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策略档案 / 冻结历史记录
固定参数实验
v2_13_market120/full_daily_nav.csv
区间收益-27.72%
区间年化-4.75%
最大回撤-40.84%
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 | -17.99% | 2020-01-02 — 2020-12-31 |
| 2021 | -0.06% | 2020-12-31 — 2021-12-31 |
| 2022 | -5.39% | 2021-12-31 — 2022-12-30 |
| 2023 | -11.05% | 2022-12-30 — 2023-12-29 |
| 2024 | +3.02% | 2023-12-29 — 2024-12-31 |
| 2025 | +26.66% | 2024-12-31 — 2025-12-31 |
| 2026 · YTD | -19.70% | 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 ¥72,204.16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 15 页
| 日期 | 原档案净值（元） |
|---|---|
| 2022-11-23 | 77,473.95 |
| 2022-11-24 | 77,473.95 |
| 2022-11-25 | 77,473.95 |
| 2022-11-28 | 77,473.95 |
| 2022-11-29 | 77,473.95 |
| 2022-11-30 | 77,473.95 |
| 2022-12-01 | 77,473.95 |
| 2022-12-02 | 77,473.95 |
| 2022-12-05 | 77,473.95 |
| 2022-12-06 | 77,473.95 |
| 2022-12-07 | 77,473.95 |
| 2022-12-08 | 77,473.95 |
| 2022-12-09 | 77,473.95 |
| 2022-12-12 | 77,473.95 |
| 2022-12-13 | 77,473.95 |
| 2022-12-14 | 77,473.95 |
| 2022-12-15 | 77,473.95 |
| 2022-12-16 | 77,473.95 |
| 2022-12-19 | 77,473.95 |
| 2022-12-20 | 77,473.95 |
| 2022-12-21 | 77,473.95 |
| 2022-12-22 | 77,473.95 |
| 2022-12-23 | 77,473.95 |
| 2022-12-26 | 77,473.95 |
| 2022-12-27 | 77,473.95 |
| 2022-12-28 | 77,473.95 |
| 2022-12-29 | 77,473.95 |
| 2022-12-30 | 77,473.95 |
| 2023-01-03 | 77,473.95 |
| 2023-01-04 | 77,473.95 |
| 2023-01-05 | 77,473.95 |
| 2023-01-06 | 77,473.95 |
| 2023-01-09 | 77,473.95 |
| 2023-01-10 | 77,473.95 |
| 2023-01-11 | 77,473.95 |
| 2023-01-12 | 77,385.79 |
| 2023-01-13 | 76,684.79 |
| 2023-01-16 | 76,934.79 |
| 2023-01-17 | 77,154.79 |
| 2023-01-18 | 76,499.79 |
| 2023-01-19 | 76,673.07 |
| 2023-01-20 | 77,258.07 |
| 2023-01-30 | 79,036.07 |
| 2023-01-31 | 78,641.07 |
| 2023-02-01 | 80,008.07 |
| 2023-02-02 | 80,970.74 |
| 2023-02-03 | 80,710.74 |
| 2023-02-06 | 80,126.74 |
| 2023-02-07 | 80,089.74 |
| 2023-02-08 | 80,278.74 |
数据来源、版本与可追溯信息
日度来源：optimization/experiments/v2_13_market120/full_daily_nav.csv
日度 SHA-256：ca7aaac27104cac24b6cfe5cf40a5bf646a3e632935f7e7508d5af3f3f2f2702
交易来源：optimization/experiments/v2_13_market120/full_trades.csv
交易 SHA-256：6ff1e0b99c2dd13ae28b11056658057ef370c16aa8b3a9fad98a96c546c59f1c
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。