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_20250723_135549
0 mx_opt1_absdef_50_v2 40.94 24.04 54.65 15.11 54.65 70.15 76.13 16.18 18.15
1 mx_opt1_absdef_300_v2 23.73 6.83 37.44 -2.10 37.44 52.94 58.92 -1.03 0.94
2 mx_opt_zz1000_pv_z_v12_stable_4 19.16 2.26 32.88 -6.66 32.88 48.37 54.35 -5.60 -3.62
3 mx_opt_zz1000_pv_z_v11_stable_4 17.89 0.99 31.61 -7.94 31.61 47.10 53.08 -6.87 -4.89
4 multin1_real3 17.02 0.13 30.74 -8.80 30.74 46.24 52.22 -7.73 -5.76
5 mx_opt_zz1000_pv_z_v13_stable_4 13.07 -3.83 26.78 -12.76 26.78 42.28 48.26 -11.69 -9.72
6 multin1_real0_中性 11.42 -5.48 25.14 -14.40 25.14 40.63 46.61 -13.34 -11.36
7 multin_zz1000_61007_mix6 8.02 -8.88 21.74 -17.81 21.74 37.23 43.21 -16.74 -14.76
8 mx_tenacity 5.82 -11.08 19.54 -20.01 19.54 35.03 41.01 -18.94 -16.96
9 mx_opt3_usual_1000_v2 3.87 -13.03 17.59 -21.95 17.59 33.08 39.06 -20.89 -18.91
10 multin1_real0 3.02 -13.88 16.74 -22.80 16.74 32.24 38.22 -21.73 -19.76
11 mx_opt_hs300_stable_4 0.85 -16.04 14.57 -24.97 14.57 30.07 36.05 -23.90 -21.93
12 mx_opt1_absdef_1000_v2 -0.52 -17.42 13.20 -26.35 13.20 28.69 34.67 -25.28 -23.30
13 multin1_real2 -3.14 -20.04 10.58 -28.96 10.58 26.07 32.05 -27.90 -25.92
14 multin_zz1000_61006_halfhalf_stable4 -5.04 -21.94 8.68 -30.86 8.68 24.17 30.15 -29.80 -27.82
15 mx_opt3_usual_1000_v1 -6.24 -23.14 7.48 -32.07 7.48 22.97 28.95 -31.00 -29.02
16 multin1_real1_rm_bjs_keep1k -7.55 -24.45 6.17 -33.37 6.17 21.66 27.65 -32.30 -30.33
17 multin1_real1_keep_bjs_keep1k -10.43 -27.33 3.29 -36.26 3.29 18.78 24.76 -35.19 -33.21
18 multin_zz1000_61008_multistrategy_baseline -10.94 -27.84 2.78 -36.77 2.78 18.27 24.25 -35.70 -33.72
19 multin1_real1 -10.94 -27.84 2.78 -36.77 2.78 18.27 24.25 -35.70 -33.72
20 multin1_real1_rm_bjs -10.98 -27.88 2.73 -36.81 2.73 18.23 24.21 -35.74 -33.77
21 multin1_real1_keep_bjs_keep500 -11.05 -27.95 2.67 -36.88 2.67 18.16 24.14 -35.81 -33.83
22 mx_opt_zz1000_pv_z_v10_stable_4 -14.88 -31.77 -1.16 -40.70 -1.16 14.34 20.32 -39.63 -37.66
23 multin1_real1_rzrq_keep_bjs -18.66 -35.56 -4.94 -44.48 -4.94 10.55 16.53 -43.42 -41.44
24 multin_zz500_21001_tp200 -27.93 -44.83 -14.21 -53.76 -14.21 1.28 7.26 -52.69 -50.71