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 [%] | 21.721 |
| Equity Final [$] | 1,290,836.725 |
| Equity Peak [$] | 1,293,217.525 |
| Commissions [$] | 7,589.745 |
| Return [%] | 29.084 |
| Buy & Hold Return [%] | 32.162 |
| Return (Ann.) [%] | 30.169 |
| Volatility (Ann.) [%] | 13.713 |
| CAGR [%] | 19.390 |
| Sharpe Ratio | 2.200 |
| Sortino Ratio | 6.137 |
| Calmar Ratio | 4.979 |
| Alpha [%] | 23.058 |
| Beta | 0.187 |
| Max. Drawdown [%] | -6.059 |
| Avg. Drawdown [%] | -0.802 |
| Max. Drawdown Duration | 85 days 00:00:00 |
| Avg. Drawdown Duration | 25 days 00:00:00 |
| # Trades | 11 |
| Win Rate [%] | 81.818 |
| Best Trade [%] | 6.577 |
| Worst Trade [%] | -0.953 |
| Avg. Trade [%] | 2.356 |
| Max. Trade Duration | 19 days 00:00:00 |
| Avg. Trade Duration | 6 days 00:00:00 |
| Profit Factor | 15.988 |
| Expectancy [%] | 2.384 |
| SQN | 3.187 |
| Kelly Criterion | 0.767 |
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 | 131 | 28 | 30 | 7,881.180 | 8,171.580 | None | None | 37,411.527 | 630.873 | 0.036 | 2025-02-18 | 2025-02-20 | 2 days | None |
| 3 | 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 |
| 4 | 150 | 63 | 65 | 7,180.860 | 7,468.940 | None | None | 42,552.759 | 659.241 | 0.040 | 2025-04-09 | 2025-04-11 | 2 days | None |
| 5 | 143 | 111 | 118 | 7,841.570 | 8,362.170 | None | None | 73,750.660 | 695.140 | 0.066 | 2025-06-20 | 2025-07-01 | 11 days | None |
| 6 | 127 | 151 | 158 | 9,374.510 | 9,832.870 | None | None | 57,479.919 | 731.801 | 0.048 | 2025-08-15 | 2025-08-26 | 11 days | None |
| 7 | 130 | 159 | 172 | 9,634.840 | 9,711.180 | None | None | 9,169.705 | 754.495 | 0.007 | 2025-08-27 | 2025-09-15 | 19 days | None |
| 8 | 128 | 175 | 176 | 9,794.330 | 9,722.160 | None | None | -9,987.193 | 749.433 | -0.008 | 2025-09-18 | 2025-09-19 | 1 days | None |
| 9 | 131 | 187 | 188 | 9,529.450 | 9,685.480 | None | None | 19,684.783 | 755.147 | 0.016 | 2025-10-14 | 2025-10-15 | 1 days | None |
| 10 | 136 | 216 | 218 | 9,320.020 | 9,452.960 | None | None | 17,313.902 | 765.938 | 0.014 | 2025-11-24 | 2025-11-26 | 2 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 | 1,038,719.797 | 0.000 | NaT |
| 2025-02-10 | 1,038,719.797 | 0.000 | NaT |
| 2025-02-11 | 1,038,719.797 | 0.000 | NaT |
| 2025-02-12 | 1,038,719.797 | 0.000 | NaT |
| 2025-02-13 | 1,038,719.797 | 0.000 | NaT |
| 2025-02-14 | 1,038,719.797 | 0.000 | NaT |
| 2025-02-17 | 1,038,719.797 | 0.000 | NaT |
| 2025-02-18 | 1,038,719.797 | 0.000 | NaT |
| 2025-02-19 | 1,066,510.877 | 0.000 | 36 days |
| 2025-02-20 | 1,076,452.467 | 0.000 | NaT |
| 2025-02-21 | 1,076,131.324 | 0.000 | NaT |
| 2025-02-24 | 1,076,131.324 | 0.000 | NaT |
| 2025-02-25 | 1,076,131.324 | 0.000 | NaT |
| 2025-02-26 | 1,076,131.324 | 0.000 | NaT |
| 2025-02-27 | 1,076,131.324 | 0.000 | NaT |
| 2025-02-28 | 1,076,131.324 | 0.000 | NaT |
| 2025-03-03 | 1,076,131.324 | 0.000 | NaT |
| 2025-03-04 | 1,076,131.324 | 0.000 | NaT |
| 2025-03-05 | 1,076,131.324 | 0.000 | NaT |
| 2025-03-06 | 1,076,131.324 | 0.000 | NaT |
| 2025-03-07 | 1,076,131.324 | 0.000 | NaT |
| 2025-03-10 | 1,076,131.324 | 0.000 | NaT |
| 2025-03-11 | 1,076,131.324 | 0.000 | NaT |
| 2025-03-12 | 1,076,131.324 | 0.000 | NaT |
| 2025-03-13 | 1,076,131.324 | 0.000 | NaT |
| 2025-03-14 | 1,076,131.324 | 0.000 | NaT |
| 2025-03-17 | 1,081,196.235 | 0.000 | 25 days |
| 2025-03-18 | 1,080,872.190 | 0.000 | NaT |
| 2025-03-19 | 1,080,872.190 | 0.000 | NaT |
| 2025-03-20 | 1,080,872.190 | 0.000 | NaT |
| 2025-03-21 | 1,080,872.190 | 0.000 | NaT |
| 2025-03-24 | 1,080,872.190 | 0.000 | NaT |
| 2025-03-25 | 1,080,872.190 | 0.000 | NaT |
| 2025-03-26 | 1,080,872.190 | 0.000 | NaT |
| 2025-03-27 | 1,080,872.190 | 0.000 | NaT |
| 2025-03-28 | 1,080,872.190 | 0.000 | NaT |
| 2025-03-31 | 1,080,872.190 | 0.000 | NaT |
| 2025-04-01 | 1,080,872.190 | 0.000 | NaT |
| 2025-04-02 | 1,080,872.190 | 0.000 | NaT |
| 2025-04-03 | 1,080,872.190 | 0.000 | NaT |
| 2025-04-07 | 1,080,872.190 | 0.000 | NaT |
| 2025-04-08 | 1,080,872.190 | 0.000 | NaT |
| 2025-04-09 | 1,080,872.190 | 0.000 | NaT |
| 2025-04-10 | 1,109,994.051 | 0.000 | 24 days |
| 2025-04-11 | 1,123,761.051 | 0.000 | NaT |
| 2025-04-14 | 1,123,424.949 | 0.000 | NaT |
| 2025-04-15 | 1,123,424.949 | 0.000 | NaT |
| 2025-04-16 | 1,123,424.949 | 0.000 | NaT |
| 2025-04-17 | 1,123,424.949 | 0.000 | NaT |
| 2025-04-18 | 1,123,424.949 | 0.000 | NaT |
| 2025-04-21 | 1,123,424.949 | 0.000 | NaT |
| 2025-04-22 | 1,123,424.949 | 0.000 | NaT |
| 2025-04-23 | 1,123,424.949 | 0.000 | NaT |
| 2025-04-24 | 1,123,424.949 | 0.000 | NaT |
| 2025-04-25 | 1,123,424.949 | 0.000 | NaT |
| 2025-04-28 | 1,123,424.949 | 0.000 | NaT |
| 2025-04-29 | 1,123,424.949 | 0.000 | NaT |
| 2025-04-30 | 1,123,424.949 | 0.000 | NaT |
| 2025-05-06 | 1,123,424.949 | 0.000 | NaT |
| 2025-05-07 | 1,123,424.949 | 0.000 | NaT |
| 2025-05-08 | 1,123,424.949 | 0.000 | NaT |
| 2025-05-09 | 1,123,424.949 | 0.000 | NaT |
| 2025-05-12 | 1,123,424.949 | 0.000 | NaT |
| 2025-05-13 | 1,123,424.949 | 0.000 | NaT |
| 2025-05-14 | 1,123,424.949 | 0.000 | NaT |
| 2025-05-15 | 1,123,424.949 | 0.000 | NaT |
| 2025-05-16 | 1,123,424.949 | 0.000 | NaT |
| 2025-05-19 | 1,123,424.949 | 0.000 | NaT |
| 2025-05-20 | 1,123,424.949 | 0.000 | NaT |
| 2025-05-21 | 1,123,424.949 | 0.000 | NaT |
| 2025-05-22 | 1,123,424.949 | 0.000 | NaT |
| 2025-05-23 | 1,123,424.949 | 0.000 | NaT |
| 2025-05-26 | 1,123,424.949 | 0.000 | NaT |
| 2025-05-27 | 1,123,424.949 | 0.000 | NaT |
| 2025-05-28 | 1,123,424.949 | 0.000 | NaT |
| 2025-05-29 | 1,123,424.949 | 0.000 | NaT |
| 2025-05-30 | 1,123,424.949 | 0.000 | NaT |
| 2025-06-03 | 1,123,424.949 | 0.000 | NaT |
| 2025-06-04 | 1,123,424.949 | 0.000 | NaT |
| 2025-06-05 | 1,123,424.949 | 0.000 | NaT |
| 2025-06-06 | 1,123,424.949 | 0.000 | NaT |
| 2025-06-09 | 1,123,424.949 | 0.000 | NaT |
| 2025-06-10 | 1,123,424.949 | 0.000 | NaT |
| 2025-06-11 | 1,123,424.949 | 0.000 | NaT |
| 2025-06-12 | 1,123,424.949 | 0.000 | NaT |
| 2025-06-13 | 1,123,424.949 | 0.000 | NaT |
| 2025-06-16 | 1,123,424.949 | 0.000 | NaT |
| 2025-06-17 | 1,123,424.949 | 0.000 | NaT |
| 2025-06-18 | 1,123,424.949 | 0.000 | NaT |
| 2025-06-19 | 1,123,424.949 | 0.000 | NaT |
| 2025-06-20 | 1,123,424.949 | 0.000 | NaT |
| 2025-06-23 | 1,140,411.565 | 0.000 | 73 days |
| 2025-06-24 | 1,163,887.875 | 0.000 | NaT |
| 2025-06-25 | 1,177,854.685 | 0.000 | NaT |
| 2025-06-26 | 1,173,578.985 | 0.004 | NaT |
| 2025-06-27 | 1,178,436.695 | 0.000 | 2 days |
| 2025-06-30 | 1,194,291.105 | 0.000 | NaT |
| 2025-07-01 | 1,197,534.345 | 0.000 | NaT |
| 2025-07-02 | 1,197,175.608 | 0.000 | NaT |
| 2025-07-03 | 1,197,175.608 | 0.000 | NaT |
| 2025-07-04 | 1,197,175.608 | 0.000 | NaT |
| 2025-07-07 | 1,197,175.608 | 0.000 | NaT |
| 2025-07-08 | 1,197,175.608 | 0.000 | NaT |
| 2025-07-09 | 1,197,175.608 | 0.000 | NaT |
| 2025-07-10 | 1,197,175.608 | 0.000 | NaT |
| 2025-07-11 | 1,197,175.608 | 0.000 | NaT |
| 2025-07-14 | 1,197,175.608 | 0.000 | NaT |
| 2025-07-15 | 1,197,175.608 | 0.000 | NaT |
| 2025-07-16 | 1,197,175.608 | 0.000 | NaT |
| 2025-07-17 | 1,197,175.608 | 0.000 | NaT |
| 2025-07-18 | 1,197,175.608 | 0.000 | NaT |
| 2025-07-21 | 1,197,175.608 | 0.000 | NaT |
| 2025-07-22 | 1,197,175.608 | 0.000 | NaT |
| 2025-07-23 | 1,197,175.608 | 0.000 | NaT |
| 2025-07-24 | 1,197,175.608 | 0.000 | NaT |
| 2025-07-25 | 1,197,175.608 | 0.000 | NaT |
| 2025-07-28 | 1,197,175.608 | 0.000 | NaT |
| 2025-07-29 | 1,197,175.608 | 0.000 | NaT |
| 2025-07-30 | 1,197,175.608 | 0.000 | NaT |
| 2025-07-31 | 1,197,175.608 | 0.000 | NaT |
| 2025-08-01 | 1,197,175.608 | 0.000 | NaT |
| 2025-08-04 | 1,197,175.608 | 0.000 | NaT |
| 2025-08-05 | 1,197,175.608 | 0.000 | NaT |
| 2025-08-06 | 1,197,175.608 | 0.000 | NaT |
| 2025-08-07 | 1,197,175.608 | 0.000 | NaT |
| 2025-08-08 | 1,197,175.608 | 0.000 | NaT |
| 2025-08-11 | 1,197,175.608 | 0.000 | NaT |
| 2025-08-12 | 1,197,175.608 | 0.000 | NaT |
| 2025-08-13 | 1,197,175.608 | 0.000 | NaT |
| 2025-08-14 | 1,197,175.608 | 0.000 | NaT |
| 2025-08-15 | 1,197,175.608 | 0.000 | NaT |
| 2025-08-18 | 1,221,177.039 | 0.000 | 48 days |
| 2025-08-19 | 1,224,908.299 | 0.000 | NaT |
| 2025-08-20 | 1,232,704.829 | 0.000 | NaT |
| 2025-08-21 | 1,223,477.009 | 0.007 | NaT |
| 2025-08-22 | 1,238,126.459 | 0.000 | 2 days |
| 2025-08-25 | 1,256,672.269 | 0.000 | NaT |
| 2025-08-26 | 1,255,030.159 | 0.001 | NaT |
| 2025-08-27 | 1,254,655.527 | 0.002 | NaT |
| 2025-08-28 | 1,270,456.968 | 0.000 | 3 days |
| 2025-08-29 | 1,266,880.668 | 0.003 | NaT |
| 2025-09-01 | 1,279,092.868 | 0.000 | 4 days |
| 2025-09-02 | 1,247,353.368 | 0.025 | NaT |
| 2025-09-03 | 1,226,997.968 | 0.041 | NaT |
| 2025-09-04 | 1,201,589.468 | 0.061 | NaT |
| 2025-09-05 | 1,236,442.468 | 0.033 | NaT |
| 2025-09-08 | 1,249,027.768 | 0.024 | NaT |
| 2025-09-09 | 1,232,131.668 | 0.037 | NaT |
| 2025-09-10 | 1,234,883.768 | 0.035 | NaT |
| 2025-09-11 | 1,262,757.068 | 0.013 | NaT |
| 2025-09-12 | 1,265,297.268 | 0.011 | NaT |
| 2025-09-15 | 1,264,203.968 | 0.012 | NaT |
| 2025-09-16 | 1,263,825.232 | 0.012 | NaT |
| 2025-09-17 | 1,263,825.232 | 0.012 | NaT |
| 2025-09-18 | 1,263,825.232 | 0.012 | NaT |
| 2025-09-19 | 1,254,211.370 | 0.019 | NaT |
| 2025-09-22 | 1,253,838.039 | 0.020 | NaT |
| 2025-09-23 | 1,253,838.039 | 0.020 | NaT |
| 2025-09-24 | 1,253,838.039 | 0.020 | NaT |
| 2025-09-25 | 1,253,838.039 | 0.020 | NaT |
| 2025-09-26 | 1,253,838.039 | 0.020 | NaT |
| 2025-09-29 | 1,253,838.039 | 0.020 | NaT |
| 2025-09-30 | 1,253,838.039 | 0.020 | NaT |
| 2025-10-09 | 1,253,838.039 | 0.020 | NaT |
| 2025-10-10 | 1,253,838.039 | 0.020 | NaT |
| 2025-10-13 | 1,253,838.039 | 0.020 | NaT |
| 2025-10-14 | 1,253,838.039 | 0.020 | NaT |
| 2025-10-15 | 1,273,903.462 | 0.004 | NaT |
| 2025-10-16 | 1,273,522.822 | 0.004 | NaT |
| 2025-10-17 | 1,273,522.822 | 0.004 | NaT |
| 2025-10-20 | 1,273,522.822 | 0.004 | NaT |
| 2025-10-21 | 1,273,522.822 | 0.004 | NaT |
| 2025-10-22 | 1,273,522.822 | 0.004 | NaT |
| 2025-10-23 | 1,273,522.822 | 0.004 | NaT |
| 2025-10-24 | 1,273,522.822 | 0.004 | NaT |
| 2025-10-27 | 1,273,522.822 | 0.004 | NaT |
| 2025-10-28 | 1,273,522.822 | 0.004 | NaT |
| 2025-10-29 | 1,273,522.822 | 0.004 | NaT |
| 2025-10-30 | 1,273,522.822 | 0.004 | NaT |
| 2025-10-31 | 1,273,522.822 | 0.004 | NaT |
| 2025-11-03 | 1,273,522.822 | 0.004 | NaT |
| 2025-11-04 | 1,273,522.822 | 0.004 | NaT |
| 2025-11-05 | 1,273,522.822 | 0.004 | NaT |
| 2025-11-06 | 1,273,522.822 | 0.004 | NaT |
| 2025-11-07 | 1,273,522.822 | 0.004 | NaT |
| 2025-11-10 | 1,273,522.822 | 0.004 | NaT |
| 2025-11-11 | 1,273,522.822 | 0.004 | NaT |
| 2025-11-12 | 1,273,522.822 | 0.004 | NaT |
| 2025-11-13 | 1,273,522.822 | 0.004 | NaT |
| 2025-11-14 | 1,273,522.822 | 0.004 | NaT |
| 2025-11-17 | 1,273,522.822 | 0.004 | NaT |
| 2025-11-18 | 1,273,522.822 | 0.004 | NaT |
| 2025-11-19 | 1,273,522.822 | 0.004 | NaT |
| 2025-11-20 | 1,273,522.822 | 0.004 | NaT |
| 2025-11-21 | 1,273,522.822 | 0.004 | NaT |
| 2025-11-24 | 1,273,522.822 | 0.004 | NaT |
| 2025-11-25 | 1,293,217.525 | 0.000 | 85 days |
| 2025-11-26 | 1,291,222.405 | 0.002 | NaT |
| 2025-11-27 | 1,290,836.725 | 0.002 | NaT |
| 2025-11-28 | 1,290,836.725 | 0.002 | NaT |
| 2025-12-01 | 1,290,836.725 | 0.002 | NaT |
| 2025-12-02 | 1,290,836.725 | 0.002 | NaT |
| 2025-12-03 | 1,290,836.725 | 0.002 | NaT |
| 2025-12-04 | 1,290,836.725 | 0.002 | NaT |
| 2025-12-05 | 1,290,836.725 | 0.002 | NaT |
| 2025-12-08 | 1,290,836.725 | 0.002 | NaT |
| 2025-12-09 | 1,290,836.725 | 0.002 | NaT |
| 2025-12-10 | 1,290,836.725 | 0.002 | NaT |
| 2025-12-11 | 1,290,836.725 | 0.002 | NaT |
| 2025-12-12 | 1,290,836.725 | 0.002 | NaT |
| 2025-12-15 | 1,290,836.725 | 0.002 | NaT |
| 2025-12-16 | 1,290,836.725 | 0.002 | NaT |
| 2025-12-17 | 1,290,836.725 | 0.002 | NaT |
| 2025-12-18 | 1,290,836.725 | 0.002 | NaT |
| 2025-12-19 | 1,290,836.725 | 0.002 | NaT |
| 2025-12-22 | 1,290,836.725 | 0.002 | NaT |
| 2025-12-23 | 1,290,836.725 | 0.002 | NaT |
| 2025-12-24 | 1,290,836.725 | 0.002 | NaT |
| 2025-12-25 | 1,290,836.725 | 0.002 | NaT |
| 2025-12-26 | 1,290,836.725 | 0.002 | NaT |
| 2025-12-29 | 1,290,836.725 | 0.002 | NaT |
| 2025-12-30 | 1,290,836.725 | 0.002 | NaT |
| 2025-12-31 | 1,290,836.725 | 0.002 | 36 days |