智维 Horizon — 本地回测报告

金额单位：下文表格与 KPI 中的「万」均指美元计价（四舍五入取整万；1万 = 10,000 USD）。为减少窄屏换行，数字旁不写 $。本测试报告的回测参数为：2023年初10万 USDT 入场，购买 BTC 并持有与采用本量化策略的最终权益对比。
回撤口径：顶栏「最大回撤」为全样本内相对历史最高权益的最深跌幅；逐年表「当年最大回撤 / MDD前高→谷底」仅使用该自然年内的权益子序列（滚动前高自该年首根 4H 起算）。因此可能出现「历史高点在 2025、最深谷底在 2026」——全样本权益下跌额会大于某一年的格内「前高→谷底」差，属正常。

权益曲线 vs BTC Buy & Hold

逐年统计

策略列：该自然年权益子序列的滚动前高自该年首根4H起算；年内权益高/低为全年极值（每根4H权益的 max/min）。MDD前高→谷底为「当年最大回撤」对应的那次前高与谷底（与极值组合不同）。BTC 列：年最大回撤率用收盘价路径；MDD 价高→价低为该回撤对应的前高与谷底价；年高/年低为 4H high/low 年内最值；「振幅」= (年高−年低)/年低×100%。日期为北京。金额单位与全样本/逐年 MDD 区别见页首说明。

底仓/加仓利润贡献分层统计

年	策略收益	BTC收益	策略权益	交易	策略回撤	策略谷底/修复	BTC回撤	BTC谷底/修复	BTC高低/振幅
2023	+44.0%	+2.1%	14万 19万 / 9万	4 / 3	-24.0% 19万 → 14万	2023-12-29 年末未回前高	-33.6% 0.0万 → 0.0万	2023-09-12 107 天	0.0万 / 0.0万 67.7%
2024	+174.1%	+127.5%	39万 69万 / 14万	13 / 8	-42.5% 69万 → 39万	2024-11-11 年末未回前高	-39.3% 0.1万 → 0.0万	2024-08-05 120 天	0.1万 / 0.0万 178.2%
2025	+196.9%	+22.6%	117万 144万 / 32万	10 / 3	-32.2% 47万 → 32万	2025-07-15 5 天	-39.7% 0.1万 → 0.1万	2025-11-21 年末未回前高	0.1万 / 0.0万 175.5%
2026	+7.0%	-18.3%	125万 144万 / 106万	3 / 2	-17.6% 144万 → 119万	2026-05-30 年末未回前高	-39.9% 0.1万 → 0.1万	2026-04-02 年末未回前高	0.1万 / 0.1万 68.3%

按层级拆分已实现平仓净盈亏。平仓 / partial_close 按各层名义价值（entry×size）比例分配；贡献占比 = 该层 PnL ÷ 四层 |PnL| 之和（含空头层）。不含资金费。

层	平仓次数	净盈亏（万 USD）	贡献占比
底仓 BASE	21	+113万	97.3%
加仓 P_ADD	12	-2万	-1.9%
加仓 P_T2	6	-1万	-0.8%
回调加仓 PULLBACK	0	0万	0.0%
空仓 SHORT_BASE	0	0万	0.0%

⚠️ 本表为会计归因（固定路径，FIFO 分摊）。各层的 net_pnl_pct 反映"在已发生路径上该批次赚亏了多少"，不可直接推断"关闭某层"的干预效果——整层拆除会改变系统路径，结构交互效应需用回测反事实（如 pt2_off 对照）独立验证。

做多底仓 vs 加仓对比

交易记录

公开版已隐藏策略参数、触发细节与分层说明，仅保留结果与基础交易统计。

类型	次数	贡献占比
多仓底仓 BASE	21	97.3%
多仓加仓 ADD (P_ADD+P_T2)	18	-2.7%
回调加仓 PULLBACK	0	0.0%
空仓 SHORT_BASE	0	0.0%

月度入场回报（2018-01 至今，每月 1 日入场，初始 $100K）

共 133/141 月盈利 | 平均CAGR 130.7% | 平均MDD -38.9% | 平均超额 109.06x

入场日期	入场BTC价	持续	最终权益	总收益%	倍数	CAGR	最大回撤	卡马比	BTC B&H	超额	笔数	胜率	盈利因子	费用(占比)
2018-01-01	$13,410	3113天	60,729.6万$	607,196.0%	6,072.96x	177.9%	-43.0%	4.14	378.2%	1,269.85x	139	53%	3.30	11,657.3万$ (19.2%)
2018-02-01	$10,070	3082天	60,729.6万$	607,196.0%	6,072.96x	180.8%	-43.0%	4.21	536.9%	953.55x	139	53%	3.30	11,657.3万$ (19.2%)
2018-03-01	$10,356	3054天	60,660.7万$	606,507.0%	6,066.07x	183.4%	-43.0%	4.27	519.3%	979.54x	138	53%	3.30	11,644.1万$ (19.2%)
2018-04-01	$6,922	3023天	60,147.4万$	601,374.0%	6,014.74x	186.2%	-43.0%	4.33	826.5%	649.20x	138	52%	3.30	11,545.5万$ (19.2%)
2018-05-01	$8,938	2993天	60,414.4万$	604,044.0%	6,041.44x	189.3%	-43.0%	4.41	617.5%	841.98x	137	53%	3.30	11,596.8万$ (19.2%)
2018-06-01	$7,495	2962天	59,697.7万$	596,878.0%	5,969.77x	192.1%	-43.0%	4.47	755.7%	697.68x	136	52%	3.30	11,459.2万$ (19.2%)
2018-07-01	$6,345	2932天	59,279.6万$	592,696.0%	5,927.96x	195.1%	-43.0%	4.54	910.8%	586.45x	135	52%	3.30	11,379.0万$ (19.2%)
2018-08-01	$7,540	2901天	58,036.4万$	580,264.0%	5,803.64x	197.7%	-43.0%	4.60	750.6%	682.33x	134	51%	3.30	11,140.3万$ (19.2%)
2018-09-01	$7,067	2870天	57,816.6万$	578,066.0%	5,781.66x	201.1%	-43.0%	4.68	807.5%	637.10x	133	51%	3.30	11,098.1万$ (19.2%)
2018-10-01	$6,645	2840天	57,888.4万$	578,784.0%	5,788.84x	204.7%	-43.0%	4.76	865.2%	599.77x	132	52%	3.30	11,111.9万$ (19.2%)
2018-11-01	$6,363	2809天	61,751.2万$	617,412.0%	6,175.12x	211.1%	-43.0%	4.91	908.0%	612.63x	131	52%	3.30	11,853.3万$ (19.2%)
2018-12-01	$4,030	2779天	60,650.4万$	606,404.0%	6,065.04x	214.2%	-43.0%	4.98	1,491.2%	381.16x	130	52%	3.30	11,642.0万$ (19.2%)
2019-01-01	$3,693	2748天	60,650.4万$	606,404.0%	6,065.04x	218.2%	-43.0%	5.08	1,636.5%	349.26x	130	52%	3.30	11,642.0万$ (19.2%)
2019-02-01	$3,419	2717天	60,875.0万$	608,650.0%	6,087.50x	222.6%	-43.0%	5.18	1,776.1%	324.49x	129	52%	3.30	11,685.1万$ (19.2%)
2019-03-01	$3,825	2689天	60,875.0万$	608,650.0%	6,087.50x	226.6%	-43.0%	5.27	1,576.5%	363.11x	129	52%	3.30	11,685.1万$ (19.2%)
2019-04-01	$4,130	2658天	48,875.0万$	488,650.0%	4,887.50x	221.3%	-41.7%	5.31	1,452.9%	314.74x	126	50%	3.30	9,381.7万$ (19.2%)
2019-05-01	$5,349	2628天	51,627.3万$	516,173.0%	5,162.73x	228.1%	-41.7%	5.47	1,099.0%	430.60x	122	50%	3.30	9,910.0万$ (19.2%)
2019-06-01	$8,553	2597天	22,525.1万$	225,151.0%	2,252.51x	196.1%	-43.0%	4.56	649.8%	300.40x	121	50%	3.30	4,323.7万$ (19.2%)
2019-07-01	$11,143	2567天	10,519.0万$	105,090.0%	1,051.90x	169.1%	-41.7%	4.06	475.5%	182.77x	116	48%	3.30	2,019.1万$ (19.2%)
2019-08-01	$9,988	2536天	10,515.6万$	105,056.0%	1,051.56x	172.4%	-41.7%	4.14	542.1%	163.77x	114	48%	3.30	2,018.5万$ (19.2%)
2019-09-01	$9,623	2505天	10,888.4万$	108,784.0%	1,088.84x	177.2%	-41.7%	4.25	566.5%	163.38x	113	50%	3.30	2,090.0万$ (19.2%)
2019-10-01	$8,392	2475天	10,735.5万$	107,255.0%	1,073.55x	180.1%	-41.7%	4.32	664.2%	140.49x	111	50%	3.30	2,060.7万$ (19.2%)
2019-11-01	$9,074	2444天	11,191.5万$	111,815.0%	1,119.15x	185.5%	-41.7%	4.45	606.8%	158.35x	110	50%	3.30	2,148.2万$ (19.2%)
2019-12-01	$7,287	2414天	10,655.5万$	106,455.0%	1,065.55x	187.1%	-41.7%	4.49	780.1%	121.07x	109	50%	3.30	2,045.3万$ (19.2%)
2020-01-01	$7,222	2383天	10,655.5万$	106,455.0%	1,065.55x	191.1%	-41.7%	4.59	788.1%	119.99x	109	50%	3.30	2,045.3万$ (19.2%)
2020-02-01	$9,442	2352天	13,134.5万$	131,245.0%	1,313.45x	205.0%	-41.7%	4.92	579.3%	193.37x	106	50%	3.30	2,520.5万$ (19.2%)
2020-03-01	$8,628	2323天	13,106.0万$	130,960.0%	1,310.60x	209.1%	-41.7%	5.02	643.3%	176.32x	105	50%	3.30	2,515.1万$ (19.2%)
2020-04-01	$6,364	2292天	11,800.7万$	117,907.0%	1,180.07x	208.7%	-41.7%	5.01	907.8%	117.10x	104	49%	3.30	2,264.6万$ (19.2%)
2020-05-01	$8,681	2262天	8,706.8万$	86,968.3%	870.68x	198.3%	-41.7%	4.76	638.8%	117.85x	102	48%	3.30	1,670.8万$ (19.2%)
2020-06-01	$9,551	2231天	8,706.8万$	86,968.3%	870.68x	202.9%	-41.7%	4.87	571.5%	129.67x	102	48%	3.30	1,670.8万$ (19.2%)
2020-07-01	$9,139	2201天	8,755.6万$	87,456.4%	875.56x	207.8%	-41.7%	4.99	601.8%	124.77x	101	49%	3.30	1,680.1万$ (19.2%)
2020-08-01	$11,374	2170天	3,924.8万$	39,148.1%	392.48x	173.2%	-41.7%	4.16	463.9%	69.61x	98	46%	3.30	752.4万$ (19.2%)
2020-09-01	$11,699	2139天	4,275.6万$	42,655.9%	427.56x	181.3%	-41.7%	4.35	448.2%	77.99x	96	47%	3.30	819.6万$ (19.2%)
2020-10-01	$10,795	2109天	4,434.4万$	44,243.5%	443.44x	187.3%	-41.7%	4.50	494.1%	74.64x	93	47%	3.30	850.0万$ (19.2%)
2020-11-01	$13,680	2078天	3,157.7万$	31,477.3%	315.77x	175.0%	-41.7%	4.20	368.8%	67.36x	98	47%	3.30	605.8万$ (19.2%)
2020-12-01	$19,434	2048天	3,313.6万$	33,035.8%	331.36x	181.5%	-41.7%	4.36	230.0%	100.41x	96	47%	3.30	635.6万$ (19.2%)
2021-01-01	$29,302	2017天	1,620.7万$	16,106.9%	162.07x	151.3%	-41.7%	3.63	118.9%	74.05x	91	45%	3.29	310.5万$ (19.2%)
2021-02-01	$33,600	1986天	1,712.7万$	17,026.9%	171.27x	157.5%	-41.7%	3.78	90.9%	89.73x	88	45%	3.29	328.0万$ (19.2%)
2021-03-01	$46,352	1958天	1,290.8万$	12,808.3%	129.08x	147.6%	-41.7%	3.54	38.4%	93.29x	86	45%	3.29	246.5万$ (19.1%)
2021-04-01	$59,220	1927天	1,298.6万$	12,886.1%	129.86x	151.5%	-41.7%	3.64	8.3%	119.91x	85	46%	3.29	247.9万$ (19.1%)
2021-05-01	$58,207	1897天	1,390.7万$	13,806.7%	139.07x	158.6%	-41.7%	3.81	10.2%	126.22x	83	47%	3.29	265.3万$ (19.1%)
2021-06-01	$36,709	1866天	1,360.9万$	13,508.9%	136.09x	161.6%	-41.7%	3.88	74.7%	77.90x	83	46%	3.29	259.7万$ (19.1%)
2021-07-01	$34,120	1836天	1,375.3万$	13,652.8%	137.53x	166.3%	-41.7%	3.99	88.0%	73.17x	81	47%	3.29	262.4万$ (19.1%)
2021-08-01	$42,421	1805天	1,251.4万$	12,413.6%	125.14x	165.7%	-41.7%	3.98	51.2%	82.77x	79	47%	3.29	238.7万$ (19.1%)
2021-09-01	$47,087	1774天	1,251.4万$	12,413.6%	125.14x	170.3%	-41.7%	4.09	36.2%	91.88x	79	47%	3.29	238.7万$ (19.1%)
2021-10-01	$43,609	1744天	1,251.4万$	12,413.6%	125.14x	174.9%	-41.7%	4.20	47.1%	85.09x	79	47%	3.29	238.7万$ (19.1%)
2021-11-01	$59,935	1713天	1,147.9万$	11,378.5%	114.79x	174.9%	-41.7%	4.20	7.0%	107.27x	76	47%	3.29	218.8万$ (19.1%)
2021-12-01	$57,426	1683天	1,099.5万$	10,894.7%	109.95x	177.3%	-41.7%	4.26	11.7%	98.45x	76	46%	3.29	209.6万$ (19.1%)
2022-01-01	$46,790	1652天	1,141.8万$	11,317.8%	114.18x	185.0%	-41.7%	4.44	37.1%	83.30x	74	47%	3.29	217.7万$ (19.1%)
2022-02-01	$38,570	1621天	1,102.6万$	10,925.6%	110.26x	188.5%	-41.7%	4.52	66.3%	66.31x	73	47%	3.29	210.2万$ (19.1%)
2022-03-01	$43,141	1593天	1,111.3万$	11,013.4%	111.13x	194.5%	-41.7%	4.67	48.7%	74.76x	72	47%	3.29	211.9万$ (19.1%)
2022-04-01	$44,585	1562天	1,111.3万$	11,013.4%	111.13x	200.8%	-41.7%	4.82	43.8%	77.26x	72	47%	3.29	211.9万$ (19.1%)
2022-05-01	$38,021	1532天	1,116.5万$	11,065.1%	111.65x	207.7%	-41.7%	4.99	68.7%	66.19x	70	47%	3.29	212.8万$ (19.1%)
2022-06-01	$31,624	1501天	1,102.8万$	10,928.3%	110.28x	214.0%	-41.7%	5.14	102.8%	54.38x	69	46%	3.29	210.2万$ (19.1%)
2022-07-01	$19,720	1471天	1,081.3万$	10,712.8%	108.13x	219.9%	-41.7%	5.28	225.2%	33.25x	68	46%	3.29	206.1万$ (19.1%)
2022-08-01	$23,366	1440天	1,081.3万$	10,712.8%	108.13x	228.0%	-41.7%	5.47	174.5%	39.40x	68	46%	3.29	206.1万$ (19.1%)
2022-09-01	$20,017	1409天	1,081.3万$	10,712.8%	108.13x	236.7%	-41.7%	5.68	220.4%	33.75x	68	46%	3.29	206.1万$ (19.1%)
2022-10-01	$19,408	1379天	1,086.7万$	10,766.7%	108.67x	246.1%	-41.7%	5.91	230.4%	32.89x	67	46%	3.29	207.2万$ (19.1%)
2022-11-01	$20,471	1348天	1,086.7万$	10,766.7%	108.67x	256.1%	-41.7%	6.15	213.3%	34.69x	67	46%	3.29	207.2万$ (19.1%)
2022-12-01	$17,144	1318天	1,069.2万$	10,591.5%	106.92x	264.9%	-41.7%	6.36	274.1%	28.58x	66	45%	3.29	203.8万$ (19.1%)
2023-01-01	$16,529	1287天	1,070.6万$	10,606.1%	107.06x	276.6%	-41.7%	6.64	288.0%	27.59x	65	46%	3.29	204.1万$ (19.1%)
2023-02-01	$23,127	1256天	215.2万$	2,051.8%	21.52x	144.1%	-41.7%	3.46	177.3%	7.76x	60	42%	3.22	40.6万$ (18.9%)
2023-03-01	$23,432	1228天	233.2万$	2,231.7%	23.32x	155.1%	-41.7%	3.72	173.7%	8.52x	59	42%	3.24	44.0万$ (18.9%)
2023-04-01	$28,532	1197天	201.2万$	1,911.7%	20.12x	149.9%	-41.7%	3.60	124.8%	8.95x	55	42%	3.21	37.9万$ (18.9%)
2023-05-01	$28,546	1167天	230.2万$	2,201.9%	23.02x	166.8%	-41.7%	4.00	124.7%	10.25x	53	43%	3.24	43.3万$ (18.8%)
2023-05-15	$27,216	1153天	231.7万$	2,217.4%	23.17x	170.6%	-41.7%	4.09	135.6%	9.83x	52	44%	3.24	43.6万$ (18.8%)
2023-06-01	$26,769	1136天	231.7万$	2,217.4%	23.17x	174.7%	-41.7%	4.19	139.6%	9.67x	52	44%	3.24	43.6万$ (18.8%)
2023-06-15	$25,055	1122天	236.4万$	2,264.0%	23.64x	180.0%	-41.7%	4.32	156.0%	9.24x	50	46%	3.25	44.5万$ (18.8%)
2023-07-01	$30,391	1106天	207.9万$	1,978.7%	20.79x	172.4%	-41.7%	4.14	111.0%	9.85x	47	45%	3.24	38.7万$ (18.6%)
2023-07-15	$30,276	1092天	207.9万$	1,978.7%	20.79x	175.9%	-41.7%	4.22	111.8%	9.81x	47	45%	3.24	38.7万$ (18.6%)
2023-08-01	$28,820	1075天	205.5万$	1,955.4%	20.55x	179.3%	-41.7%	4.30	122.5%	9.24x	47	43%	3.24	38.2万$ (18.6%)
2023-08-15	$29,387	1061天	207.4万$	1,974.3%	20.74x	184.0%	-41.7%	4.42	118.2%	9.50x	46	43%	3.24	38.6万$ (18.6%)
2023-09-01	$26,072	1044天	204.0万$	1,939.7%	20.40x	187.1%	-41.7%	4.49	146.0%	8.29x	45	42%	3.24	37.9万$ (18.6%)
2023-09-15	$26,603	1030天	208.2万$	1,982.2%	20.82x	193.4%	-41.7%	4.64	141.1%	8.64x	44	43%	3.25	38.7万$ (18.6%)
2023-10-01	$27,033	1014天	208.2万$	1,982.2%	20.82x	198.4%	-41.7%	4.76	137.2%	8.78x	44	43%	3.25	38.7万$ (18.6%)
2023-10-15	$26,871	1000天	240.0万$	2,299.7%	24.00x	219.2%	-41.7%	5.26	138.7%	10.05x	42	45%	3.29	44.5万$ (18.5%)
2023-11-01	$34,430	983天	145.9万$	1,359.0%	14.59x	170.7%	-44.4%	3.85	86.3%	7.83x	39	44%	3.23	26.6万$ (18.2%)
2023-11-15	$35,408	969天	145.9万$	1,359.0%	14.59x	174.6%	-44.4%	3.93	81.1%	8.06x	39	44%	3.23	26.6万$ (18.2%)
2023-12-01	$38,030	953天	145.9万$	1,359.0%	14.59x	179.3%	-44.4%	4.04	68.6%	8.65x	39	44%	3.23	26.6万$ (18.2%)
2023-12-15	$42,814	939天	152.6万$	1,425.9%	15.26x	188.6%	-41.7%	4.53	49.8%	10.19x	37	43%	3.25	27.5万$ (18.0%)
2024-01-01	$42,370	922天	152.6万$	1,425.9%	15.26x	194.3%	-41.7%	4.66	51.4%	10.08x	37	43%	3.25	27.5万$ (18.0%)
2024-01-15	$42,572	908天	182.0万$	1,720.3%	18.20x	221.2%	-41.7%	5.31	50.6%	12.08x	35	46%	3.31	32.7万$ (17.9%)
2024-02-01	$41,998	891天	74.9万$	649.5%	7.49x	128.3%	-41.7%	3.08	52.7%	4.91x	34	44%	3.10	13.2万$ (17.7%)
2024-02-15	$52,380	877天	73.2万$	632.3%	7.32x	129.1%	-41.7%	3.10	22.4%	5.98x	33	45%	3.14	12.9万$ (17.6%)
2024-03-01	$61,183	862天	20.1万$	101.3%	2.01x	34.5%	-56.5%	0.61	4.8%	1.92x	46	28%	2.01	3.7万$ (18.6%)
2024-03-15	$68,266	848天	26.7万$	166.9%	2.67x	52.6%	-41.7%	1.26	-6.1%	2.84x	44	32%	2.36	4.4万$ (16.6%)
2024-04-01	$70,650	831天	26.9万$	168.9%	2.69x	54.5%	-41.7%	1.31	-9.2%	2.96x	42	33%	2.38	4.5万$ (16.6%)
2024-04-15	$65,108	817天	30.2万$	202.4%	3.02x	64.0%	-41.7%	1.54	-1.5%	3.07x	40	35%	2.55	5.0万$ (16.4%)
2024-05-01	$60,214	801天	30.4万$	204.2%	3.04x	66.1%	-41.7%	1.59	6.5%	2.86x	40	35%	2.56	5.0万$ (16.4%)
2024-05-15	$61,923	787天	30.9万$	208.7%	3.09x	68.7%	-41.7%	1.65	3.6%	2.98x	40	33%	2.58	5.1万$ (16.4%)
2024-06-01	$67,750	770天	34.6万$	246.0%	3.46x	80.2%	-41.7%	1.92	-5.3%	3.65x	38	32%	2.75	5.6万$ (16.1%)
2024-06-15	$66,266	756天	37.0万$	270.1%	3.70x	88.2%	-41.7%	2.12	-3.2%	3.82x	35	37%	2.85	5.9万$ (15.9%)
2024-07-01	$63,416	740天	36.9万$	269.3%	3.69x	90.6%	-41.7%	2.17	1.1%	3.65x	34	35%	2.85	5.9万$ (15.9%)
2024-07-15	$62,617	726天	37.8万$	277.6%	3.78x	95.1%	-41.7%	2.28	2.4%	3.69x	34	35%	2.88	6.0万$ (15.9%)
2024-08-01	$63,913	709天	38.2万$	281.6%	3.82x	99.3%	-41.7%	2.38	0.3%	3.80x	33	36%	2.87	5.9万$ (15.5%)
2024-08-15	$58,420	695天	38.8万$	287.7%	3.88x	103.8%	-41.7%	2.49	9.8%	3.53x	31	39%	2.90	6.0万$ (15.5%)
2024-09-01	$58,502	678天	44.3万$	343.2%	4.43x	123.0%	-41.7%	2.95	9.6%	4.04x	30	40%	3.10	6.8万$ (15.4%)
2024-09-15	$60,130	664天	44.3万$	342.9%	4.43x	126.7%	-41.7%	3.04	6.7%	4.15x	30	40%	3.10	6.8万$ (15.4%)
2024-10-01	$63,707	648天	44.3万$	342.9%	4.43x	131.3%	-41.7%	3.15	0.7%	4.40x	30	40%	3.10	6.8万$ (15.4%)
2024-10-15	$65,382	634天	15.8万$	57.7%	1.58x	30.0%	-41.7%	0.72	-1.9%	1.61x	36	31%	1.85	2.6万$ (16.6%)
2024-11-01	$69,398	617天	17.7万$	77.4%	1.77x	40.4%	-41.7%	0.97	-7.6%	1.92x	35	31%	2.07	2.8万$ (16.1%)
2024-11-15	$88,253	603天	16.0万$	59.8%	1.60x	32.8%	-41.7%	0.79	-27.3%	2.20x	30	33%	2.02	1.8万$ (11.1%)
2024-12-01	$96,404	587天	16.0万$	59.8%	1.60x	33.8%	-41.7%	0.81	-33.5%	2.40x	30	33%	2.02	1.8万$ (11.1%)
2024-12-15	$101,700	573天	16.0万$	59.8%	1.60x	34.8%	-41.7%	0.83	-36.9%	2.53x	30	33%	2.02	1.8万$ (11.1%)
2025-01-01	$93,810	556天	16.1万$	60.5%	1.61x	36.4%	-41.7%	0.87	-31.6%	2.35x	29	34%	2.04	1.8万$ (11.1%)
2025-01-15	$97,289	542天	16.2万$	61.9%	1.62x	38.4%	-41.7%	0.92	-34.1%	2.46x	28	36%	2.06	1.8万$ (11.1%)
2025-02-01	$102,204	525天	17.1万$	71.3%	1.71x	45.4%	-41.7%	1.09	-37.3%	2.73x	26	38%	2.20	1.8万$ (10.7%)
2025-02-15	$97,619	511天	17.3万$	72.7%	1.73x	47.8%	-41.7%	1.15	-34.3%	2.63x	25	40%	2.22	1.9万$ (10.7%)
2025-03-01	$85,279	497天	17.0万$	70.1%	1.70x	47.7%	-41.7%	1.15	-24.8%	2.26x	24	38%	2.21	1.8万$ (10.8%)
2025-03-15	$84,440	483天	17.0万$	69.8%	1.70x	49.2%	-41.7%	1.18	-24.0%	2.24x	24	38%	2.20	1.8万$ (10.8%)
2025-04-01	$82,930	466天	17.2万$	71.9%	1.72x	52.9%	-41.7%	1.27	-22.7%	2.22x	23	39%	2.24	1.8万$ (10.8%)
2025-04-15	$85,352	452天	17.4万$	74.0%	1.74x	56.5%	-41.7%	1.36	-24.9%	2.32x	22	41%	2.28	1.9万$ (10.8%)
2025-05-01	$94,738	436天	14.8万$	48.3%	1.48x	39.1%	-41.7%	0.94	-32.3%	2.19x	23	43%	2.12	1.7万$ (11.1%)
2025-05-15	$102,706	422天	9.7万$	-3.3%	0.97x	-2.9%	-41.7%	-0.07	-37.6%	1.55x	21	38%	1.08	0.7万$ (7.2%)
2025-06-01	$104,336	405天	10.6万$	6.3%	1.06x	5.7%	-41.7%	0.14	-38.5%	1.73x	20	40%	1.34	0.7万$ (6.6%)
2025-06-15	$105,426	391天	10.7万$	7.1%	1.07x	6.6%	-41.7%	0.16	-39.2%	1.76x	19	42%	1.36	0.7万$ (6.6%)
2025-07-01	$107,149	375天	10.8万$	8.2%	1.08x	8.0%	-41.7%	0.19	-40.1%	1.81x	18	44%	1.40	0.7万$ (6.5%)
2025-07-15	$117,209	361天	11.0万$	9.6%	1.10x	9.7%	-41.7%	0.23	-45.3%	2.00x	15	47%	1.52	0.5万$ (4.2%)
2025-08-01	$115,596	344天	11.0万$	9.6%	1.10x	10.2%	-41.7%	0.24	-44.5%	1.97x	15	47%	1.52	0.5万$ (4.2%)
2025-08-15	$118,918	330天	11.0万$	10.0%	1.10x	11.1%	-41.7%	0.27	-46.1%	2.04x	14	50%	1.54	0.5万$ (4.2%)
2025-09-01	$107,619	313天	10.9万$	8.9%	1.09x	10.4%	-41.7%	0.25	-40.4%	1.83x	13	46%	1.51	0.5万$ (4.4%)
2025-09-15	$115,388	299天	10.9万$	8.9%	1.09x	11.0%	-41.7%	0.26	-44.4%	1.96x	13	46%	1.51	0.5万$ (4.4%)
2025-10-01	$114,136	283天	11.0万$	9.7%	1.10x	12.7%	-41.7%	0.30	-43.8%	1.95x	12	50%	1.56	0.5万$ (4.4%)
2025-10-15	$111,979	269天	10.4万$	3.9%	1.04x	5.3%	-24.6%	0.22	-42.7%	1.81x	9	44%	1.22	0.1万$ (1.3%)
2025-11-01	$110,195	252天	10.4万$	3.9%	1.04x	5.7%	-24.6%	0.23	-41.8%	1.79x	9	44%	1.22	0.1万$ (1.3%)
2025-11-15	$96,389	238天	9.7万$	-3.3%	0.97x	-5.0%	-24.1%	-0.21	-33.5%	1.45x	9	33%	0.92	0.1万$ (1.5%)
2025-12-01	$86,319	222天	8.9万$	-11.1%	0.89x	-17.5%	-27.1%	-0.65	-25.7%	1.20x	8	38%	0.62	0.2万$ (1.7%)
2025-12-15	$89,240	208天	8.9万$	-11.1%	0.89x	-18.6%	-27.1%	-0.68	-28.1%	1.24x	8	38%	0.62	0.2万$ (1.7%)
2026-01-01	$87,825	191天	9.6万$	-4.0%	0.96x	-7.6%	-24.1%	-0.31	-27.0%	1.31x	7	43%	0.90	0.2万$ (1.6%)
2026-01-15	$95,943	177天	13.2万$	32.0%	1.32x	77.4%	-24.1%	3.21	-33.2%	1.98x	4	75%	8.98	0.0万$ (0.4%)
2026-02-01	$78,826	160天	11.6万$	16.1%	1.16x	40.5%	-24.1%	1.68	-18.6%	1.43x	4	75%	5.63	0.1万$ (0.4%)
2026-02-15	$69,926	146天	11.5万$	15.5%	1.15x	43.2%	-24.1%	1.80	-8.3%	1.26x	3	67%	5.49	0.1万$ (0.4%)
2026-03-01	$67,475	132天	11.5万$	15.5%	1.15x	48.8%	-24.1%	2.03	-5.0%	1.21x	3	67%	5.49	0.1万$ (0.4%)
2026-03-15	$71,315	118天	11.5万$	15.5%	1.15x	56.0%	-24.1%	2.33	-10.1%	1.28x	3	67%	5.49	0.1万$ (0.4%)
2026-04-01	$68,134	101天	11.5万$	15.5%	1.15x	68.1%	-24.1%	2.83	-5.9%	1.23x	3	67%	5.49	0.1万$ (0.4%)
2026-04-15	$74,297	87天	10.0万$	0.0%	1.00x	-0.2%	-9.9%	-0.02	-13.7%	1.16x	2	50%	1.01	0.0万$ (0.1%)
2026-05-01	$77,083	71天	11.1万$	10.9%	1.11x	69.9%	-2.7%	25.50	-16.8%	1.33x	1	100%	∞	0.0万$ (-0.2%)
2026-05-15	$81,023	57天	11.1万$	10.9%	1.11x	93.5%	-2.7%	34.10	-20.8%	1.40x	1	100%	∞	0.0万$ (-0.2%)
2026-06-01	$73,731	40天	10.6万$	6.1%	1.06x	71.9%	-3.3%	21.51	-13.0%	1.22x	1	100%	∞	0.0万$ (-0.1%)
2026-06-15	$65,895	26天	10.0万$	0.0%	1.00x	0.0%	0.0%	0.00	-2.7%	1.03x	0	0%	∞	0.0万$ (0.0%)
2026-07-01	$59,170	10天	10.0万$	0.0%	1.00x	0.0%	0.0%	0.00	8.4%	0.92x	0	0%	∞	0.0万$ (0.0%)