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 20 页
| 日期 | 账户净资产（元） |
|---|---|
| 2023-12-04 | 119,497.21 |
| 2023-12-05 | 119,101.21 |
| 2023-12-06 | 119,002.21 |
| 2023-12-07 | 119,418.21 |
| 2023-12-08 | 120,210.21 |
| 2023-12-11 | 119,970.21 |
| 2023-12-12 | 120,156.21 |
| 2023-12-13 | 119,984.21 |
| 2023-12-14 | 119,962.21 |
| 2023-12-15 | 119,283.21 |
| 2023-12-18 | 119,589.39 |
| 2023-12-19 | 119,810.39 |
| 2023-12-20 | 119,539.39 |
| 2023-12-21 | 119,449.39 |
| 2023-12-22 | 119,636.39 |
| 2023-12-25 | 120,141.39 |
| 2023-12-26 | 120,213.39 |
| 2023-12-27 | 120,567.39 |
| 2023-12-28 | 119,704.39 |
| 2023-12-29 | 119,752.39 |
| 2024-01-02 | 120,480.39 |
| 2024-01-03 | 121,000.39 |
| 2024-01-04 | 121,586.39 |
| 2024-01-05 | 121,366.39 |
| 2024-01-08 | 120,268.39 |
| 2024-01-09 | 119,822.39 |
| 2024-01-10 | 119,365.39 |
| 2024-01-11 | 118,764.39 |
| 2024-01-12 | 119,350.39 |
| 2024-01-15 | 119,168.39 |
| 2024-01-16 | 119,402.36 |
| 2024-01-17 | 118,994.36 |
| 2024-01-18 | 118,715.36 |
| 2024-01-19 | 118,570.36 |
| 2024-01-22 | 117,036.36 |
| 2024-01-23 | 117,688.36 |
| 2024-01-24 | 119,260.36 |
| 2024-01-25 | 119,770.36 |
| 2024-01-26 | 120,591.36 |
| 2024-01-29 | 121,084.36 |
| 2024-01-30 | 120,261.36 |
| 2024-01-31 | 120,646.36 |
| 2024-02-01 | 120,281.36 |
| 2024-02-02 | 120,330.36 |
| 2024-02-05 | 120,763.36 |
| 2024-02-06 | 121,333.36 |
| 2024-02-07 | 121,360.36 |
| 2024-02-08 | 120,758.36 |
| 2024-02-19 | 122,676.36 |
| 2024-02-20 | 123,802.36 |
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。