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 [%] | 36.066 |
| Equity Final [$] | 1,130,766.764 |
| Equity Peak [$] | 1,200,082.610 |
| Commissions [$] | 5,540.226 |
| Return [%] | 13.077 |
| Buy & Hold Return [%] | 32.162 |
| Return (Ann.) [%] | 13.533 |
| Volatility (Ann.) [%] | 12.471 |
| CAGR [%] | 8.906 |
| Sharpe Ratio | 1.085 |
| Sortino Ratio | 1.808 |
| Calmar Ratio | 2.178 |
| Alpha [%] | 6.463 |
| Beta | 0.206 |
| Max. Drawdown [%] | -6.214 |
| Avg. Drawdown [%] | -1.959 |
| Max. Drawdown Duration | 145 days 00:00:00 |
| Avg. Drawdown Duration | 28 days 00:00:00 |
| # Trades | 9 |
| Win Rate [%] | 55.556 |
| Best Trade [%] | 6.549 |
| Worst Trade [%] | -1.235 |
| Avg. Trade [%] | 1.382 |
| Max. Trade Duration | 34 days 00:00:00 |
| Avg. Trade Duration | 13 days 00:00:00 |
| Profit Factor | 4.912 |
| Expectancy [%] | 1.415 |
| SQN | 1.503 |
| Kelly Criterion | 0.436 |
Equity Curve & Drawdown
Trades
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | SL | TP | PnL | Commissions | ReturnPct | EntryTime | ExitTime | Duration | Tag | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 127 | 21 | 37 | 7,833.950 | 8,067.810 | None | None | 29,094.363 | 605.857 | 0.029 | 2025-02-07 | 2025-03-03 | 24 days | None |
| 1 | 126 | 102 | 107 | 8,156.060 | 8,062.630 | None | None | -12,385.246 | 613.066 | -0.012 | 2025-06-09 | 2025-06-16 | 7 days | None |
| 2 | 125 | 113 | 122 | 8,126.880 | 8,299.690 | None | None | 20,985.254 | 615.996 | 0.021 | 2025-06-24 | 2025-07-07 | 13 days | None |
| 3 | 123 | 123 | 143 | 8,407.130 | 8,962.940 | None | None | 67,723.674 | 640.956 | 0.065 | 2025-07-08 | 2025-08-05 | 28 days | None |
| 4 | 121 | 144 | 168 | 9,060.730 | 9,464.470 | None | None | 48,180.075 | 672.465 | 0.044 | 2025-08-06 | 2025-09-09 | 34 days | None |
| 5 | 118 | 170 | 172 | 9,700.050 | 9,711.180 | None | None | 626.182 | 687.158 | 0.001 | 2025-09-11 | 2025-09-15 | 4 days | None |
| 6 | 117 | 175 | 176 | 9,794.330 | 9,722.160 | None | None | -9,128.919 | 685.029 | -0.008 | 2025-09-18 | 2025-09-19 | 1 days | None |
| 7 | 116 | 184 | 185 | 9,860.240 | 9,744.300 | None | None | -14,131.278 | 682.238 | -0.012 | 2025-10-09 | 2025-10-10 | 1 days | None |
| 8 | 113 | 242 | 243 | 9,954.610 | 9,955.850 | None | None | -197.341 | 337.461 | -0.000 | 2025-12-30 | 2025-12-31 | 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 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-07 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-08 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-09 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-10 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-13 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-14 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-15 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-16 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-17 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-20 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-21 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-22 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-23 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-24 | 1,000,000.000 | 0.000 | NaT |
| 2025-01-27 | 1,000,000.000 | 0.000 | NaT |
| 2025-02-05 | 1,000,000.000 | 0.000 | NaT |
| 2025-02-06 | 1,000,000.000 | 0.000 | NaT |
| 2025-02-07 | 1,000,000.000 | 0.000 | NaT |
| 2025-02-10 | 1,016,347.417 | 0.000 | NaT |
| 2025-02-11 | 1,013,110.187 | 0.003 | NaT |
| 2025-02-12 | 1,027,718.997 | 0.000 | 2 days |
| 2025-02-13 | 1,015,646.377 | 0.012 | NaT |
| 2025-02-14 | 1,019,328.107 | 0.008 | NaT |
| 2025-02-17 | 1,030,462.197 | 0.000 | 5 days |
| 2025-02-18 | 1,005,699.737 | 0.024 | NaT |
| 2025-02-19 | 1,032,942.507 | 0.000 | 2 days |
| 2025-02-20 | 1,042,580.537 | 0.000 | NaT |
| 2025-02-21 | 1,060,788.527 | 0.000 | NaT |
| 2025-02-24 | 1,061,926.447 | 0.000 | NaT |
| 2025-02-25 | 1,057,425.567 | 0.004 | NaT |
| 2025-02-26 | 1,073,371.687 | 0.000 | 2 days |
| 2025-02-27 | 1,069,140.047 | 0.004 | NaT |
| 2025-02-28 | 1,027,847.267 | 0.042 | NaT |
| 2025-03-03 | 1,029,401.747 | 0.041 | NaT |
| 2025-03-04 | 1,029,094.363 | 0.041 | NaT |
| 2025-03-05 | 1,029,094.363 | 0.041 | NaT |
| 2025-03-06 | 1,029,094.363 | 0.041 | NaT |
| 2025-03-07 | 1,029,094.363 | 0.041 | NaT |
| 2025-03-10 | 1,029,094.363 | 0.041 | NaT |
| 2025-03-11 | 1,029,094.363 | 0.041 | NaT |
| 2025-03-12 | 1,029,094.363 | 0.041 | NaT |
| 2025-03-13 | 1,029,094.363 | 0.041 | NaT |
| 2025-03-14 | 1,029,094.363 | 0.041 | NaT |
| 2025-03-17 | 1,029,094.363 | 0.041 | NaT |
| 2025-03-18 | 1,029,094.363 | 0.041 | NaT |
| 2025-03-19 | 1,029,094.363 | 0.041 | NaT |
| 2025-03-20 | 1,029,094.363 | 0.041 | NaT |
| 2025-03-21 | 1,029,094.363 | 0.041 | NaT |
| 2025-03-24 | 1,029,094.363 | 0.041 | NaT |
| 2025-03-25 | 1,029,094.363 | 0.041 | NaT |
| 2025-03-26 | 1,029,094.363 | 0.041 | NaT |
| 2025-03-27 | 1,029,094.363 | 0.041 | NaT |
| 2025-03-28 | 1,029,094.363 | 0.041 | NaT |
| 2025-03-31 | 1,029,094.363 | 0.041 | NaT |
| 2025-04-01 | 1,029,094.363 | 0.041 | NaT |
| 2025-04-02 | 1,029,094.363 | 0.041 | NaT |
| 2025-04-03 | 1,029,094.363 | 0.041 | NaT |
| 2025-04-07 | 1,029,094.363 | 0.041 | NaT |
| 2025-04-08 | 1,029,094.363 | 0.041 | NaT |
| 2025-04-09 | 1,029,094.363 | 0.041 | NaT |
| 2025-04-10 | 1,029,094.363 | 0.041 | NaT |
| 2025-04-11 | 1,029,094.363 | 0.041 | NaT |
| 2025-04-14 | 1,029,094.363 | 0.041 | NaT |
| 2025-04-15 | 1,029,094.363 | 0.041 | NaT |
| 2025-04-16 | 1,029,094.363 | 0.041 | NaT |
| 2025-04-17 | 1,029,094.363 | 0.041 | NaT |
| 2025-04-18 | 1,029,094.363 | 0.041 | NaT |
| 2025-04-21 | 1,029,094.363 | 0.041 | NaT |
| 2025-04-22 | 1,029,094.363 | 0.041 | NaT |
| 2025-04-23 | 1,029,094.363 | 0.041 | NaT |
| 2025-04-24 | 1,029,094.363 | 0.041 | NaT |
| 2025-04-25 | 1,029,094.363 | 0.041 | NaT |
| 2025-04-28 | 1,029,094.363 | 0.041 | NaT |
| 2025-04-29 | 1,029,094.363 | 0.041 | NaT |
| 2025-04-30 | 1,029,094.363 | 0.041 | NaT |
| 2025-05-06 | 1,029,094.363 | 0.041 | NaT |
| 2025-05-07 | 1,029,094.363 | 0.041 | NaT |
| 2025-05-08 | 1,029,094.363 | 0.041 | NaT |
| 2025-05-09 | 1,029,094.363 | 0.041 | NaT |
| 2025-05-12 | 1,029,094.363 | 0.041 | NaT |
| 2025-05-13 | 1,029,094.363 | 0.041 | NaT |
| 2025-05-14 | 1,029,094.363 | 0.041 | NaT |
| 2025-05-15 | 1,029,094.363 | 0.041 | NaT |
| 2025-05-16 | 1,029,094.363 | 0.041 | NaT |
| 2025-05-19 | 1,029,094.363 | 0.041 | NaT |
| 2025-05-20 | 1,029,094.363 | 0.041 | NaT |
| 2025-05-21 | 1,029,094.363 | 0.041 | NaT |
| 2025-05-22 | 1,029,094.363 | 0.041 | NaT |
| 2025-05-23 | 1,029,094.363 | 0.041 | NaT |
| 2025-05-26 | 1,029,094.363 | 0.041 | NaT |
| 2025-05-27 | 1,029,094.363 | 0.041 | NaT |
| 2025-05-28 | 1,029,094.363 | 0.041 | NaT |
| 2025-05-29 | 1,029,094.363 | 0.041 | NaT |
| 2025-05-30 | 1,029,094.363 | 0.041 | NaT |
| 2025-06-03 | 1,029,094.363 | 0.041 | NaT |
| 2025-06-04 | 1,029,094.363 | 0.041 | NaT |
| 2025-06-05 | 1,029,094.363 | 0.041 | NaT |
| 2025-06-06 | 1,029,094.363 | 0.041 | NaT |
| 2025-06-09 | 1,029,094.363 | 0.041 | NaT |
| 2025-06-10 | 1,019,869.044 | 0.050 | NaT |
| 2025-06-11 | 1,023,800.244 | 0.046 | NaT |
| 2025-06-12 | 1,025,901.924 | 0.044 | NaT |
| 2025-06-13 | 1,007,629.404 | 0.061 | NaT |
| 2025-06-16 | 1,017,013.884 | 0.053 | NaT |
| 2025-06-17 | 1,016,709.116 | 0.053 | NaT |
| 2025-06-18 | 1,016,709.116 | 0.053 | NaT |
| 2025-06-19 | 1,016,709.116 | 0.053 | NaT |
| 2025-06-20 | 1,016,709.116 | 0.053 | NaT |
| 2025-06-23 | 1,016,709.116 | 0.053 | NaT |
| 2025-06-24 | 1,016,709.116 | 0.053 | NaT |
| 2025-06-25 | 1,028,613.108 | 0.042 | NaT |
| 2025-06-26 | 1,024,875.608 | 0.045 | NaT |
| 2025-06-27 | 1,029,121.858 | 0.041 | NaT |
| 2025-06-30 | 1,042,980.608 | 0.028 | NaT |
| 2025-07-01 | 1,045,815.608 | 0.026 | NaT |
| 2025-07-02 | 1,035,250.608 | 0.036 | NaT |
| 2025-07-03 | 1,042,408.108 | 0.029 | NaT |
| 2025-07-04 | 1,034,599.358 | 0.036 | NaT |
| 2025-07-07 | 1,038,005.608 | 0.033 | NaT |
| 2025-07-08 | 1,037,694.370 | 0.033 | NaT |
| 2025-07-09 | 1,034,681.837 | 0.036 | NaT |
| 2025-07-10 | 1,035,633.857 | 0.035 | NaT |
| 2025-07-11 | 1,044,093.797 | 0.027 | NaT |
| 2025-07-14 | 1,047,746.897 | 0.024 | NaT |
| 2025-07-15 | 1,044,268.457 | 0.027 | NaT |
| 2025-07-16 | 1,049,638.637 | 0.022 | NaT |
| 2025-07-17 | 1,062,140.357 | 0.010 | NaT |
| 2025-07-18 | 1,063,501.967 | 0.009 | NaT |
| 2025-07-21 | 1,074,334.577 | 0.000 | 145 days |
| 2025-07-22 | 1,077,092.237 | 0.000 | NaT |
| 2025-07-23 | 1,070,397.347 | 0.006 | NaT |
| 2025-07-24 | 1,083,546.047 | 0.000 | 2 days |
| 2025-07-25 | 1,085,938.397 | 0.000 | NaT |
| 2025-07-28 | 1,091,331.947 | 0.000 | NaT |
| 2025-07-29 | 1,098,310.967 | 0.000 | NaT |
| 2025-07-30 | 1,088,129.027 | 0.009 | NaT |
| 2025-07-31 | 1,081,507.937 | 0.015 | NaT |
| 2025-08-01 | 1,083,910.127 | 0.013 | NaT |
| 2025-08-04 | 1,097,826.347 | 0.000 | NaT |
| 2025-08-05 | 1,105,748.777 | 0.000 | 7 days |
| 2025-08-06 | 1,105,418.045 | 0.000 | NaT |
| 2025-08-07 | 1,105,335.980 | 0.000 | NaT |
| 2025-08-08 | 1,100,858.980 | 0.004 | NaT |
| 2025-08-11 | 1,118,371.310 | 0.000 | 6 days |
| 2025-08-12 | 1,121,274.100 | 0.000 | NaT |
| 2025-08-13 | 1,137,001.680 | 0.000 | NaT |
| 2025-08-14 | 1,119,436.110 | 0.015 | NaT |
| 2025-08-15 | 1,143,056.520 | 0.000 | 2 days |
| 2025-08-18 | 1,166,264.320 | 0.000 | NaT |
| 2025-08-19 | 1,169,819.300 | 0.000 | NaT |
| 2025-08-20 | 1,177,247.490 | 0.000 | NaT |
| 2025-08-21 | 1,168,455.630 | 0.007 | NaT |
| 2025-08-22 | 1,182,412.980 | 0.000 | 2 days |
| 2025-08-25 | 1,200,082.610 | 0.000 | NaT |
| 2025-08-26 | 1,198,518.080 | 0.001 | NaT |
| 2025-08-27 | 1,174,556.450 | 0.021 | NaT |
| 2025-08-28 | 1,189,613.690 | 0.009 | NaT |
| 2025-08-29 | 1,186,284.980 | 0.011 | NaT |
| 2025-09-01 | 1,197,651.720 | 0.002 | NaT |
| 2025-09-02 | 1,168,109.570 | 0.027 | NaT |
| 2025-09-03 | 1,149,163.390 | 0.042 | NaT |
| 2025-09-04 | 1,125,513.940 | 0.062 | NaT |
| 2025-09-05 | 1,157,954.040 | 0.035 | NaT |
| 2025-09-08 | 1,169,668.050 | 0.025 | NaT |
| 2025-09-09 | 1,153,941.680 | 0.038 | NaT |
| 2025-09-10 | 1,153,598.120 | 0.039 | NaT |
| 2025-09-11 | 1,153,598.120 | 0.039 | NaT |
| 2025-09-12 | 1,155,560.458 | 0.037 | NaT |
| 2025-09-15 | 1,154,568.078 | 0.038 | NaT |
| 2025-09-16 | 1,154,224.302 | 0.038 | NaT |
| 2025-09-17 | 1,154,224.302 | 0.038 | NaT |
| 2025-09-18 | 1,154,224.302 | 0.038 | NaT |
| 2025-09-19 | 1,145,436.631 | 0.046 | NaT |
| 2025-09-22 | 1,145,095.383 | 0.046 | NaT |
| 2025-09-23 | 1,145,095.383 | 0.046 | NaT |
| 2025-09-24 | 1,145,095.383 | 0.046 | NaT |
| 2025-09-25 | 1,145,095.383 | 0.046 | NaT |
| 2025-09-26 | 1,145,095.383 | 0.046 | NaT |
| 2025-09-29 | 1,145,095.383 | 0.046 | NaT |
| 2025-09-30 | 1,145,095.383 | 0.046 | NaT |
| 2025-10-09 | 1,145,095.383 | 0.046 | NaT |
| 2025-10-10 | 1,131,303.207 | 0.057 | NaT |
| 2025-10-13 | 1,130,964.105 | 0.058 | NaT |
| 2025-10-14 | 1,130,964.105 | 0.058 | NaT |
| 2025-10-15 | 1,130,964.105 | 0.058 | NaT |
| 2025-10-16 | 1,130,964.105 | 0.058 | NaT |
| 2025-10-17 | 1,130,964.105 | 0.058 | NaT |
| 2025-10-20 | 1,130,964.105 | 0.058 | NaT |
| 2025-10-21 | 1,130,964.105 | 0.058 | NaT |
| 2025-10-22 | 1,130,964.105 | 0.058 | NaT |
| 2025-10-23 | 1,130,964.105 | 0.058 | NaT |
| 2025-10-24 | 1,130,964.105 | 0.058 | NaT |
| 2025-10-27 | 1,130,964.105 | 0.058 | NaT |
| 2025-10-28 | 1,130,964.105 | 0.058 | NaT |
| 2025-10-29 | 1,130,964.105 | 0.058 | NaT |
| 2025-10-30 | 1,130,964.105 | 0.058 | NaT |
| 2025-10-31 | 1,130,964.105 | 0.058 | NaT |
| 2025-11-03 | 1,130,964.105 | 0.058 | NaT |
| 2025-11-04 | 1,130,964.105 | 0.058 | NaT |
| 2025-11-05 | 1,130,964.105 | 0.058 | NaT |
| 2025-11-06 | 1,130,964.105 | 0.058 | NaT |
| 2025-11-07 | 1,130,964.105 | 0.058 | NaT |
| 2025-11-10 | 1,130,964.105 | 0.058 | NaT |
| 2025-11-11 | 1,130,964.105 | 0.058 | NaT |
| 2025-11-12 | 1,130,964.105 | 0.058 | NaT |
| 2025-11-13 | 1,130,964.105 | 0.058 | NaT |
| 2025-11-14 | 1,130,964.105 | 0.058 | NaT |
| 2025-11-17 | 1,130,964.105 | 0.058 | NaT |
| 2025-11-18 | 1,130,964.105 | 0.058 | NaT |
| 2025-11-19 | 1,130,964.105 | 0.058 | NaT |
| 2025-11-20 | 1,130,964.105 | 0.058 | NaT |
| 2025-11-21 | 1,130,964.105 | 0.058 | NaT |
| 2025-11-24 | 1,130,964.105 | 0.058 | NaT |
| 2025-11-25 | 1,130,964.105 | 0.058 | NaT |
| 2025-11-26 | 1,130,964.105 | 0.058 | NaT |
| 2025-11-27 | 1,130,964.105 | 0.058 | NaT |
| 2025-11-28 | 1,130,964.105 | 0.058 | NaT |
| 2025-12-01 | 1,130,964.105 | 0.058 | NaT |
| 2025-12-02 | 1,130,964.105 | 0.058 | NaT |
| 2025-12-03 | 1,130,964.105 | 0.058 | NaT |
| 2025-12-04 | 1,130,964.105 | 0.058 | NaT |
| 2025-12-05 | 1,130,964.105 | 0.058 | NaT |
| 2025-12-08 | 1,130,964.105 | 0.058 | NaT |
| 2025-12-09 | 1,130,964.105 | 0.058 | NaT |
| 2025-12-10 | 1,130,964.105 | 0.058 | NaT |
| 2025-12-11 | 1,130,964.105 | 0.058 | NaT |
| 2025-12-12 | 1,130,964.105 | 0.058 | NaT |
| 2025-12-15 | 1,130,964.105 | 0.058 | NaT |
| 2025-12-16 | 1,130,964.105 | 0.058 | NaT |
| 2025-12-17 | 1,130,964.105 | 0.058 | NaT |
| 2025-12-18 | 1,130,964.105 | 0.058 | NaT |
| 2025-12-19 | 1,130,964.105 | 0.058 | NaT |
| 2025-12-22 | 1,130,964.105 | 0.058 | NaT |
| 2025-12-23 | 1,130,964.105 | 0.058 | NaT |
| 2025-12-24 | 1,130,964.105 | 0.058 | NaT |
| 2025-12-25 | 1,130,964.105 | 0.058 | NaT |
| 2025-12-26 | 1,130,964.105 | 0.058 | NaT |
| 2025-12-29 | 1,130,964.105 | 0.058 | NaT |
| 2025-12-30 | 1,130,964.105 | 0.058 | NaT |
| 2025-12-31 | 1,130,766.764 | 0.058 | 128 days |