区间收益+27.78%
区间年化+3.74%
最大回撤-46.46%
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…
当前查看的是 单一归档区间：源文件只覆盖 2020-01-02 至 2026-09-04，并非完整策略回测。
年度拆分
年度收益
| 年度 | 收益率 | 计量区间 |
|---|---|---|
| 2020 | +29.43% | 2020-01-02 — 2020-12-31 |
| 2021 | -2.26% | 2020-12-31 — 2021-12-31 |
| 2022 | -21.74% | 2021-12-31 — 2022-12-30 |
| 2023 | -10.72% | 2022-12-30 — 2023-12-29 |
| 2024 | +20.82% | 2023-12-29 — 2024-12-31 |
| 2025 | +20.07% | 2024-12-31 — 2025-12-31 |
| 2026 · YTD | -0.37% | 2025-12-31 — 2026-09-04 |
可追溯明细
日度净值
原档案净值 · 人民币元。 当前显示第 28 页
| 日期 | 原档案净值（元） |
|---|---|
| 2025-07-30 | 112,998.59 |
| 2025-07-31 | 112,833.39 |
| 2025-08-01 | 110,823.42 |
| 2025-08-04 | 110,107.54 |
| 2025-08-05 | 110,988.62 |
| 2025-08-06 | 111,732.04 |
| 2025-08-07 | 112,145.04 |
| 2025-08-08 | 111,924.77 |
| 2025-08-11 | 111,787.10 |
| 2025-08-12 | 112,255.18 |
| 2025-08-13 | 113,191.33 |
| 2025-08-14 | 114,044.87 |
| 2025-08-15 | 113,411.60 |
| 2025-08-18 | 114,953.49 |
| 2025-08-19 | 115,724.43 |
| 2025-08-20 | 114,870.89 |
| 2025-08-21 | 116,880.85 |
| 2025-08-22 | 117,073.59 |
| 2025-08-25 | 120,542.84 |
| 2025-08-26 | 122,002.13 |
| 2025-08-27 | 121,644.19 |
| 2025-08-28 | 119,661.76 |
| 2025-08-29 | 121,892.00 |
| 2025-09-01 | 123,461.42 |
| 2025-09-02 | 123,626.62 |
| 2025-09-03 | 123,048.42 |
| 2025-09-04 | 121,781.86 |
| 2025-09-05 | 119,138.62 |
| 2025-09-08 | 122,002.13 |
| 2025-09-09 | 121,754.33 |
| 2025-09-10 | 121,231.19 |
| 2025-09-11 | 121,258.72 |
| 2025-09-12 | 124,975.78 |
| 2025-09-15 | 123,874.43 |
| 2025-09-16 | 124,149.77 |
| 2025-09-17 | 123,681.69 |
| 2025-09-18 | 124,783.04 |
| 2025-09-19 | 122,993.35 |
| 2025-09-22 | 123,378.82 |
| 2025-09-23 | 124,012.10 |
| 2025-09-24 | 123,186.08 |
| 2025-09-25 | 125,003.31 |
| 2025-09-26 | 125,388.79 |
| 2025-09-29 | 124,590.31 |
| 2025-09-30 | 126,958.21 |
| 2025-10-09 | 127,508.89 |
| 2025-10-10 | 128,417.50 |
| 2025-10-13 | 123,213.62 |
| 2025-10-14 | 126,710.41 |
| 2025-10-15 | 124,590.31 |
数据来源、版本与可追溯信息
日度来源：optimization/consolidated_orders/benchmark_daily_nav.csv
日度 SHA-256：a449e6397f88c3b31f49da9edd4a497dfab16db6f71267311c378534dceffeb2
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。