区间收益+49.44%
区间年化+6.21%
最大回撤-12.22%
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 | -6.50% | 2020-01-02 — 2020-12-31 |
| 2021 | +7.88% | 2020-12-31 — 2021-12-31 |
| 2022 | +3.11% | 2021-12-31 — 2022-12-30 |
| 2023 | +9.08% | 2022-12-30 — 2023-12-29 |
| 2024 | +22.68% | 2023-12-29 — 2024-12-31 |
| 2025 | +5.61% | 2024-12-31 — 2025-12-31 |
| 2026 · YTD | +1.66% | 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 17 页
| 日期 | 账户净资产（元） |
|---|---|
| 2023-04-21 | 111,217.99 |
| 2023-04-24 | 111,337.99 |
| 2023-04-25 | 112,073.99 |
| 2023-04-26 | 111,661.99 |
| 2023-04-27 | 112,058.99 |
| 2023-04-28 | 112,364.99 |
| 2023-05-04 | 115,483.99 |
| 2023-05-05 | 116,483.99 |
| 2023-05-08 | 120,156.99 |
| 2023-05-09 | 119,690.99 |
| 2023-05-10 | 117,321.99 |
| 2023-05-11 | 116,958.99 |
| 2023-05-12 | 116,715.99 |
| 2023-05-15 | 117,268.99 |
| 2023-05-16 | 117,123.99 |
| 2023-05-17 | 116,639.99 |
| 2023-05-18 | 117,360.99 |
| 2023-05-19 | 116,241.99 |
| 2023-05-22 | 116,389.99 |
| 2023-05-23 | 114,979.99 |
| 2023-05-24 | 114,176.42 |
| 2023-05-25 | 114,265.42 |
| 2023-05-26 | 114,966.42 |
| 2023-05-29 | 115,303.42 |
| 2023-05-30 | 115,224.42 |
| 2023-05-31 | 114,720.42 |
| 2023-06-01 | 114,381.42 |
| 2023-06-02 | 114,487.42 |
| 2023-06-05 | 115,017.42 |
| 2023-06-06 | 114,000.42 |
| 2023-06-07 | 114,143.42 |
| 2023-06-08 | 114,726.42 |
| 2023-06-09 | 114,597.22 |
| 2023-06-12 | 113,861.22 |
| 2023-06-13 | 113,704.22 |
| 2023-06-14 | 113,008.22 |
| 2023-06-15 | 113,391.22 |
| 2023-06-16 | 113,128.22 |
| 2023-06-19 | 112,804.22 |
| 2023-06-20 | 112,430.22 |
| 2023-06-21 | 112,138.88 |
| 2023-06-26 | 111,742.88 |
| 2023-06-27 | 112,130.88 |
| 2023-06-28 | 112,646.36 |
| 2023-06-29 | 112,645.96 |
| 2023-06-30 | 112,963.96 |
| 2023-07-03 | 113,447.96 |
| 2023-07-04 | 113,323.96 |
| 2023-07-05 | 113,260.96 |
| 2023-07-06 | 112,968.16 |
数据来源、版本与可追溯信息
日度来源：research/strategy_trade_review_v1/vol60_risk12/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。