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 14 页
| 日期 | 账户净资产（元） |
|---|---|
| 2022-09-06 | 100,727.80 |
| 2022-09-07 | 100,489.80 |
| 2022-09-08 | 100,600.80 |
| 2022-09-09 | 100,957.80 |
| 2022-09-13 | 100,962.80 |
| 2022-09-14 | 100,661.80 |
| 2022-09-15 | 101,093.80 |
| 2022-09-16 | 99,756.80 |
| 2022-09-19 | 100,034.00 |
| 2022-09-20 | 100,080.00 |
| 2022-09-21 | 100,161.13 |
| 2022-09-22 | 100,376.13 |
| 2022-09-23 | 100,751.13 |
| 2022-09-26 | 99,391.13 |
| 2022-09-27 | 99,540.13 |
| 2022-09-28 | 99,596.13 |
| 2022-09-29 | 99,193.13 |
| 2022-09-30 | 99,667.13 |
| 2022-10-10 | 99,651.13 |
| 2022-10-11 | 99,701.13 |
| 2022-10-12 | 100,073.13 |
| 2022-10-13 | 99,605.13 |
| 2022-10-14 | 99,863.13 |
| 2022-10-17 | 99,975.13 |
| 2022-10-18 | 100,252.13 |
| 2022-10-19 | 99,842.13 |
| 2022-10-20 | 99,562.13 |
| 2022-10-21 | 100,056.13 |
| 2022-10-24 | 99,252.13 |
| 2022-10-25 | 99,020.13 |
| 2022-10-26 | 98,614.52 |
| 2022-10-27 | 98,857.52 |
| 2022-10-28 | 98,491.52 |
| 2022-10-31 | 97,176.52 |
| 2022-11-01 | 97,907.52 |
| 2022-11-02 | 97,947.52 |
| 2022-11-03 | 97,973.52 |
| 2022-11-04 | 98,712.52 |
| 2022-11-07 | 98,464.52 |
| 2022-11-08 | 98,812.52 |
| 2022-11-09 | 98,530.52 |
| 2022-11-10 | 98,815.52 |
| 2022-11-11 | 99,757.52 |
| 2022-11-14 | 100,045.52 |
| 2022-11-15 | 99,284.52 |
| 2022-11-16 | 99,200.52 |
| 2022-11-17 | 99,132.52 |
| 2022-11-18 | 98,765.52 |
| 2022-11-21 | 98,655.52 |
| 2022-11-22 | 100,441.52 |
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。