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 22 页
| 日期 | 原档案净值（元） |
|---|---|
| 2025-05-09 | 77,928.88 |
| 2025-05-12 | 78,283.57 |
| 2025-05-13 | 79,285.07 |
| 2025-05-14 | 78,951.24 |
| 2025-05-15 | 79,848.41 |
| 2025-05-16 | 79,097.29 |
| 2025-05-19 | 78,721.73 |
| 2025-05-20 | 78,721.73 |
| 2025-05-21 | 79,139.02 |
| 2025-05-22 | 79,431.12 |
| 2025-05-23 | 79,305.93 |
| 2025-05-26 | 78,680.00 |
| 2025-05-27 | 78,325.30 |
| 2025-05-28 | 77,949.74 |
| 2025-05-29 | 77,908.01 |
| 2025-05-30 | 78,200.11 |
| 2025-06-03 | 77,928.88 |
| 2025-06-04 | 78,200.11 |
| 2025-06-05 | 78,596.54 |
| 2025-06-06 | 78,784.32 |
| 2025-06-09 | 78,826.05 |
| 2025-06-10 | 78,992.96 |
| 2025-06-11 | 78,513.08 |
| 2025-06-12 | 79,013.83 |
| 2025-06-13 | 79,013.83 |
| 2025-06-16 | 78,513.08 |
| 2025-06-17 | 78,867.78 |
| 2025-06-18 | 78,867.78 |
| 2025-06-19 | 78,763.45 |
| 2025-06-20 | 78,220.98 |
| 2025-06-23 | 78,158.38 |
| 2025-06-24 | 78,721.73 |
| 2025-06-25 | 79,618.90 |
| 2025-06-26 | 80,787.31 |
| 2025-06-27 | 80,682.99 |
| 2025-06-30 | 80,077.92 |
| 2025-07-01 | 80,474.34 |
| 2025-07-02 | 80,578.67 |
| 2025-07-03 | 80,766.45 |
| 2025-07-04 | 81,121.14 |
| 2025-07-07 | 81,434.11 |
| 2025-07-08 | 81,225.46 |
| 2025-07-09 | 81,893.13 |
| 2025-07-10 | 81,830.53 |
| 2025-07-11 | 82,268.69 |
| 2025-07-14 | 82,519.06 |
| 2025-07-15 | 82,602.52 |
| 2025-07-16 | 82,539.93 |
| 2025-07-17 | 82,331.28 |
| 2025-07-18 | 83,145.00 |
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。