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 27 页
| 日期 | 账户净资产（元） |
|---|---|
| 2025-05-20 | 140,869.59 |
| 2025-05-21 | 141,366.59 |
| 2025-05-22 | 142,067.59 |
| 2025-05-23 | 141,410.59 |
| 2025-05-26 | 140,994.59 |
| 2025-05-27 | 141,817.59 |
| 2025-05-28 | 142,408.59 |
| 2025-05-29 | 141,957.59 |
| 2025-05-30 | 142,656.59 |
| 2025-06-03 | 143,667.59 |
| 2025-06-04 | 143,946.59 |
| 2025-06-05 | 142,934.59 |
| 2025-06-06 | 143,221.59 |
| 2025-06-09 | 143,334.59 |
| 2025-06-10 | 143,655.59 |
| 2025-06-11 | 143,487.59 |
| 2025-06-12 | 143,925.59 |
| 2025-06-13 | 143,508.59 |
| 2025-06-16 | 144,224.59 |
| 2025-06-17 | 144,160.59 |
| 2025-06-18 | 145,160.09 |
| 2025-06-19 | 145,226.09 |
| 2025-06-20 | 145,917.09 |
| 2025-06-23 | 146,721.65 |
| 2025-06-24 | 146,679.65 |
| 2025-06-25 | 147,463.65 |
| 2025-06-26 | 148,234.65 |
| 2025-06-27 | 145,643.09 |
| 2025-06-30 | 145,530.09 |
| 2025-07-01 | 146,989.09 |
| 2025-07-02 | 147,120.09 |
| 2025-07-03 | 147,036.09 |
| 2025-07-04 | 148,068.09 |
| 2025-07-07 | 148,353.09 |
| 2025-07-08 | 147,938.09 |
| 2025-07-09 | 148,493.09 |
| 2025-07-10 | 148,877.09 |
| 2025-07-11 | 147,838.09 |
| 2025-07-14 | 148,283.27 |
| 2025-07-15 | 147,574.27 |
| 2025-07-16 | 147,138.01 |
| 2025-07-17 | 147,232.01 |
| 2025-07-18 | 147,553.29 |
| 2025-07-21 | 148,942.17 |
| 2025-07-22 | 150,385.17 |
| 2025-07-23 | 150,492.17 |
| 2025-07-24 | 150,612.17 |
| 2025-07-25 | 149,447.17 |
| 2025-07-28 | 148,867.17 |
| 2025-07-29 | 148,851.17 |
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。