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 28 页
| 日期 | 账户净资产（元） |
|---|---|
| 2025-07-30 | 149,160.17 |
| 2025-07-31 | 147,812.17 |
| 2025-08-01 | 147,826.17 |
| 2025-08-04 | 147,866.17 |
| 2025-08-05 | 148,098.17 |
| 2025-08-06 | 147,811.17 |
| 2025-08-07 | 147,775.17 |
| 2025-08-08 | 148,448.17 |
| 2025-08-11 | 148,668.17 |
| 2025-08-12 | 148,511.17 |
| 2025-08-13 | 148,441.01 |
| 2025-08-14 | 148,057.01 |
| 2025-08-15 | 149,140.01 |
| 2025-08-18 | 149,104.01 |
| 2025-08-19 | 148,750.01 |
| 2025-08-20 | 149,167.01 |
| 2025-08-21 | 149,503.01 |
| 2025-08-22 | 149,651.01 |
| 2025-08-25 | 150,229.01 |
| 2025-08-26 | 150,353.01 |
| 2025-08-27 | 148,586.01 |
| 2025-08-28 | 149,044.01 |
| 2025-08-29 | 148,337.01 |
| 2025-09-01 | 148,192.01 |
| 2025-09-02 | 148,144.01 |
| 2025-09-03 | 147,127.01 |
| 2025-09-04 | 147,321.01 |
| 2025-09-05 | 147,636.01 |
| 2025-09-08 | 148,328.01 |
| 2025-09-09 | 148,451.01 |
| 2025-09-10 | 148,140.18 |
| 2025-09-11 | 148,578.18 |
| 2025-09-12 | 148,209.18 |
| 2025-09-15 | 148,371.18 |
| 2025-09-16 | 148,319.18 |
| 2025-09-17 | 148,796.18 |
| 2025-09-18 | 149,260.18 |
| 2025-09-19 | 148,118.18 |
| 2025-09-22 | 147,558.18 |
| 2025-09-23 | 148,068.18 |
| 2025-09-24 | 148,006.18 |
| 2025-09-25 | 147,119.18 |
| 2025-09-26 | 147,046.33 |
| 2025-09-29 | 147,297.33 |
| 2025-09-30 | 147,050.33 |
| 2025-10-09 | 148,286.33 |
| 2025-10-10 | 148,845.33 |
| 2025-10-13 | 148,535.33 |
| 2025-10-14 | 149,112.33 |
| 2025-10-15 | 149,124.33 |
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。