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模拟盘净值与风控 · 29 个交易日
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净值曲线
模拟盘净值 · 2026-09-18 至 2026-10-29（29 个交易日）· 虚线为 1.0000 基准，线下即累计亏损。逐日数值见下表。
当前状态
| 项 | 值 |
|---|---|
| 末行数据日 | 2026-10-29 |
| 净值 | 0.9746 |
| 最大回撤 | 0.0250 |
| 连亏 | 0 |
| 仓位市值 | 0.1633 |
| Regime | Range |
| L0 | 正常 |
| L1 | neutral |
逐日明细
数据源 数据/paper/paper_equity.csv，口径见《数据库说明》。
| 日期 | 净值 | 持仓市值 | 黄金价 | 日收益 | 最大回撤 | 连亏 | Regime | L0 | L1 |
|---|---|---|---|---|---|---|---|---|---|
| 2026-09-18 | 0.999580 | 0.699580 | 4348.15 | 0.000000 | 0.000000 | 0 | Trending-Up | 正常 | neutral |
| 2026-09-21 | 0.995683 | 0.781183 | 4324.25 | -0.003898 | 0.003898 | 0 | Trending-Up | 正常 | up |
| 2026-09-22 | 0.996641 | 0.782141 | 4329.55 | 0.000962 | 0.002941 | 1 | Trending-Up | 降级 | neutral |
| 2026-09-23 | 0.988493 | 0.773993 | 4284.45 | -0.008175 | 0.011091 | 0 | Trending-Down | 降级 | down |
| 2026-09-24 | 0.985001 | 0.385366 | 4266.40 | -0.003532 | 0.014585 | 1 | Trending-Down | 正常 | down |
| 2026-09-25 | 0.984403 | 0.192442 | 4261.05 | -0.000608 | 0.015184 | 2 | Trending-Down | 正常 | down |
| 2026-09-28 | 0.979029 | 0.000000 | 4144.55 | -0.005459 | 0.020560 | 3 | Trending-Down | 正常 | down |
| 2026-09-29 | 0.979029 | 0.000000 | 4163.40 | 0.000000 | 0.020560 | 4 | Trending-Down | 正常 | down |
| 2026-10-01 | 0.979029 | 0.000000 | 4151.65 | 0.000000 | 0.020560 | 0 | Transitional | 正常 | down |
| 2026-10-02 | 0.979029 | 0.000000 | 4190.05 | 0.000000 | 0.020560 | 0 | Transitional | 正常 | neutral |
| 2026-10-05 | 0.979029 | 0.000000 | 4141.65 | 0.000000 | 0.020560 | 0 | Transitional | 正常 | neutral |
| 2026-10-06 | 0.978937 | 0.154007 | 4156.40 | -0.000094 | 0.020652 | 0 | Range | 正常 | neutral |
| 2026-10-07 | 0.976677 | 0.151747 | 4095.40 | -0.002309 | 0.022913 | 1 | Range | 正常 | down |
| 2026-10-08 | 0.977757 | 0.152827 | 4124.55 | 0.001105 | 0.021833 | 2 | Range | 正常 | neutral |
| 2026-10-09 | 0.980045 | 0.155115 | 4186.30 | 0.002340 | 0.019544 | 0 | Range | 正常 | neutral |
| 2026-10-12 | 0.979511 | 0.154581 | 4171.90 | -0.000545 | 0.020077 | 0 | Range | 正常 | neutral |
| 2026-10-13 | 0.979422 | 0.154492 | 4169.50 | -0.000091 | 0.020166 | 1 | Trending-Up | 正常 | neutral |
| 2026-10-14 | 0.976449 | 0.151519 | 4089.25 | -0.003036 | 0.023141 | 2 | Trending-Up | 警告 | neutral |
| 2026-10-15 | 0.978783 | 0.153853 | 4152.25 | 0.002390 | 0.020806 | 3 | Trending-Up | 正常 | neutral |
| 2026-10-16 | 0.980059 | 0.000000 | 4189.20 | 0.001304 | 0.019529 | 0 | Range | 断路 | neutral |
| 2026-10-19 | 0.979963 | 0.159458 | 4147.80 | -0.000098 | 0.019625 | 0 | Range | 正常 | neutral |
| 2026-10-20 | 0.979067 | 0.158562 | 4124.50 | -0.000914 | 0.020521 | 1 | Range | 正常 | down |
| 2026-10-21 | 0.979179 | 0.158674 | 4127.40 | 0.000114 | 0.020410 | 2 | Transitional | 正常 | neutral |
| 2026-10-22 | 0.976136 | 0.155631 | 4048.25 | -0.003108 | 0.023454 | 0 | Transitional | 降级 | down |
| 2026-10-23 | 0.974700 | 0.000000 | 4013.30 | -0.001471 | 0.024890 | 1 | Transitional | 正常 | down |
| 2026-10-26 | 0.974700 | 0.000000 | 4023.70 | 0.000000 | 0.024890 | 2 | Trending-Down | 正常 | down |
| 2026-10-27 | 0.974700 | 0.000000 | 4057.25 | 0.000000 | 0.024890 | 0 | Trending-Down | 正常 | neutral |
| 2026-10-28 | 0.974700 | 0.000000 | 4042.00 | 0.000000 | 0.024890 | 0 | Trending-Down | 正常 | down |
| 2026-10-29 | 0.974602 | 0.163262 | 4026.30 | -0.000101 | 0.024989 | 0 | Range | 正常 | neutral |
常见问题
⊕这是实盘吗
不是。全部为模拟盘（paper）盯市值，不代表任何实际持仓。
⊕为什么只有 10 行
模拟盘 2026-09-18 开盘，至今仅这些交易日。样本小，不作为策略优劣依据。
⊕回撤与累计怎么算的
累计 = equity[末]/equity[首] − 1；最大回撤取 max_dd 列最大值。与同目录周报一致（不一致时以 CSV 为准，已在上方标明）。