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 22 页
| 日期 | 账户净资产（元） |
|---|---|
| 2024-05-08 | 128,651.86 |
| 2024-05-09 | 129,106.86 |
| 2024-05-10 | 129,917.86 |
| 2024-05-13 | 131,028.86 |
| 2024-05-14 | 130,656.86 |
| 2024-05-15 | 131,036.86 |
| 2024-05-16 | 131,974.86 |
| 2024-05-17 | 133,073.86 |
| 2024-05-20 | 132,888.86 |
| 2024-05-21 | 133,978.86 |
| 2024-05-22 | 134,924.15 |
| 2024-05-23 | 134,920.15 |
| 2024-05-24 | 134,595.15 |
| 2024-05-27 | 135,365.15 |
| 2024-05-28 | 135,289.15 |
| 2024-05-29 | 134,618.15 |
| 2024-05-30 | 134,204.15 |
| 2024-05-31 | 134,048.15 |
| 2024-06-03 | 133,789.15 |
| 2024-06-04 | 133,907.15 |
| 2024-06-05 | 133,451.15 |
| 2024-06-06 | 133,472.15 |
| 2024-06-07 | 134,464.15 |
| 2024-06-11 | 132,984.15 |
| 2024-06-12 | 133,095.15 |
| 2024-06-13 | 133,086.15 |
| 2024-06-14 | 132,444.15 |
| 2024-06-17 | 131,546.15 |
| 2024-06-18 | 131,740.15 |
| 2024-06-19 | 132,560.15 |
| 2024-06-20 | 132,883.90 |
| 2024-06-21 | 132,774.90 |
| 2024-06-24 | 133,081.90 |
| 2024-06-25 | 133,150.90 |
| 2024-06-26 | 133,419.90 |
| 2024-06-27 | 134,104.10 |
| 2024-06-28 | 134,682.10 |
| 2024-07-01 | 135,845.10 |
| 2024-07-02 | 137,268.10 |
| 2024-07-03 | 136,667.10 |
| 2024-07-04 | 136,687.10 |
| 2024-07-05 | 135,316.10 |
| 2024-07-08 | 136,084.10 |
| 2024-07-09 | 137,025.10 |
| 2024-07-10 | 137,031.30 |
| 2024-07-11 | 136,502.30 |
| 2024-07-12 | 137,548.30 |
| 2024-07-15 | 139,028.30 |
| 2024-07-16 | 139,055.30 |
| 2024-07-17 | 139,736.30 |
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。