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 19 页
| 日期 | 账户净资产（元） |
|---|---|
| 2023-09-15 | 120,864.09 |
| 2023-09-18 | 120,688.09 |
| 2023-09-19 | 121,276.09 |
| 2023-09-20 | 121,231.09 |
| 2023-09-21 | 120,663.09 |
| 2023-09-22 | 121,074.09 |
| 2023-09-25 | 120,925.09 |
| 2023-09-26 | 120,653.09 |
| 2023-09-27 | 120,657.09 |
| 2023-09-28 | 120,410.09 |
| 2023-10-09 | 120,264.09 |
| 2023-10-10 | 119,762.09 |
| 2023-10-11 | 119,588.09 |
| 2023-10-12 | 120,042.09 |
| 2023-10-13 | 119,962.09 |
| 2023-10-16 | 119,868.09 |
| 2023-10-17 | 120,310.09 |
| 2023-10-18 | 120,027.09 |
| 2023-10-19 | 117,932.09 |
| 2023-10-20 | 117,580.09 |
| 2023-10-23 | 117,077.97 |
| 2023-10-24 | 117,669.97 |
| 2023-10-25 | 117,080.97 |
| 2023-10-26 | 118,117.97 |
| 2023-10-27 | 118,293.97 |
| 2023-10-30 | 117,986.97 |
| 2023-10-31 | 118,265.97 |
| 2023-11-01 | 118,688.97 |
| 2023-11-02 | 118,907.97 |
| 2023-11-03 | 118,630.97 |
| 2023-11-06 | 117,650.97 |
| 2023-11-07 | 117,938.97 |
| 2023-11-08 | 117,865.97 |
| 2023-11-09 | 118,215.97 |
| 2023-11-10 | 118,186.97 |
| 2023-11-13 | 117,846.97 |
| 2023-11-14 | 118,139.97 |
| 2023-11-15 | 118,711.97 |
| 2023-11-16 | 118,955.97 |
| 2023-11-17 | 118,688.97 |
| 2023-11-20 | 118,917.21 |
| 2023-11-21 | 118,977.21 |
| 2023-11-22 | 119,008.21 |
| 2023-11-23 | 118,962.21 |
| 2023-11-24 | 119,280.21 |
| 2023-11-27 | 118,891.21 |
| 2023-11-28 | 119,081.21 |
| 2023-11-29 | 118,835.21 |
| 2023-11-30 | 119,438.21 |
| 2023-12-01 | 119,661.21 |
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。