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_20251111_151520
46 multin1_real0_overnight_中性 99.03 138.72 69.73 159.87 69.73 17.73 -23.82 -17.13 -28.49
48 multin_zz1000_61003_overnight_pv_rm_blc 98.93 138.62 69.63 159.77 69.63 17.63 -23.92 -17.23 -28.59
49 multin1_real1_overnight 98.93 138.62 69.63 159.77 69.63 17.63 -23.92 -17.23 -28.59
66 multin_zz1000_61002_overnight_pv_rm_blc 95.73 135.41 66.42 156.57 66.42 14.43 -27.13 -20.44 -31.79
67 multin_zz1000_61004_overnight_pv_rm_blc 95.73 135.41 66.42 156.57 66.42 14.43 -27.13 -20.44 -31.79
69 multin_zz1000_61003_overnight_pv_rm_blc2 94.44 134.13 65.14 155.28 65.14 13.14 -28.41 -21.72 -33.08
72 multin_zz1000_61004_overnight_pv_rm_blc2 93.67 133.35 64.36 154.51 64.36 12.37 -29.19 -22.50 -33.85
93 multin_zz1000_61001_overnight_pv_rm_blc 88.69 128.38 59.38 149.53 59.38 7.39 -34.16 -27.47 -38.83
98 multin1_real0_overnight 87.60 127.29 58.30 148.44 58.30 6.31 -35.25 -28.56 -39.92
171 multin1_real2_overnight 71.24 110.93 41.94 132.08 41.94 -10.06 -51.61 -44.92 -56.28
172 multin_zz1000_61003_overnight_pv_rm_fnd_blc 71.24 110.93 41.94 132.08 41.94 -10.06 -51.61 -44.92 -56.28
177 multin_zz1000_61003_overnight_pv_rm_fnd 69.86 109.55 40.56 130.70 40.56 -11.44 -52.99 -46.30 -57.66
197 multin_zz1000_61003_overnight_pv_rm_fnd_blc2 66.13 105.82 36.83 126.97 36.83 -15.17 -56.72 -50.03 -61.39
204 multin_zz1000_61002_overnight_pv_rm_fnd_blc 65.44 105.13 36.14 126.28 36.14 -15.86 -57.41 -50.72 -62.08
205 multin_zz1000_61004_overnight_pv_rm_fnd_blc 65.44 105.13 36.14 126.28 36.14 -15.86 -57.41 -50.72 -62.08
218 multin_zz1000_61004_overnight_pv_rm_fnd 63.68 103.37 34.38 124.52 34.38 -17.61 -59.17 -52.48 -63.84
219 multin_zz1000_61002_overnight_pv_rm_fnd 63.68 103.37 34.38 124.52 34.38 -17.61 -59.17 -52.48 -63.84
237 multin_zz1000_61001_overnight_pv_rm_fnd_blc 61.30 100.99 32.00 122.14 32.00 -19.99 -61.55 -54.86 -66.22
238 multin_zz1000_61004_overnight_pv_rm_fnd_blc2 61.12 100.81 31.81 121.96 31.82 -20.18 -61.73 -55.04 -66.40
250 multin_zz1000_61001_overnight_pv_rm_fnd 59.51 99.20 30.21 120.35 30.21 -21.78 -63.34 -56.65 -68.01