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 25 页
| 日期 | 账户净资产（元） |
|---|---|
| 2024-12-16 | 139,668.30 |
| 2024-12-17 | 139,148.30 |
| 2024-12-18 | 139,135.30 |
| 2024-12-19 | 138,838.30 |
| 2024-12-20 | 138,701.30 |
| 2024-12-23 | 138,750.30 |
| 2024-12-24 | 139,243.30 |
| 2024-12-25 | 139,483.30 |
| 2024-12-26 | 139,230.30 |
| 2024-12-27 | 139,639.30 |
| 2024-12-30 | 139,609.30 |
| 2024-12-31 | 139,265.30 |
| 2025-01-02 | 138,256.30 |
| 2025-01-03 | 137,895.30 |
| 2025-01-06 | 138,110.30 |
| 2025-01-07 | 138,062.60 |
| 2025-01-08 | 138,189.41 |
| 2025-01-09 | 137,722.41 |
| 2025-01-10 | 137,210.41 |
| 2025-01-13 | 136,924.41 |
| 2025-01-14 | 137,559.23 |
| 2025-01-15 | 137,596.23 |
| 2025-01-16 | 138,207.23 |
| 2025-01-17 | 138,159.23 |
| 2025-01-20 | 137,800.23 |
| 2025-01-21 | 137,822.23 |
| 2025-01-22 | 136,546.23 |
| 2025-01-23 | 137,683.54 |
| 2025-01-24 | 137,759.54 |
| 2025-01-27 | 138,985.54 |
| 2025-02-05 | 137,808.54 |
| 2025-02-06 | 137,587.54 |
| 2025-02-07 | 137,648.54 |
| 2025-02-10 | 137,148.54 |
| 2025-02-11 | 138,025.54 |
| 2025-02-12 | 138,317.54 |
| 2025-02-13 | 138,355.54 |
| 2025-02-14 | 138,306.54 |
| 2025-02-17 | 138,158.54 |
| 2025-02-18 | 138,441.54 |
| 2025-02-19 | 138,127.77 |
| 2025-02-20 | 138,036.77 |
| 2025-02-21 | 137,294.77 |
| 2025-02-24 | 137,053.77 |
| 2025-02-25 | 136,452.77 |
| 2025-02-26 | 136,971.77 |
| 2025-02-27 | 137,485.77 |
| 2025-02-28 | 137,060.77 |
| 2025-03-03 | 137,237.77 |
| 2025-03-04 | 137,282.77 |
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。