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 21 页
| 日期 | 账户净资产（元） |
|---|---|
| 2024-02-21 | 123,950.36 |
| 2024-02-22 | 124,708.36 |
| 2024-02-23 | 125,126.36 |
| 2024-02-26 | 123,240.36 |
| 2024-02-27 | 122,879.36 |
| 2024-02-28 | 122,982.36 |
| 2024-02-29 | 122,982.36 |
| 2024-03-01 | 122,856.36 |
| 2024-03-04 | 123,934.36 |
| 2024-03-05 | 125,001.36 |
| 2024-03-06 | 124,780.36 |
| 2024-03-07 | 125,108.36 |
| 2024-03-08 | 125,574.36 |
| 2024-03-11 | 124,773.36 |
| 2024-03-12 | 123,016.36 |
| 2024-03-13 | 122,981.36 |
| 2024-03-14 | 123,091.36 |
| 2024-03-15 | 123,799.36 |
| 2024-03-18 | 123,725.36 |
| 2024-03-19 | 123,307.36 |
| 2024-03-20 | 123,808.86 |
| 2024-03-21 | 124,656.86 |
| 2024-03-22 | 124,599.86 |
| 2024-03-25 | 124,820.86 |
| 2024-03-26 | 125,371.86 |
| 2024-03-27 | 125,293.86 |
| 2024-03-28 | 124,817.86 |
| 2024-03-29 | 124,973.86 |
| 2024-04-01 | 125,657.86 |
| 2024-04-02 | 125,766.86 |
| 2024-04-03 | 125,478.86 |
| 2024-04-08 | 126,512.86 |
| 2024-04-09 | 126,220.86 |
| 2024-04-10 | 126,441.86 |
| 2024-04-11 | 126,377.86 |
| 2024-04-12 | 125,744.86 |
| 2024-04-15 | 127,123.86 |
| 2024-04-16 | 126,629.86 |
| 2024-04-17 | 127,839.86 |
| 2024-04-18 | 128,138.86 |
| 2024-04-19 | 128,448.86 |
| 2024-04-22 | 127,963.86 |
| 2024-04-23 | 128,143.86 |
| 2024-04-24 | 127,593.86 |
| 2024-04-25 | 128,332.86 |
| 2024-04-26 | 127,248.86 |
| 2024-04-29 | 128,042.86 |
| 2024-04-30 | 129,244.86 |
| 2024-05-06 | 128,987.86 |
| 2024-05-07 | 128,616.86 |
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。