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_20250804_151520
0 multin1_real0_中性 47.53 72.61 151.01 113.65 151.01 2.06 15.54 38.04 45.09
1 mx_tenacity 47.53 72.61 151.01 113.65 151.01 2.06 15.54 38.04 45.09
2 mx_opt_zz1000_pv_z_v10_stable_4 35.39 60.47 138.87 101.51 138.87 -10.08 3.40 25.90 32.95
3 mx_opt3_usual_1000_v1 7.04 32.12 110.51 73.16 110.51 -38.43 -24.95 -2.45 4.60
4 multin1_real1_rm_bjs_keep1k 6.72 31.80 110.19 72.84 110.19 -38.75 -25.27 -2.77 4.28
5 multin1_real1_rm_bjs 4.36 29.43 107.83 70.47 107.83 -41.12 -27.64 -5.14 1.91
6 multin1_real0 4.36 29.43 107.83 70.47 107.83 -41.12 -27.64 -5.14 1.91
7 mx_opt3_usual_1000_v2 4.16 29.23 107.63 70.27 107.63 -41.32 -27.84 -5.34 1.71
8 mx_opt1_absdef_1000_v2 3.66 28.73 107.13 69.77 107.13 -41.82 -28.34 -5.84 1.21
9 multin_zz500_21001_tp200 -3.10 21.97 100.37 63.01 100.37 -48.58 -35.10 -12.60 -5.55
10 mx_opt_zz1000_pv_z_v12_stable_4 -7.06 18.01 96.41 59.05 96.41 -52.54 -39.06 -16.56 -9.51
11 multin1_real1_keep_bjs_keep1k -9.06 16.02 94.42 57.06 94.42 -54.53 -41.05 -18.55 -11.50
12 multin1_real1 -10.11 14.97 93.37 56.01 93.36 -55.58 -42.10 -19.60 -12.55
13 multin_zz1000_61008_multistrategy_baseline -10.11 14.97 93.37 56.01 93.36 -55.58 -42.10 -19.60 -12.55
14 multin_zz1000_61007_mix6 -15.49 9.59 87.99 50.63 87.99 -60.96 -47.48 -24.98 -17.93
15 multin1_real2 -18.42 6.66 85.06 47.70 85.06 -63.89 -50.41 -27.91 -20.86
16 mx_opt_zz1000_pv_z_v13_stable_4 -22.38 2.69 81.09 43.73 81.09 -67.86 -54.37 -31.88 -24.83
17 mx_opt_zz1000_pv_z_v11_stable_4 -22.42 2.66 81.06 43.70 81.05 -67.89 -54.41 -31.91 -24.86
18 multin1_real1_keep_bjs_keep500 -24.86 0.22 78.62 41.26 78.62 -70.33 -56.85 -34.35 -27.30
19 multin_zz1000_61006_halfhalf_stable4 -46.26 -21.18 57.22 19.86 57.22 -91.73 -78.25 -55.75 -48.70
20 mx_opt1_absdef_50_v2 -48.61 -23.53 54.87 17.51 54.87 -94.08 -80.60 -58.10 -51.05
21 multin1_real3 -56.63 -31.55 46.85 9.49 46.85 -102.10 -88.62 -66.12 -59.07
22 mx_opt1_absdef_300_v2 -66.34 -41.27 37.13 -0.23 37.13 -111.82 -98.34 -75.84 -68.79
23 mx_opt_hs300_stable_4 -82.40 -57.33 21.07 -16.29 21.07 -127.88 -114.40 -91.90 -84.85