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 26 页
| 日期 | 账户净资产（元） |
|---|---|
| 2025-03-05 | 138,004.77 |
| 2025-03-06 | 137,627.77 |
| 2025-03-07 | 137,550.77 |
| 2025-03-10 | 137,441.77 |
| 2025-03-11 | 137,796.77 |
| 2025-03-12 | 137,468.77 |
| 2025-03-13 | 137,657.77 |
| 2025-03-14 | 137,960.77 |
| 2025-03-17 | 137,845.77 |
| 2025-03-18 | 137,753.77 |
| 2025-03-19 | 138,104.91 |
| 2025-03-20 | 137,668.91 |
| 2025-03-21 | 137,194.91 |
| 2025-03-24 | 137,493.91 |
| 2025-03-25 | 137,982.91 |
| 2025-03-26 | 137,719.91 |
| 2025-03-27 | 138,232.91 |
| 2025-03-28 | 137,860.91 |
| 2025-03-31 | 137,935.91 |
| 2025-04-01 | 138,069.91 |
| 2025-04-02 | 138,162.91 |
| 2025-04-03 | 138,807.91 |
| 2025-04-07 | 135,322.91 |
| 2025-04-08 | 136,672.91 |
| 2025-04-09 | 137,330.91 |
| 2025-04-10 | 137,737.91 |
| 2025-04-11 | 139,112.91 |
| 2025-04-14 | 139,719.91 |
| 2025-04-15 | 139,783.91 |
| 2025-04-16 | 139,826.91 |
| 2025-04-17 | 139,565.37 |
| 2025-04-18 | 139,885.37 |
| 2025-04-21 | 139,193.37 |
| 2025-04-22 | 139,622.37 |
| 2025-04-23 | 139,132.37 |
| 2025-04-24 | 139,903.37 |
| 2025-04-25 | 139,946.19 |
| 2025-04-28 | 140,715.19 |
| 2025-04-29 | 140,543.19 |
| 2025-04-30 | 138,913.19 |
| 2025-05-06 | 138,654.19 |
| 2025-05-07 | 139,410.19 |
| 2025-05-08 | 139,649.19 |
| 2025-05-09 | 140,559.99 |
| 2025-05-12 | 140,235.99 |
| 2025-05-13 | 140,864.99 |
| 2025-05-14 | 140,997.99 |
| 2025-05-15 | 141,086.99 |
| 2025-05-16 | 140,551.99 |
| 2025-05-19 | 140,590.99 |
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。