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 [%] | 7.377 |
| Equity Final [$] | 1,064,369.389 |
| Equity Peak [$] | 1,132,896.188 |
| Commissions [$] | 1,257.141 |
| Return [%] | 6.437 |
| Buy & Hold Return [%] | 32.162 |
| Return (Ann.) [%] | 6.655 |
| Volatility (Ann.) [%] | 14.253 |
| CAGR [%] | 4.426 |
| Sharpe Ratio | 0.467 |
| Sortino Ratio | 1.549 |
| Calmar Ratio | 1.100 |
| Alpha [%] | 16.469 |
| Beta | -0.312 |
| Max. Drawdown [%] | -6.049 |
| Avg. Drawdown [%] | -3.516 |
| Max. Drawdown Duration | 268 days 00:00:00 |
| Avg. Drawdown Duration | 136 days 00:00:00 |
| # Trades | 2 |
| Win Rate [%] | 50.000 |
| Best Trade [%] | 13.014 |
| Worst Trade [%] | -5.811 |
| Avg. Trade [%] | 3.173 |
| Max. Trade Duration | 19 days 00:00:00 |
| Avg. Trade Duration | 15 days 00:00:00 |
| Profit Factor | 2.240 |
| Expectancy [%] | 3.601 |
| SQN | 0.329 |
| Kelly Criterion | 0.248 |
Equity Curve & Drawdown
Trades
| Size | EntryBar | ExitBar | EntryPrice | ExitPrice | SL | TP | PnL | Commissions | ReturnPct | EntryTime | ExitTime | Duration | Tag | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | -124 | 56 | 62 | 8,055.160 | 7,002.370 | None | None | 129,985.820 | 560.140 | 0.130 | 2025-03-28 | 2025-04-08 | 11 days | None |
| 1 | -151 | 69 | 79 | 7,478.200 | 7,908.130 | None | None | -65,616.431 | 697.001 | -0.058 | 2025-04-17 | 2025-05-06 | 19 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 | 1,000,000.000 | 0.000 | NaT |
| 2025-02-11 | 1,000,000.000 | 0.000 | NaT |
| 2025-02-12 | 1,000,000.000 | 0.000 | NaT |
| 2025-02-13 | 1,000,000.000 | 0.000 | NaT |
| 2025-02-14 | 1,000,000.000 | 0.000 | NaT |
| 2025-02-17 | 1,000,000.000 | 0.000 | NaT |
| 2025-02-18 | 1,000,000.000 | 0.000 | NaT |
| 2025-02-19 | 1,000,000.000 | 0.000 | NaT |
| 2025-02-20 | 1,000,000.000 | 0.000 | NaT |
| 2025-02-21 | 1,000,000.000 | 0.000 | NaT |
| 2025-02-24 | 1,000,000.000 | 0.000 | NaT |
| 2025-02-25 | 1,000,000.000 | 0.000 | NaT |
| 2025-02-26 | 1,000,000.000 | 0.000 | NaT |
| 2025-02-27 | 1,000,000.000 | 0.000 | NaT |
| 2025-02-28 | 1,000,000.000 | 0.000 | NaT |
| 2025-03-03 | 1,000,000.000 | 0.000 | NaT |
| 2025-03-04 | 1,000,000.000 | 0.000 | NaT |
| 2025-03-05 | 1,000,000.000 | 0.000 | NaT |
| 2025-03-06 | 1,000,000.000 | 0.000 | NaT |
| 2025-03-07 | 1,000,000.000 | 0.000 | NaT |
| 2025-03-10 | 1,000,000.000 | 0.000 | NaT |
| 2025-03-11 | 1,000,000.000 | 0.000 | NaT |
| 2025-03-12 | 1,000,000.000 | 0.000 | NaT |
| 2025-03-13 | 1,000,000.000 | 0.000 | NaT |
| 2025-03-14 | 1,000,000.000 | 0.000 | NaT |
| 2025-03-17 | 1,000,000.000 | 0.000 | NaT |
| 2025-03-18 | 1,000,000.000 | 0.000 | NaT |
| 2025-03-19 | 1,000,000.000 | 0.000 | NaT |
| 2025-03-20 | 1,000,000.000 | 0.000 | NaT |
| 2025-03-21 | 1,000,000.000 | 0.000 | NaT |
| 2025-03-24 | 1,000,000.000 | 0.000 | NaT |
| 2025-03-25 | 1,000,000.000 | 0.000 | NaT |
| 2025-03-26 | 1,000,000.000 | 0.000 | NaT |
| 2025-03-27 | 1,000,000.000 | 0.000 | NaT |
| 2025-03-28 | 1,000,000.000 | 0.000 | NaT |
| 2025-03-31 | 1,008,082.748 | 0.000 | NaT |
| 2025-04-01 | 1,001,118.908 | 0.007 | NaT |
| 2025-04-02 | 998,162.748 | 0.010 | NaT |
| 2025-04-03 | 1,010,244.068 | 0.000 | 3 days |
| 2025-04-07 | 1,132,896.188 | 0.000 | NaT |
| 2025-04-08 | 1,130,246.308 | 0.002 | NaT |
| 2025-04-09 | 1,129,985.820 | 0.003 | NaT |
| 2025-04-10 | 1,129,985.820 | 0.003 | NaT |
| 2025-04-11 | 1,129,985.820 | 0.003 | NaT |
| 2025-04-14 | 1,129,985.820 | 0.003 | NaT |
| 2025-04-15 | 1,129,985.820 | 0.003 | NaT |
| 2025-04-16 | 1,129,985.820 | 0.003 | NaT |
| 2025-04-17 | 1,129,985.820 | 0.003 | NaT |
| 2025-04-18 | 1,130,497.187 | 0.002 | NaT |
| 2025-04-21 | 1,104,816.617 | 0.025 | NaT |
| 2025-04-22 | 1,105,716.577 | 0.024 | NaT |
| 2025-04-23 | 1,095,330.797 | 0.033 | NaT |
| 2025-04-24 | 1,107,404.757 | 0.023 | NaT |
| 2025-04-25 | 1,103,610.127 | 0.026 | NaT |
| 2025-04-28 | 1,118,134.817 | 0.013 | NaT |
| 2025-04-29 | 1,110,322.077 | 0.020 | NaT |
| 2025-04-30 | 1,098,364.387 | 0.030 | NaT |
| 2025-05-06 | 1,064,727.627 | 0.060 | NaT |
| 2025-05-07 | 1,064,369.389 | 0.060 | NaT |
| 2025-05-08 | 1,064,369.389 | 0.060 | NaT |
| 2025-05-09 | 1,064,369.389 | 0.060 | NaT |
| 2025-05-12 | 1,064,369.389 | 0.060 | NaT |
| 2025-05-13 | 1,064,369.389 | 0.060 | NaT |
| 2025-05-14 | 1,064,369.389 | 0.060 | NaT |
| 2025-05-15 | 1,064,369.389 | 0.060 | NaT |
| 2025-05-16 | 1,064,369.389 | 0.060 | NaT |
| 2025-05-19 | 1,064,369.389 | 0.060 | NaT |
| 2025-05-20 | 1,064,369.389 | 0.060 | NaT |
| 2025-05-21 | 1,064,369.389 | 0.060 | NaT |
| 2025-05-22 | 1,064,369.389 | 0.060 | NaT |
| 2025-05-23 | 1,064,369.389 | 0.060 | NaT |
| 2025-05-26 | 1,064,369.389 | 0.060 | NaT |
| 2025-05-27 | 1,064,369.389 | 0.060 | NaT |
| 2025-05-28 | 1,064,369.389 | 0.060 | NaT |
| 2025-05-29 | 1,064,369.389 | 0.060 | NaT |
| 2025-05-30 | 1,064,369.389 | 0.060 | NaT |
| 2025-06-03 | 1,064,369.389 | 0.060 | NaT |
| 2025-06-04 | 1,064,369.389 | 0.060 | NaT |
| 2025-06-05 | 1,064,369.389 | 0.060 | NaT |
| 2025-06-06 | 1,064,369.389 | 0.060 | NaT |
| 2025-06-09 | 1,064,369.389 | 0.060 | NaT |
| 2025-06-10 | 1,064,369.389 | 0.060 | NaT |
| 2025-06-11 | 1,064,369.389 | 0.060 | NaT |
| 2025-06-12 | 1,064,369.389 | 0.060 | NaT |
| 2025-06-13 | 1,064,369.389 | 0.060 | NaT |
| 2025-06-16 | 1,064,369.389 | 0.060 | NaT |
| 2025-06-17 | 1,064,369.389 | 0.060 | NaT |
| 2025-06-18 | 1,064,369.389 | 0.060 | NaT |
| 2025-06-19 | 1,064,369.389 | 0.060 | NaT |
| 2025-06-20 | 1,064,369.389 | 0.060 | NaT |
| 2025-06-23 | 1,064,369.389 | 0.060 | NaT |
| 2025-06-24 | 1,064,369.389 | 0.060 | NaT |
| 2025-06-25 | 1,064,369.389 | 0.060 | NaT |
| 2025-06-26 | 1,064,369.389 | 0.060 | NaT |
| 2025-06-27 | 1,064,369.389 | 0.060 | NaT |
| 2025-06-30 | 1,064,369.389 | 0.060 | NaT |
| 2025-07-01 | 1,064,369.389 | 0.060 | NaT |
| 2025-07-02 | 1,064,369.389 | 0.060 | NaT |
| 2025-07-03 | 1,064,369.389 | 0.060 | NaT |
| 2025-07-04 | 1,064,369.389 | 0.060 | NaT |
| 2025-07-07 | 1,064,369.389 | 0.060 | NaT |
| 2025-07-08 | 1,064,369.389 | 0.060 | NaT |
| 2025-07-09 | 1,064,369.389 | 0.060 | NaT |
| 2025-07-10 | 1,064,369.389 | 0.060 | NaT |
| 2025-07-11 | 1,064,369.389 | 0.060 | NaT |
| 2025-07-14 | 1,064,369.389 | 0.060 | NaT |
| 2025-07-15 | 1,064,369.389 | 0.060 | NaT |
| 2025-07-16 | 1,064,369.389 | 0.060 | NaT |
| 2025-07-17 | 1,064,369.389 | 0.060 | NaT |
| 2025-07-18 | 1,064,369.389 | 0.060 | NaT |
| 2025-07-21 | 1,064,369.389 | 0.060 | NaT |
| 2025-07-22 | 1,064,369.389 | 0.060 | NaT |
| 2025-07-23 | 1,064,369.389 | 0.060 | NaT |
| 2025-07-24 | 1,064,369.389 | 0.060 | NaT |
| 2025-07-25 | 1,064,369.389 | 0.060 | NaT |
| 2025-07-28 | 1,064,369.389 | 0.060 | NaT |
| 2025-07-29 | 1,064,369.389 | 0.060 | NaT |
| 2025-07-30 | 1,064,369.389 | 0.060 | NaT |
| 2025-07-31 | 1,064,369.389 | 0.060 | NaT |
| 2025-08-01 | 1,064,369.389 | 0.060 | NaT |
| 2025-08-04 | 1,064,369.389 | 0.060 | NaT |
| 2025-08-05 | 1,064,369.389 | 0.060 | NaT |
| 2025-08-06 | 1,064,369.389 | 0.060 | NaT |
| 2025-08-07 | 1,064,369.389 | 0.060 | NaT |
| 2025-08-08 | 1,064,369.389 | 0.060 | NaT |
| 2025-08-11 | 1,064,369.389 | 0.060 | NaT |
| 2025-08-12 | 1,064,369.389 | 0.060 | NaT |
| 2025-08-13 | 1,064,369.389 | 0.060 | NaT |
| 2025-08-14 | 1,064,369.389 | 0.060 | NaT |
| 2025-08-15 | 1,064,369.389 | 0.060 | NaT |
| 2025-08-18 | 1,064,369.389 | 0.060 | NaT |
| 2025-08-19 | 1,064,369.389 | 0.060 | NaT |
| 2025-08-20 | 1,064,369.389 | 0.060 | NaT |
| 2025-08-21 | 1,064,369.389 | 0.060 | NaT |
| 2025-08-22 | 1,064,369.389 | 0.060 | NaT |
| 2025-08-25 | 1,064,369.389 | 0.060 | NaT |
| 2025-08-26 | 1,064,369.389 | 0.060 | NaT |
| 2025-08-27 | 1,064,369.389 | 0.060 | NaT |
| 2025-08-28 | 1,064,369.389 | 0.060 | NaT |
| 2025-08-29 | 1,064,369.389 | 0.060 | NaT |
| 2025-09-01 | 1,064,369.389 | 0.060 | NaT |
| 2025-09-02 | 1,064,369.389 | 0.060 | NaT |
| 2025-09-03 | 1,064,369.389 | 0.060 | NaT |
| 2025-09-04 | 1,064,369.389 | 0.060 | NaT |
| 2025-09-05 | 1,064,369.389 | 0.060 | NaT |
| 2025-09-08 | 1,064,369.389 | 0.060 | NaT |
| 2025-09-09 | 1,064,369.389 | 0.060 | NaT |
| 2025-09-10 | 1,064,369.389 | 0.060 | NaT |
| 2025-09-11 | 1,064,369.389 | 0.060 | NaT |
| 2025-09-12 | 1,064,369.389 | 0.060 | NaT |
| 2025-09-15 | 1,064,369.389 | 0.060 | NaT |
| 2025-09-16 | 1,064,369.389 | 0.060 | NaT |
| 2025-09-17 | 1,064,369.389 | 0.060 | NaT |
| 2025-09-18 | 1,064,369.389 | 0.060 | NaT |
| 2025-09-19 | 1,064,369.389 | 0.060 | NaT |
| 2025-09-22 | 1,064,369.389 | 0.060 | NaT |
| 2025-09-23 | 1,064,369.389 | 0.060 | NaT |
| 2025-09-24 | 1,064,369.389 | 0.060 | NaT |
| 2025-09-25 | 1,064,369.389 | 0.060 | NaT |
| 2025-09-26 | 1,064,369.389 | 0.060 | NaT |
| 2025-09-29 | 1,064,369.389 | 0.060 | NaT |
| 2025-09-30 | 1,064,369.389 | 0.060 | NaT |
| 2025-10-09 | 1,064,369.389 | 0.060 | NaT |
| 2025-10-10 | 1,064,369.389 | 0.060 | NaT |
| 2025-10-13 | 1,064,369.389 | 0.060 | NaT |
| 2025-10-14 | 1,064,369.389 | 0.060 | NaT |
| 2025-10-15 | 1,064,369.389 | 0.060 | NaT |
| 2025-10-16 | 1,064,369.389 | 0.060 | NaT |
| 2025-10-17 | 1,064,369.389 | 0.060 | NaT |
| 2025-10-20 | 1,064,369.389 | 0.060 | NaT |
| 2025-10-21 | 1,064,369.389 | 0.060 | NaT |
| 2025-10-22 | 1,064,369.389 | 0.060 | NaT |
| 2025-10-23 | 1,064,369.389 | 0.060 | NaT |
| 2025-10-24 | 1,064,369.389 | 0.060 | NaT |
| 2025-10-27 | 1,064,369.389 | 0.060 | NaT |
| 2025-10-28 | 1,064,369.389 | 0.060 | NaT |
| 2025-10-29 | 1,064,369.389 | 0.060 | NaT |
| 2025-10-30 | 1,064,369.389 | 0.060 | NaT |
| 2025-10-31 | 1,064,369.389 | 0.060 | NaT |
| 2025-11-03 | 1,064,369.389 | 0.060 | NaT |
| 2025-11-04 | 1,064,369.389 | 0.060 | NaT |
| 2025-11-05 | 1,064,369.389 | 0.060 | NaT |
| 2025-11-06 | 1,064,369.389 | 0.060 | NaT |
| 2025-11-07 | 1,064,369.389 | 0.060 | NaT |
| 2025-11-10 | 1,064,369.389 | 0.060 | NaT |
| 2025-11-11 | 1,064,369.389 | 0.060 | NaT |
| 2025-11-12 | 1,064,369.389 | 0.060 | NaT |
| 2025-11-13 | 1,064,369.389 | 0.060 | NaT |
| 2025-11-14 | 1,064,369.389 | 0.060 | NaT |
| 2025-11-17 | 1,064,369.389 | 0.060 | NaT |
| 2025-11-18 | 1,064,369.389 | 0.060 | NaT |
| 2025-11-19 | 1,064,369.389 | 0.060 | NaT |
| 2025-11-20 | 1,064,369.389 | 0.060 | NaT |
| 2025-11-21 | 1,064,369.389 | 0.060 | NaT |
| 2025-11-24 | 1,064,369.389 | 0.060 | NaT |
| 2025-11-25 | 1,064,369.389 | 0.060 | NaT |
| 2025-11-26 | 1,064,369.389 | 0.060 | NaT |
| 2025-11-27 | 1,064,369.389 | 0.060 | NaT |
| 2025-11-28 | 1,064,369.389 | 0.060 | NaT |
| 2025-12-01 | 1,064,369.389 | 0.060 | NaT |
| 2025-12-02 | 1,064,369.389 | 0.060 | NaT |
| 2025-12-03 | 1,064,369.389 | 0.060 | NaT |
| 2025-12-04 | 1,064,369.389 | 0.060 | NaT |
| 2025-12-05 | 1,064,369.389 | 0.060 | NaT |
| 2025-12-08 | 1,064,369.389 | 0.060 | NaT |
| 2025-12-09 | 1,064,369.389 | 0.060 | NaT |
| 2025-12-10 | 1,064,369.389 | 0.060 | NaT |
| 2025-12-11 | 1,064,369.389 | 0.060 | NaT |
| 2025-12-12 | 1,064,369.389 | 0.060 | NaT |
| 2025-12-15 | 1,064,369.389 | 0.060 | NaT |
| 2025-12-16 | 1,064,369.389 | 0.060 | NaT |
| 2025-12-17 | 1,064,369.389 | 0.060 | NaT |
| 2025-12-18 | 1,064,369.389 | 0.060 | NaT |
| 2025-12-19 | 1,064,369.389 | 0.060 | NaT |
| 2025-12-22 | 1,064,369.389 | 0.060 | NaT |
| 2025-12-23 | 1,064,369.389 | 0.060 | NaT |
| 2025-12-24 | 1,064,369.389 | 0.060 | NaT |
| 2025-12-25 | 1,064,369.389 | 0.060 | NaT |
| 2025-12-26 | 1,064,369.389 | 0.060 | NaT |
| 2025-12-29 | 1,064,369.389 | 0.060 | NaT |
| 2025-12-30 | 1,064,369.389 | 0.060 | NaT |
| 2025-12-31 | 1,064,369.389 | 0.060 | 268 days |