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 20 页
| 日期 | 账户净资产（元） |
|---|---|
| 2023-12-04 | 113,928.14 |
| 2023-12-05 | 113,454.14 |
| 2023-12-06 | 113,131.14 |
| 2023-12-07 | 113,297.14 |
| 2023-12-08 | 113,591.14 |
| 2023-12-11 | 113,820.14 |
| 2023-12-12 | 114,181.14 |
| 2023-12-13 | 114,122.14 |
| 2023-12-14 | 114,013.14 |
| 2023-12-15 | 113,234.14 |
| 2023-12-18 | 113,511.37 |
| 2023-12-19 | 113,661.37 |
| 2023-12-20 | 113,546.37 |
| 2023-12-21 | 113,418.37 |
| 2023-12-22 | 113,724.37 |
| 2023-12-25 | 114,100.37 |
| 2023-12-26 | 114,129.37 |
| 2023-12-27 | 114,337.37 |
| 2023-12-28 | 113,551.37 |
| 2023-12-29 | 113,515.37 |
| 2024-01-02 | 114,298.37 |
| 2024-01-03 | 114,932.37 |
| 2024-01-04 | 115,433.37 |
| 2024-01-05 | 115,155.37 |
| 2024-01-08 | 114,478.37 |
| 2024-01-09 | 114,466.37 |
| 2024-01-10 | 114,184.37 |
| 2024-01-11 | 113,647.37 |
| 2024-01-12 | 114,360.37 |
| 2024-01-15 | 114,318.37 |
| 2024-01-16 | 114,645.27 |
| 2024-01-17 | 113,886.27 |
| 2024-01-18 | 113,402.27 |
| 2024-01-19 | 113,158.27 |
| 2024-01-22 | 111,469.27 |
| 2024-01-23 | 112,269.27 |
| 2024-01-24 | 113,505.27 |
| 2024-01-25 | 114,642.27 |
| 2024-01-26 | 115,354.27 |
| 2024-01-29 | 115,782.27 |
| 2024-01-30 | 114,917.27 |
| 2024-01-31 | 114,887.27 |
| 2024-02-01 | 114,466.27 |
| 2024-02-02 | 114,254.27 |
| 2024-02-05 | 114,411.27 |
| 2024-02-06 | 115,498.27 |
| 2024-02-07 | 115,823.27 |
| 2024-02-08 | 115,349.27 |
| 2024-02-19 | 117,175.27 |
| 2024-02-20 | 117,843.27 |
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。