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
overnight_20251028_151522
29 multin1_real0_overnight 40.85 73.34 22.12 74.97 22.12 -4.35 22.16 113.15 106.28
37 multin1_real0_overnight_中性 36.47 68.97 17.74 70.60 17.74 -8.72 17.78 108.77 101.90
38 multin_zz1000_61003_overnight_pv_rm_blc 36.40 68.90 17.67 70.53 17.68 -8.79 17.71 108.70 101.83
39 multin1_real1_overnight 36.40 68.90 17.67 70.53 17.68 -8.79 17.71 108.70 101.83
59 multin_zz1000_61002_overnight_pv_rm_blc 32.53 65.02 13.80 66.65 13.80 -12.67 13.83 104.82 97.95
60 multin_zz1000_61004_overnight_pv_rm_blc 32.53 65.02 13.80 66.65 13.80 -12.67 13.83 104.82 97.95
61 multin_zz1000_61002_overnight_pv_rm_fnd_blc 32.43 64.92 13.70 66.55 13.70 -12.77 13.73 104.73 97.86
62 multin_zz1000_61004_overnight_pv_rm_fnd_blc 32.43 64.92 13.70 66.55 13.70 -12.77 13.73 104.73 97.86
71 multin_zz1000_61004_overnight_pv_rm_fnd 31.64 64.13 12.91 65.76 12.91 -13.56 12.94 103.93 97.06
72 multin_zz1000_61002_overnight_pv_rm_fnd 31.64 64.13 12.91 65.76 12.91 -13.56 12.94 103.93 97.06
79 multin_zz1000_61003_overnight_pv_rm_fnd_blc 31.03 63.53 12.30 65.16 12.30 -14.16 12.34 103.33 96.46
80 multin1_real2_overnight 31.03 63.53 12.30 65.16 12.30 -14.16 12.34 103.33 96.46
83 multin_zz1000_61004_overnight_pv_rm_fnd_blc2 30.53 63.02 11.80 64.65 11.80 -14.67 11.83 102.82 95.95
89 multin_zz1000_61001_overnight_pv_rm_fnd_blc 29.96 62.45 11.23 64.08 11.23 -15.24 11.27 102.26 95.39
92 multin_zz1000_61003_overnight_pv_rm_fnd 29.65 62.14 10.92 63.77 10.92 -15.55 10.95 101.94 95.07
93 multin_zz1000_61001_overnight_pv_rm_fnd 29.49 61.98 10.76 63.61 10.76 -15.71 10.80 101.79 94.92
96 multin_zz1000_61003_overnight_pv_rm_fnd_blc2 29.15 61.64 10.42 63.27 10.42 -16.05 10.45 101.44 94.57
102 multin_zz1000_61001_overnight_pv_rm_blc 28.66 61.16 9.93 62.79 9.94 -16.53 9.97 100.96 94.09
114 multin_zz1000_61003_overnight_pv_rm_blc2 27.61 60.10 8.88 61.73 8.88 -17.59 8.91 99.90 93.03
167 multin_zz1000_61004_overnight_pv_rm_blc2 23.32 55.81 4.59 57.44 4.59 -21.88 4.63 95.62 88.75