区间收益+21.74%
区间年化+12.50%
最大回撤-10.83%
日度记录407
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 留出段：源文件只覆盖 2025-01-02 至 2026-09-04，并非完整策略回测。查看同一实验的完整归档区间（2020-01-02 — 2026-09-04）→
年度拆分
年度收益
| 年度 | 收益率 | 计量区间 |
|---|---|---|
| 2025 | +22.18% | 2025-01-02 — 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 3 页
| 日期 | 原档案净值（元） |
|---|---|
| 2025-06-06 | 99,054.37 |
| 2025-06-09 | 99,106.84 |
| 2025-06-10 | 99,316.70 |
| 2025-06-11 | 98,713.35 |
| 2025-06-12 | 99,342.93 |
| 2025-06-13 | 99,342.93 |
| 2025-06-16 | 98,713.35 |
| 2025-06-17 | 99,159.30 |
| 2025-06-18 | 99,159.30 |
| 2025-06-19 | 99,028.14 |
| 2025-06-20 | 98,346.09 |
| 2025-06-23 | 98,267.39 |
| 2025-06-24 | 98,975.67 |
| 2025-06-25 | 100,103.68 |
| 2025-06-26 | 101,572.70 |
| 2025-06-27 | 101,441.54 |
| 2025-06-30 | 100,680.79 |
| 2025-07-01 | 101,179.21 |
| 2025-07-02 | 101,310.38 |
| 2025-07-03 | 101,546.47 |
| 2025-07-04 | 101,992.43 |
| 2025-07-07 | 102,385.92 |
| 2025-07-08 | 102,123.59 |
| 2025-07-09 | 102,963.03 |
| 2025-07-10 | 102,884.34 |
| 2025-07-11 | 103,435.22 |
| 2025-07-14 | 103,750.01 |
| 2025-07-15 | 103,854.94 |
| 2025-07-16 | 103,776.24 |
| 2025-07-17 | 103,513.92 |
| 2025-07-18 | 104,536.99 |
| 2025-07-21 | 105,297.74 |
| 2025-07-22 | 105,874.85 |
| 2025-07-23 | 107,055.32 |
| 2025-07-24 | 106,819.23 |
| 2025-07-25 | 107,606.21 |
| 2025-07-28 | 107,029.09 |
| 2025-07-29 | 107,160.25 |
| 2025-07-30 | 107,658.67 |
| 2025-07-31 | 107,501.28 |
| 2025-08-01 | 105,586.29 |
| 2025-08-04 | 104,904.25 |
| 2025-08-05 | 105,743.69 |
| 2025-08-06 | 106,451.97 |
| 2025-08-07 | 106,845.46 |
| 2025-08-08 | 106,635.60 |
| 2025-08-11 | 106,504.44 |
| 2025-08-12 | 106,950.39 |
| 2025-08-13 | 107,842.30 |
| 2025-08-14 | 108,655.51 |
数据来源、版本与可追溯信息
日度来源：optimization/benchmarks/holdout_daily_nav.csv
日度 SHA-256：4be13be947664ca24361d64e1231057858165768fecc5949b4196229afa20d54
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。