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 20 页
| 日期 | 原档案净值（元） |
|---|---|
| 2024-12-05 | 79,180.74 |
| 2024-12-06 | 79,201.61 |
| 2024-12-09 | 80,182.24 |
| 2024-12-10 | 82,790.30 |
| 2024-12-11 | 80,682.99 |
| 2024-12-12 | 80,662.12 |
| 2024-12-13 | 80,975.09 |
| 2024-12-16 | 79,431.12 |
| 2024-12-17 | 78,909.51 |
| 2024-12-18 | 79,472.85 |
| 2024-12-19 | 79,055.56 |
| 2024-12-20 | 79,556.31 |
| 2024-12-23 | 79,410.25 |
| 2024-12-24 | 79,556.31 |
| 2024-12-25 | 80,557.80 |
| 2024-12-26 | 80,557.80 |
| 2024-12-27 | 80,641.26 |
| 2024-12-30 | 80,432.61 |
| 2024-12-31 | 80,870.77 |
| 2025-01-02 | 79,472.85 |
| 2025-01-03 | 77,156.89 |
| 2025-01-06 | 76,238.85 |
| 2025-01-07 | 75,821.56 |
| 2025-01-08 | 76,343.17 |
| 2025-01-09 | 76,197.12 |
| 2025-01-10 | 76,238.85 |
| 2025-01-13 | 74,903.52 |
| 2025-01-14 | 75,195.63 |
| 2025-01-15 | 76,885.65 |
| 2025-01-16 | 76,885.65 |
| 2025-01-17 | 76,447.50 |
| 2025-01-20 | 77,407.26 |
| 2025-01-21 | 77,741.09 |
| 2025-01-22 | 77,302.94 |
| 2025-01-23 | 77,282.08 |
| 2025-01-24 | 76,739.60 |
| 2025-01-27 | 77,720.23 |
| 2025-02-05 | 77,595.04 |
| 2025-02-06 | 76,635.28 |
| 2025-02-07 | 77,657.64 |
| 2025-02-10 | 78,826.05 |
| 2025-02-11 | 78,992.96 |
| 2025-02-12 | 78,513.08 |
| 2025-02-13 | 79,243.34 |
| 2025-02-14 | 79,055.56 |
| 2025-02-17 | 79,973.60 |
| 2025-02-18 | 79,785.81 |
| 2025-02-19 | 79,159.88 |
| 2025-02-20 | 79,660.63 |
| 2025-02-21 | 79,723.22 |
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。