← 精选策略库
策略档案 / 冻结历史记录
risk control
experiments/v3_market_200/full_daily_nav.csv
区间收益+48.20%
区间年化+6.07%
最大回撤-29.38%
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 | -1.94% | 2020-01-02 — 2020-12-31 |
| 2021 | +24.82% | 2020-12-31 — 2021-12-31 |
| 2022 | +0.00% | 2021-12-31 — 2022-12-30 |
| 2023 | -7.14% | 2022-12-30 — 2023-12-29 |
| 2024 | +24.25% | 2023-12-29 — 2024-12-31 |
| 2025 | +20.28% | 2024-12-31 — 2025-12-31 |
| 2026 · YTD | -12.75% | 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 ¥148,054.03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 21 页
| 日期 | 原档案净值（元） |
|---|---|
| 2024-02-21 | 113,546.20 |
| 2024-02-22 | 113,546.20 |
| 2024-02-23 | 113,546.20 |
| 2024-02-26 | 113,546.20 |
| 2024-02-27 | 113,546.20 |
| 2024-02-28 | 113,546.20 |
| 2024-02-29 | 113,546.20 |
| 2024-03-01 | 113,546.20 |
| 2024-03-04 | 113,546.20 |
| 2024-03-05 | 113,546.20 |
| 2024-03-06 | 113,546.20 |
| 2024-03-07 | 113,546.20 |
| 2024-03-08 | 113,546.20 |
| 2024-03-11 | 113,546.20 |
| 2024-03-12 | 113,546.20 |
| 2024-03-13 | 113,546.20 |
| 2024-03-14 | 113,546.20 |
| 2024-03-15 | 113,546.20 |
| 2024-03-18 | 113,546.20 |
| 2024-03-19 | 113,546.20 |
| 2024-03-20 | 113,546.20 |
| 2024-03-21 | 113,546.20 |
| 2024-03-22 | 113,546.20 |
| 2024-03-25 | 113,546.20 |
| 2024-03-26 | 113,546.20 |
| 2024-03-27 | 113,546.20 |
| 2024-03-28 | 113,546.20 |
| 2024-03-29 | 113,546.20 |
| 2024-04-01 | 113,546.20 |
| 2024-04-02 | 113,546.20 |
| 2024-04-03 | 113,546.20 |
| 2024-04-08 | 113,546.20 |
| 2024-04-09 | 113,546.20 |
| 2024-04-10 | 113,546.20 |
| 2024-04-11 | 113,546.20 |
| 2024-04-12 | 113,546.20 |
| 2024-04-15 | 113,546.20 |
| 2024-04-16 | 113,546.20 |
| 2024-04-17 | 113,546.20 |
| 2024-04-18 | 113,546.20 |
| 2024-04-19 | 113,546.20 |
| 2024-04-22 | 113,546.20 |
| 2024-04-23 | 113,546.20 |
| 2024-04-24 | 113,546.20 |
| 2024-04-25 | 113,546.20 |
| 2024-04-26 | 113,546.20 |
| 2024-04-29 | 113,546.20 |
| 2024-04-30 | 113,546.20 |
| 2024-05-06 | 113,546.20 |
| 2024-05-07 | 113,546.20 |
数据来源、版本与可追溯信息
日度来源：optimization/risk_control/experiments/v3_market_200/full_daily_nav.csv
日度 SHA-256：55842134a0a91c0f803c6aada450dd7f3a577ed3f587b6024eeee1f35fac6f88
交易来源：optimization/risk_control/experiments/v3_market_200/full_trades.csv
交易 SHA-256：008400670d775c2dd161cc9db3d5f9bc0468e96a44eae2146499d279cb3fb5ae
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。