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 16 页
| 日期 | 原档案净值（元） |
|---|---|
| 2024-02-02 | 62,739.53 |
| 2024-02-05 | 61,487.66 |
| 2024-02-06 | 62,051.00 |
| 2024-02-07 | 64,659.06 |
| 2024-02-08 | 65,535.37 |
| 2024-02-19 | 65,994.39 |
| 2024-02-20 | 66,182.17 |
| 2024-02-21 | 66,286.49 |
| 2024-02-22 | 67,517.49 |
| 2024-02-23 | 68,101.70 |
| 2024-02-26 | 68,122.56 |
| 2024-02-27 | 67,267.12 |
| 2024-02-28 | 68,352.07 |
| 2024-02-29 | 67,371.44 |
| 2024-03-01 | 68,644.18 |
| 2024-03-04 | 69,165.79 |
| 2024-03-05 | 68,936.28 |
| 2024-03-06 | 69,687.40 |
| 2024-03-07 | 69,478.76 |
| 2024-03-08 | 69,144.92 |
| 2024-03-11 | 69,270.11 |
| 2024-03-12 | 70,355.06 |
| 2024-03-13 | 70,396.79 |
| 2024-03-14 | 69,875.18 |
| 2024-03-15 | 69,499.62 |
| 2024-03-18 | 69,896.05 |
| 2024-03-19 | 70,417.66 |
| 2024-03-20 | 69,896.05 |
| 2024-03-21 | 70,292.47 |
| 2024-03-22 | 70,021.23 |
| 2024-03-25 | 69,249.25 |
| 2024-03-26 | 69,040.60 |
| 2024-03-27 | 69,165.79 |
| 2024-03-28 | 68,435.53 |
| 2024-03-29 | 68,769.36 |
| 2024-04-01 | 69,457.89 |
| 2024-04-02 | 70,355.06 |
| 2024-04-03 | 70,083.83 |
| 2024-04-08 | 69,666.54 |
| 2024-04-09 | 69,186.65 |
| 2024-04-10 | 69,124.06 |
| 2024-04-11 | 68,226.89 |
| 2024-04-12 | 68,498.13 |
| 2024-04-15 | 67,913.92 |
| 2024-04-16 | 69,124.06 |
| 2024-04-17 | 68,769.36 |
| 2024-04-18 | 69,541.35 |
| 2024-04-19 | 69,562.21 |
| 2024-04-22 | 69,249.25 |
| 2024-04-23 | 69,124.06 |
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。