区间收益+27.78%
区间年化+3.74%
最大回撤-46.46%
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…
当前查看的是 单一归档区间：源文件只覆盖 2020-01-02 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 |
|---|---|---|
| 2020 | +29.43% | 2020-01-02 — 2020-12-31 |
| 2021 | -2.26% | 2020-12-31 — 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 24 页
| 日期 | 原档案净值（元） |
|---|---|
| 2024-09-30 | 104,518.19 |
| 2024-10-08 | 122,387.60 |
| 2024-10-09 | 112,172.58 |
| 2024-10-10 | 106,252.82 |
| 2024-10-11 | 105,894.88 |
| 2024-10-14 | 103,967.51 |
| 2024-10-15 | 104,710.92 |
| 2024-10-16 | 101,324.27 |
| 2024-10-17 | 102,398.09 |
| 2024-10-18 | 100,415.66 |
| 2024-10-21 | 104,793.53 |
| 2024-10-22 | 104,380.52 |
| 2024-10-23 | 105,426.80 |
| 2024-10-24 | 105,371.74 |
| 2024-10-25 | 104,655.86 |
| 2024-10-28 | 105,289.13 |
| 2024-10-29 | 105,702.14 |
| 2024-10-30 | 104,352.99 |
| 2024-10-31 | 103,471.91 |
| 2024-11-01 | 103,334.24 |
| 2024-11-04 | 103,829.84 |
| 2024-11-05 | 104,986.26 |
| 2024-11-06 | 108,097.58 |
| 2024-11-07 | 106,528.15 |
| 2024-11-08 | 112,089.98 |
| 2024-11-11 | 108,510.59 |
| 2024-11-12 | 110,107.54 |
| 2024-11-13 | 108,455.52 |
| 2024-11-14 | 109,501.80 |
| 2024-11-15 | 107,464.30 |
| 2024-11-18 | 106,280.35 |
| 2024-11-19 | 105,426.80 |
| 2024-11-20 | 105,592.01 |
| 2024-11-21 | 105,977.48 |
| 2024-11-22 | 106,280.35 |
| 2024-11-25 | 103,086.43 |
| 2024-11-26 | 101,957.55 |
| 2024-11-27 | 102,012.62 |
| 2024-11-28 | 103,884.91 |
| 2024-11-29 | 103,224.10 |
| 2024-12-02 | 104,242.85 |
| 2024-12-03 | 105,151.47 |
| 2024-12-04 | 105,151.47 |
| 2024-12-05 | 104,490.65 |
| 2024-12-06 | 104,518.19 |
| 2024-12-09 | 105,812.28 |
| 2024-12-10 | 109,254.00 |
| 2024-12-11 | 106,473.09 |
| 2024-12-12 | 106,445.55 |
| 2024-12-13 | 106,858.56 |
数据来源、版本与可追溯信息
日度来源：optimization/full_2019_training/v5_seed_dd25/benchmark_daily_nav.csv
日度 SHA-256：a449e6397f88c3b31f49da9edd4a497dfab16db6f71267311c378534dceffeb2
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。