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策略档案 / 冻结历史记录
固定参数实验
v2_25_momentum120/full_daily_nav.csv
区间收益-12.49%
区间年化-1.98%
最大回撤-26.19%
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…
年度拆分
年度收益
| 年度 | 收益率 | 计量区间 |
|---|---|---|
| 2020 | -16.22% | 2020-01-02 — 2020-12-31 |
| 2021 | +8.36% | 2020-12-31 — 2021-12-31 |
| 2022 | +0.19% | 2021-12-31 — 2022-12-30 |
| 2023 | -6.64% | 2022-12-30 — 2023-12-29 |
| 2024 | +10.24% | 2023-12-29 — 2024-12-31 |
| 2025 | +8.81% | 2024-12-31 — 2025-12-31 |
| 2026 · YTD | -14.09% | 2025-12-31 — 2026-09-04 |
股票持仓
最后可用交易日持仓
截至 2026-09-04 的冻结快照；不是当前实盘组合。
持仓 0 只现金 ¥87,464.48持仓市值 ¥0.00仓位 +0.00%
数量与成本来自同一份冻结成交记录的 归档连续单位 FIFO（非券商税务批次） 汇总；成本含买入成交额、佣金及滑点，不是券商税务批次。市值以原始日度净值的组合汇总值为准，不能拆分到单只股票。
| 股票标的 | 模型单位 | 剩余成本（元） |
|---|---|---|
| 该日没有股票持仓。 | ||
可追溯明细
日度净值
原档案净值 · 人民币元。 当前显示第 7 页
| 日期 | 原档案净值（元） |
|---|---|
| 2021-03-31 | 83,316.16 |
| 2021-04-01 | 83,316.16 |
| 2021-04-02 | 83,316.16 |
| 2021-04-06 | 83,316.16 |
| 2021-04-07 | 83,316.16 |
| 2021-04-08 | 83,316.16 |
| 2021-04-09 | 83,316.16 |
| 2021-04-12 | 83,316.16 |
| 2021-04-13 | 83,316.16 |
| 2021-04-14 | 83,316.16 |
| 2021-04-15 | 83,316.16 |
| 2021-04-16 | 83,316.16 |
| 2021-04-19 | 83,316.16 |
| 2021-04-20 | 83,316.16 |
| 2021-04-21 | 83,316.16 |
| 2021-04-22 | 83,316.16 |
| 2021-04-23 | 83,316.16 |
| 2021-04-26 | 83,316.16 |
| 2021-04-27 | 83,316.16 |
| 2021-04-28 | 83,316.16 |
| 2021-04-29 | 83,316.16 |
| 2021-04-30 | 83,316.16 |
| 2021-05-06 | 83,316.16 |
| 2021-05-07 | 83,316.16 |
| 2021-05-10 | 83,316.16 |
| 2021-05-11 | 83,316.16 |
| 2021-05-12 | 83,316.16 |
| 2021-05-13 | 83,316.16 |
| 2021-05-14 | 83,316.16 |
| 2021-05-17 | 83,316.16 |
| 2021-05-18 | 83,316.16 |
| 2021-05-19 | 83,316.16 |
| 2021-05-20 | 83,316.16 |
| 2021-05-21 | 83,316.16 |
| 2021-05-24 | 83,316.16 |
| 2021-05-25 | 83,316.16 |
| 2021-05-26 | 83,316.16 |
| 2021-05-27 | 83,316.16 |
| 2021-05-28 | 83,316.16 |
| 2021-05-31 | 83,316.16 |
| 2021-06-01 | 83,297.97 |
| 2021-06-02 | 84,449.97 |
| 2021-06-03 | 84,305.97 |
| 2021-06-04 | 84,773.97 |
| 2021-06-07 | 84,701.97 |
| 2021-06-08 | 83,981.75 |
| 2021-06-09 | 84,078.75 |
| 2021-06-10 | 84,802.75 |
| 2021-06-11 | 84,009.75 |
| 2021-06-15 | 84,817.17 |
数据来源、版本与可追溯信息
日度来源：optimization/experiments/v2_25_momentum120/full_daily_nav.csv
日度 SHA-256：6bef79a109e5094f46b6f414ca6716eb80596ad5d9c470c374141aadc0a4f84e
交易来源：optimization/experiments/v2_25_momentum120/full_trades.csv
交易 SHA-256：e1c178142972aa6c6f8f6310dde1942ced7dd1c0aac6583d60f959f72f3b7365
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。