11 | 1,308,968.077 | 0.000 | 6 days |
| 2025-08-12 | 1,312,374.657 | 0.000 | NaT |
| 2025-08-13 | 1,330,831.817 | 0.000 | NaT |
| 2025-08-14 | 1,310,217.677 | 0.015 | NaT |
| 2025-08-15 | 1,337,937.497 | 0.000 | 2 days |
| 2025-08-18 | 1,365,173.097 | 0.000 | NaT |
| 2025-08-19 | 1,369,345.057 | 0.000 | NaT |
| 2025-08-20 | 1,378,062.437 | 0.000 | NaT |
| 2025-08-21 | 1,367,744.717 | 0.007 | NaT |
| 2025-08-22 | 1,384,124.417 | 0.000 | 2 days |
| 2025-08-25 | 1,404,860.677 | 0.000 | NaT |
| 2025-08-26 | 1,403,024.617 | 0.001 | NaT |
| 2025-08-27 | 1,402,605.737 | 0.002 | NaT |
| 2025-08-28 | 1,420,230.421 | 0.000 | 3 days |
| 2025-08-29 | 1,416,241.471 | 0.003 | NaT |
| 2025-09-01 | 1,429,862.771 | 0.000 | 4 days |
| 2025-09-02 | 1,394,461.021 | 0.025 | NaT |
| 2025-09-03 | 1,371,756.921 | 0.041 | NaT |
| 2025-09-04 | 1,343,416.671 | 0.060 | NaT |
| 2025-09-05 | 1,382,291.171 | 0.033 | NaT |
| 2025-09-08 | 1,396,328.621 | 0.023 | NaT |
| 2025-09-09 | 1,377,482.971 | 0.037 | NaT |
| 2025-09-10 | 1,380,552.621 | 0.034 | NaT |
| 2025-09-11 | 1,411,642.071 | 0.013 | NaT |
| 2025-09-12 | 1,414,475.371 | 0.011 | NaT |
| 2025-09-15 | 1,413,255.921 | 0.012 | NaT |
| 2025-09-16 | 1,412,833.485 | 0.012 | NaT |
| 2025-09-17 | 1,412,833.485 | 0.012 | NaT |
| 2025-09-18 | 1,412,833.485 | 0.012 | NaT |
| 2025-09-19 | 1,402,017.890 | 0.019 | NaT |
| 2025-09-22 | 1,401,597.893 | 0.020 | NaT |
| 2025-09-23 | 1,401,597.893 | 0.020 | NaT |
| 2025-09-24 | 1,401,597.893 | 0.020 | NaT |
| 2025-09-25 | 1,401,597.893 | 0.020 | NaT |
| 2025-09-26 | 1,401,597.893 | 0.020 | NaT |
| 2025-09-29 | 1,401,597.893 | 0.020 | NaT |
| 2025-09-30 | 1,401,597.893 | 0.020 | NaT |
| 2025-10-09 | 1,401,597.893 | 0.020 | NaT |
| 2025-10-10 | 1,401,597.893 | 0.020 | NaT |
| 2025-10-13 | 1,401,597.893 | 0.020 | NaT |
| 2025-10-14 | 1,401,597.893 | 0.020 | NaT |
| 2025-10-15 | 1,424,114.054 | 0.004 | NaT |
| 2025-10-16 | 1,423,686.924 | 0.004 | NaT |
| 2025-10-17 | 1,423,686.924 | 0.004 | NaT |
| 2025-10-20 | 1,423,686.924 | 0.004 | NaT |
| 2025-10-21 | 1,447,034.977 | 0.000 | 50 days |
| 2025-10-22 | 1,441,290.937 | 0.004 | NaT |
| 2025-10-23 | 1,439,374.747 | 0.005 | NaT |
| 2025-10-24 | 1,438,944.527 | 0.006 | NaT |
| 2025-10-27 | 1,438,944.527 | 0.006 | NaT |
| 2025-10-28 | 1,438,944.527 | 0.006 | NaT |
| 2025-10-29 | 1,438,944.527 | 0.006 | NaT |
| 2025-10-30 | 1,438,944.527 | 0.006 | NaT |
| 2025-10-31 | 1,438,944.527 | 0.006 | NaT |
| 2025-11-03 | 1,438,944.527 | 0.006 | NaT |
| 2025-11-04 | 1,438,944.527 | 0.006 | NaT |
| 2025-11-05 | 1,445,733.463 | 0.001 | NaT |
| 2025-11-06 | 1,460,540.863 | 0.000 | 16 days |
| 2025-11-07 | 1,456,478.263 | 0.003 | NaT |
| 2025-11-10 | 1,462,885.183 | 0.000 | 4 days |
| 2025-11-11 | 1,462,075.623 | 0.001 | NaT |
| 2025-11-12 | 1,451,731.903 | 0.008 | NaT |
| 2025-11-13 | 1,451,298.915 | 0.008 | NaT |
| 2025-11-14 | 1,451,298.915 | 0.008 | NaT |
| 2025-11-17 | 1,451,298.915 | 0.008 | NaT |
| 2025-11-18 | 1,451,298.915 | 0.008 | NaT |
| 2025-11-19 | 1,451,298.915 | 0.008 | NaT |
| 2025-11-20 | 1,439,800.539 | 0.016 | NaT |
| 2025-11-21 | 1,385,564.359 | 0.053 | NaT |
| 2025-11-24 | 1,409,500.879 | 0.036 | NaT |
| 2025-11-25 | 1,431,789.989 | 0.021 | NaT |
| 2025-11-26 | 1,429,574.819 | 0.023 | NaT |
| 2025-11-27 | 1,429,146.600 | 0.023 | NaT |
| 2025-11-28 | 1,429,146.600 | 0.023 | NaT |
| 2025-12-01 | 1,429,146.600 | 0.023 | NaT |
| 2025-12-02 | 1,429,146.600 | 0.023 | NaT |
| 2025-12-03 | 1,429,146.600 | 0.023 | NaT |
| 2025-12-04 | 1,429,146.600 | 0.023 | NaT |
| 2025-12-05 | 1,429,146.600 | 0.023 | NaT |
| 2025-12-08 | 1,429,146.600 | 0.023 | NaT |
| 2025-12-09 | 1,429,146.600 | 0.023 | NaT |
| 2025-12-10 | 1,432,810.644 | 0.021 | NaT |
| 2025-12-11 | 1,432,382.451 | 0.021 | NaT |
| 2025-12-12 | 1,432,382.451 | 0.021 | NaT |
| 2025-12-15 | 1,432,382.451 | 0.021 | NaT |
| 2025-12-16 | 1,432,382.451 | 0.021 | NaT |
| 2025-12-17 | 1,432,382.451 | 0.021 | NaT |
| 2025-12-18 | 1,432,382.451 | 0.021 | NaT |
| 2025-12-19 | 1,432,382.451 | 0.021 | NaT |
| 2025-12-22 | 1,432,382.451 | 0.021 | NaT |
| 2025-12-23 | 1,432,382.451 | 0.021 | NaT |
| 2025-12-24 | 1,432,382.451 | 0.021 | NaT |
| 2025-12-25 | 1,432,382.451 | 0.021 | NaT |
| 2025-12-26 | 1,432,382.451 | 0.021 | NaT |
| 2025-12-29 | 1,432,382.451 | 0.021 | NaT |
| 2025-12-30 | 1,432,382.451 | 0.021 | NaT |
| 2025-12-31 | 1,432,382.451 | 0.021 | 51 days |