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 21 页
| 日期 | 账户净资产（元） |
|---|---|
| 2024-02-21 | 118,064.02 |
| 2024-02-22 | 118,404.02 |
| 2024-02-23 | 118,655.02 |
| 2024-02-26 | 117,091.02 |
| 2024-02-27 | 117,117.02 |
| 2024-02-28 | 117,093.02 |
| 2024-02-29 | 117,267.02 |
| 2024-03-01 | 117,168.02 |
| 2024-03-04 | 117,580.02 |
| 2024-03-05 | 118,574.02 |
| 2024-03-06 | 118,049.02 |
| 2024-03-07 | 118,453.02 |
| 2024-03-08 | 118,673.02 |
| 2024-03-11 | 118,250.02 |
| 2024-03-12 | 116,818.02 |
| 2024-03-13 | 116,488.02 |
| 2024-03-14 | 116,655.02 |
| 2024-03-15 | 117,149.02 |
| 2024-03-18 | 117,079.02 |
| 2024-03-19 | 116,908.02 |
| 2024-03-20 | 117,056.91 |
| 2024-03-21 | 117,509.91 |
| 2024-03-22 | 117,371.91 |
| 2024-03-25 | 117,524.91 |
| 2024-03-26 | 118,103.91 |
| 2024-03-27 | 117,502.91 |
| 2024-03-28 | 116,507.91 |
| 2024-03-29 | 116,945.91 |
| 2024-04-01 | 117,437.91 |
| 2024-04-02 | 117,621.91 |
| 2024-04-03 | 117,561.91 |
| 2024-04-08 | 117,954.91 |
| 2024-04-09 | 117,463.91 |
| 2024-04-10 | 117,629.91 |
| 2024-04-11 | 117,734.91 |
| 2024-04-12 | 117,156.91 |
| 2024-04-15 | 118,374.91 |
| 2024-04-16 | 118,222.91 |
| 2024-04-17 | 119,057.91 |
| 2024-04-18 | 119,608.91 |
| 2024-04-19 | 119,604.26 |
| 2024-04-22 | 119,024.26 |
| 2024-04-23 | 118,994.26 |
| 2024-04-24 | 118,729.26 |
| 2024-04-25 | 119,349.26 |
| 2024-04-26 | 118,483.26 |
| 2024-04-29 | 118,417.26 |
| 2024-04-30 | 118,830.26 |
| 2024-05-06 | 118,864.26 |
| 2024-05-07 | 118,433.26 |
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。