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risk control
experiments/v3_cash55_market60/full_daily_nav.csv
区间收益+16.60%
区间年化+2.33%
最大回撤-19.29%
日度记录1,619
累计收益路径
与策略对比页相同的交互曲线
首个归档交易日归一化为 0%；可滚轮缩放、拖拽平移或使用底部滑块。精确净值仍以日度表和 CSV 为准。
正在读取归档曲线…
年度拆分
年度收益
| 年度 | 收益率 | 计量区间 |
|---|---|---|
| 2020 | -3.34% | 2020-01-02 — 2020-12-31 |
| 2021 | +3.35% | 2020-12-31 — 2021-12-31 |
| 2022 | -0.25% | 2021-12-31 — 2022-12-30 |
| 2023 | -0.54% | 2022-12-30 — 2023-12-29 |
| 2024 | +14.87% | 2023-12-29 — 2024-12-31 |
| 2025 | +9.06% | 2024-12-31 — 2025-12-31 |
| 2026 · YTD | -6.09% | 2025-12-31 — 2026-09-04 |
股票持仓
最后可用交易日持仓
截至 2026-09-04 的冻结快照；不是当前实盘组合。
持仓 0 只现金 ¥116,506.25持仓市值 ¥0.00仓位 +0.00%
数量与成本来自同一份冻结成交记录的 归档连续单位 FIFO（非券商税务批次） 汇总；成本含买入成交额、佣金及滑点，不是券商税务批次。市值以原始日度净值的组合汇总值为准，不能拆分到单只股票。
| 股票标的 | 模型单位 | 剩余成本（元） |
|---|---|---|
| 该日没有股票持仓。 | ||
可追溯明细
日度净值
原档案净值 · 人民币元。 当前显示第 20 页
| 日期 | 原档案净值（元） |
|---|---|
| 2023-12-04 | 99,031.42 |
| 2023-12-05 | 99,031.42 |
| 2023-12-06 | 99,031.42 |
| 2023-12-07 | 99,031.42 |
| 2023-12-08 | 99,031.42 |
| 2023-12-11 | 99,031.42 |
| 2023-12-12 | 99,031.42 |
| 2023-12-13 | 99,031.42 |
| 2023-12-14 | 99,031.42 |
| 2023-12-15 | 99,031.42 |
| 2023-12-18 | 99,031.42 |
| 2023-12-19 | 99,031.42 |
| 2023-12-20 | 99,031.42 |
| 2023-12-21 | 99,031.42 |
| 2023-12-22 | 99,031.42 |
| 2023-12-25 | 99,031.42 |
| 2023-12-26 | 99,031.42 |
| 2023-12-27 | 99,031.42 |
| 2023-12-28 | 99,031.42 |
| 2023-12-29 | 99,031.42 |
| 2024-01-02 | 99,031.42 |
| 2024-01-03 | 99,031.42 |
| 2024-01-04 | 99,031.42 |
| 2024-01-05 | 99,031.42 |
| 2024-01-08 | 99,031.42 |
| 2024-01-09 | 99,031.42 |
| 2024-01-10 | 99,031.42 |
| 2024-01-11 | 99,031.42 |
| 2024-01-12 | 99,031.42 |
| 2024-01-15 | 99,031.42 |
| 2024-01-16 | 99,031.42 |
| 2024-01-17 | 99,031.42 |
| 2024-01-18 | 99,031.42 |
| 2024-01-19 | 99,031.42 |
| 2024-01-22 | 99,031.42 |
| 2024-01-23 | 99,031.42 |
| 2024-01-24 | 99,031.42 |
| 2024-01-25 | 99,031.42 |
| 2024-01-26 | 99,031.42 |
| 2024-01-29 | 99,031.42 |
| 2024-01-30 | 99,031.42 |
| 2024-01-31 | 99,031.42 |
| 2024-02-01 | 99,031.42 |
| 2024-02-02 | 99,031.42 |
| 2024-02-05 | 99,031.42 |
| 2024-02-06 | 99,031.42 |
| 2024-02-07 | 99,031.42 |
| 2024-02-08 | 99,031.42 |
| 2024-02-19 | 99,031.42 |
| 2024-02-20 | 99,031.42 |
数据来源、版本与可追溯信息
日度来源：optimization/risk_control/experiments/v3_cash55_market60/full_daily_nav.csv
日度 SHA-256：04e891106e9212f8645911610cd380d786d2302661392b852570f0e5b7cfc952
交易来源：optimization/risk_control/experiments/v3_cash55_market60/full_trades.csv
交易 SHA-256：5f805e8a148830a745c75a7c6352890fc314c2cd90359e80dfb6afd775483aff
归档保留原始路径与校验值，以便复核；重复版本不应视为独立的策略验证。