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 24 页
| 日期 | 账户净资产（元） |
|---|---|
| 2024-09-30 | 135,410.88 |
| 2024-10-08 | 140,176.01 |
| 2024-10-09 | 137,813.01 |
| 2024-10-10 | 138,243.01 |
| 2024-10-11 | 137,198.67 |
| 2024-10-14 | 138,167.67 |
| 2024-10-15 | 137,001.67 |
| 2024-10-16 | 137,366.67 |
| 2024-10-17 | 136,923.67 |
| 2024-10-18 | 137,619.67 |
| 2024-10-21 | 137,008.52 |
| 2024-10-22 | 137,616.52 |
| 2024-10-23 | 137,640.52 |
| 2024-10-24 | 137,414.90 |
| 2024-10-25 | 137,712.70 |
| 2024-10-28 | 138,278.70 |
| 2024-10-29 | 138,230.70 |
| 2024-10-30 | 137,967.70 |
| 2024-10-31 | 137,869.70 |
| 2024-11-01 | 137,954.70 |
| 2024-11-04 | 138,231.70 |
| 2024-11-05 | 138,737.70 |
| 2024-11-06 | 138,365.70 |
| 2024-11-07 | 138,809.70 |
| 2024-11-08 | 138,692.70 |
| 2024-11-11 | 138,315.70 |
| 2024-11-12 | 138,053.70 |
| 2024-11-13 | 138,467.70 |
| 2024-11-14 | 138,295.70 |
| 2024-11-15 | 138,167.70 |
| 2024-11-18 | 138,549.99 |
| 2024-11-19 | 138,675.99 |
| 2024-11-20 | 138,944.99 |
| 2024-11-21 | 138,796.99 |
| 2024-11-22 | 137,658.99 |
| 2024-11-25 | 137,721.99 |
| 2024-11-26 | 138,166.99 |
| 2024-11-27 | 138,387.99 |
| 2024-11-28 | 138,447.99 |
| 2024-11-29 | 138,651.99 |
| 2024-12-02 | 139,129.99 |
| 2024-12-03 | 139,373.99 |
| 2024-12-04 | 139,077.99 |
| 2024-12-05 | 139,001.99 |
| 2024-12-06 | 139,451.99 |
| 2024-12-09 | 139,424.99 |
| 2024-12-10 | 139,534.99 |
| 2024-12-11 | 139,594.99 |
| 2024-12-12 | 140,077.99 |
| 2024-12-13 | 139,465.99 |
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。