区间收益-3.17%
区间年化-0.57%
最大回撤-46.46%
日度记录1,376
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 2021-01-04 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 |
|---|---|---|
| 2021 | -4.13% | 2021-01-04 — 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 10 页
| 日期 | 原档案净值（元） |
|---|---|
| 2022-11-14 | 74,152.40 |
| 2022-11-15 | 72,983.99 |
| 2022-11-16 | 74,569.69 |
| 2022-11-17 | 73,902.03 |
| 2022-11-18 | 73,818.57 |
| 2022-11-21 | 72,879.67 |
| 2022-11-22 | 72,671.02 |
| 2022-11-23 | 72,524.97 |
| 2022-11-24 | 73,150.91 |
| 2022-11-25 | 72,504.11 |
| 2022-11-28 | 71,523.48 |
| 2022-11-29 | 72,399.78 |
| 2022-11-30 | 74,152.40 |
| 2022-12-01 | 75,863.29 |
| 2022-12-02 | 75,341.68 |
| 2022-12-05 | 75,738.10 |
| 2022-12-06 | 76,113.66 |
| 2022-12-07 | 76,697.87 |
| 2022-12-08 | 76,593.55 |
| 2022-12-09 | 76,760.46 |
| 2022-12-12 | 77,219.48 |
| 2022-12-13 | 76,656.14 |
| 2022-12-14 | 76,489.23 |
| 2022-12-15 | 76,614.41 |
| 2022-12-16 | 76,510.09 |
| 2022-12-19 | 76,739.60 |
| 2022-12-20 | 75,133.03 |
| 2022-12-21 | 74,215.00 |
| 2022-12-22 | 74,527.96 |
| 2022-12-23 | 73,860.30 |
| 2022-12-26 | 73,985.49 |
| 2022-12-27 | 75,028.71 |
| 2022-12-28 | 75,007.85 |
| 2022-12-29 | 74,590.56 |
| 2022-12-30 | 74,966.12 |
| 2023-01-03 | 74,966.12 |
| 2023-01-04 | 75,195.63 |
| 2023-01-05 | 75,758.97 |
| 2023-01-06 | 76,906.52 |
| 2023-01-09 | 77,636.77 |
| 2023-01-10 | 77,699.37 |
| 2023-01-11 | 77,887.15 |
| 2023-01-12 | 78,012.33 |
| 2023-01-13 | 78,137.52 |
| 2023-01-16 | 79,389.39 |
| 2023-01-17 | 80,599.53 |
| 2023-01-18 | 80,662.12 |
| 2023-01-19 | 80,140.51 |
| 2023-01-20 | 81,225.46 |
| 2023-01-30 | 83,040.68 |
数据来源、版本与可追溯信息
日度来源：optimization/walkforward/wf_dd25/benchmark_daily_nav.csv
日度 SHA-256：53aee4fd92fdee3df952d14c1783e24cc82fff81f588b9007581386f4465e258
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。