strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_wind_micro_bp alpha_ths_micro_bp alpha_bot_bp
key_20250617_151818
0 multin_zz500_21001_tp200 39.59 58.52 27.84 36.30 27.84 55.25 69.66 113.11 67.22
1 mx_opt_zz1000_pv_z_v11_stable_4 28.22 47.15 16.47 24.93 16.47 43.88 58.29 101.74 55.85
2 mx_opt_zz1000_pv_z_v13_stable_4 26.08 45.01 14.33 22.80 14.33 41.74 56.16 99.60 53.71
3 multin1_real0_中性 19.02 37.94 7.26 15.73 7.26 34.67 49.09 92.53 46.65
4 multin1_real0 19.02 37.94 7.26 15.73 7.26 34.67 49.09 92.53 46.65
5 multin1_real3 13.03 31.95 1.27 9.74 1.27 28.68 43.10 86.54 40.66
6 multin_zz1000_61007_mix6 12.50 31.43 0.75 9.22 0.75 28.16 42.58 86.02 40.13
7 multin1_real2 12.16 31.09 0.41 8.88 0.41 27.82 42.24 85.68 39.79
8 mx_opt_hs300_stable_4 11.49 30.41 -0.26 8.20 -0.27 27.14 41.56 85.01 39.12
9 mx_opt1_absdef_1000_v2 10.12 29.04 -1.64 6.83 -1.64 25.77 40.19 83.63 37.75
10 mx_opt_zz1000_pv_z_v10_stable_4 9.81 28.74 -1.94 6.52 -1.94 25.47 39.88 83.33 37.44
11 multin1_real1_rm_bjs_keep1k 8.86 27.79 -2.89 5.58 -2.89 24.52 38.94 82.38 36.49
12 multin_zz1000_61006_halfhalf_stable4 8.67 27.59 -3.09 5.38 -3.09 24.32 38.74 82.18 36.30
13 multin1_real1_rm_bjs 8.60 27.53 -3.15 5.31 -3.15 24.26 38.67 82.12 36.23
14 multin1_real1_rzrq_keep_bjs 7.26 26.18 -4.50 3.97 -4.50 22.91 37.33 80.77 34.89
15 mx_opt1_absdef_300_v2 6.92 25.84 -4.83 3.63 -4.83 22.57 36.99 80.44 34.55
16 multin1_real1_keep_bjs_keep500 6.57 25.50 -5.18 3.28 -5.18 22.23 36.64 80.09 34.20
17 multin1_real1 5.85 24.77 -5.91 2.56 -5.91 21.50 35.92 79.36 33.48
18 multin1_real1_keep_bjs_keep1k 5.78 24.71 -5.97 2.50 -5.97 21.44 35.86 79.30 33.41
19 multin_zz1000_61008_multistrategy_baseline 3.97 22.90 -7.78 0.68 -7.78 19.63 34.04 77.49 31.60
20 mx_opt3_usual_1000_v2 3.81 22.73 -7.95 0.52 -7.95 19.46 33.88 77.32 31.44
21 mx_opt1_absdef_50_v2 3.51 22.43 -8.24 0.22 -8.25 19.16 33.58 77.03 31.14
22 mx_opt3_usual_1000_v1 -0.88 18.04 -12.64 -4.17 -12.64 14.77 29.19 72.63 26.75
23 mx_opt_zz1000_pv_z_v12_stable_4 -1.87 17.06 -13.62 -5.16 -13.62 13.79 28.20 71.65 25.76
24 mx_tenacity -18.75 0.17 -30.51 -22.04 -30.51 -3.10 11.32 54.76 8.88