区间收益+67.53%
区间年化+8.04%
最大回撤-13.66%
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 | -8.61% | 2020-01-02 — 2020-12-31 |
| 2021 | +9.39% | 2020-12-31 — 2021-12-31 |
| 2022 | +2.48% | 2021-12-31 — 2022-12-30 |
| 2023 | +16.67% | 2022-12-30 — 2023-12-29 |
| 2024 | +28.94% | 2023-12-29 — 2024-12-31 |
| 2025 | +0.96% | 2024-12-31 — 2025-12-31 |
| 2026 · YTD | +7.67% | 2025-12-31 — 2026-09-04 |
可追溯明细
日度净值
账户净资产 · 人民币元。 当前显示第 12 页
| 日期 | 账户净资产（元） |
|---|---|
| 2022-04-13 | 102,825.58 |
| 2022-04-14 | 102,519.58 |
| 2022-04-15 | 102,456.58 |
| 2022-04-18 | 101,566.58 |
| 2022-04-19 | 102,423.58 |
| 2022-04-20 | 101,986.58 |
| 2022-04-21 | 101,769.58 |
| 2022-04-22 | 102,706.58 |
| 2022-04-25 | 101,182.58 |
| 2022-04-26 | 100,670.58 |
| 2022-04-27 | 100,379.71 |
| 2022-04-28 | 100,587.71 |
| 2022-04-29 | 100,206.71 |
| 2022-05-05 | 99,823.71 |
| 2022-05-06 | 99,012.71 |
| 2022-05-09 | 99,271.71 |
| 2022-05-10 | 99,326.71 |
| 2022-05-11 | 99,024.71 |
| 2022-05-12 | 98,762.71 |
| 2022-05-13 | 99,340.71 |
| 2022-05-16 | 99,199.71 |
| 2022-05-17 | 98,985.71 |
| 2022-05-18 | 98,651.71 |
| 2022-05-19 | 98,597.71 |
| 2022-05-20 | 98,929.71 |
| 2022-05-23 | 98,975.71 |
| 2022-05-24 | 99,031.71 |
| 2022-05-25 | 99,209.71 |
| 2022-05-26 | 99,508.71 |
| 2022-05-27 | 99,720.71 |
| 2022-05-30 | 99,107.97 |
| 2022-05-31 | 99,604.97 |
| 2022-06-01 | 99,260.97 |
| 2022-06-02 | 99,548.97 |
| 2022-06-06 | 99,348.97 |
| 2022-06-07 | 99,442.97 |
| 2022-06-08 | 99,512.97 |
| 2022-06-09 | 99,821.97 |
| 2022-06-10 | 100,253.17 |
| 2022-06-13 | 99,600.17 |
| 2022-06-14 | 100,517.17 |
| 2022-06-15 | 100,547.17 |
| 2022-06-16 | 100,016.17 |
| 2022-06-17 | 99,868.17 |
| 2022-06-20 | 99,444.17 |
| 2022-06-21 | 99,846.17 |
| 2022-06-22 | 99,446.17 |
| 2022-06-23 | 100,031.17 |
| 2022-06-24 | 99,983.17 |
| 2022-06-27 | 99,909.17 |
数据来源、版本与可追溯信息
日度来源：research/strategy_trade_review_v1/low_volatility_trend_n5/daily_review.csv
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。