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_20251231_151647
0 mx_tenacity 51.80 43.03 53.18 95.89 53.18 16.97 21.96 78.92 65.65
1 multin1_real1_rm_bjs 40.93 32.16 42.31 85.02 42.31 6.11 11.09 68.05 54.78
2 multin1_real1_rm_bjs_keep1k 39.96 31.19 41.34 84.05 41.34 5.13 10.12 67.08 53.81
3 multin1_real1 36.39 27.61 37.77 80.48 37.76 1.56 6.54 63.51 50.24
4 multin1_real1_keep_bjs_keep1k 36.33 27.56 37.71 80.42 37.71 1.50 6.49 63.45 50.18
5 multin1_real1_keep_bjs_keep500 33.18 24.41 34.56 77.27 34.56 -1.64 3.34 60.30 47.03
6 multin1_real1_rzrq_keep_bjs 30.63 21.86 32.01 74.72 32.01 -4.20 0.79 57.75 44.48
7 multin1_real2 26.81 18.04 28.19 70.90 28.19 -8.02 -3.03 53.93 40.66
8 mx_opt_zz1000_pv_z_v12_stable_4 24.20 15.43 25.58 68.29 25.58 -10.62 -5.64 51.32 38.05
9 mx_opt3_usual_1000_v1 22.23 13.46 23.61 66.32 23.61 -12.60 -7.61 49.35 36.08
10 multin1_real0 20.67 11.90 22.05 64.76 22.04 -14.16 -9.18 47.79 34.52
11 multin1_real0_中性 20.67 11.90 22.05 64.76 22.04 -14.16 -9.18 47.79 34.52
12 mx_opt3_usual_1000_v2 20.00 11.23 21.38 64.09 21.38 -14.83 -9.84 47.12 33.85
13 mx_opt_zz1000_pv_z_v10_stable_4 19.56 10.78 20.94 63.65 20.93 -15.27 -10.29 46.68 33.41
14 multin_zz1000_61006_halfhalf_stable4 12.53 3.76 13.91 56.62 13.91 -22.30 -17.31 39.65 26.38
15 multin_zz500_21001_tp200 9.72 0.95 11.10 53.81 11.10 -25.11 -20.12 36.84 23.57
16 multin1_real3 8.79 0.02 10.17 52.88 10.17 -26.04 -21.05 35.91 22.64
17 mx_opt_zz1000_pv_z_v12_aggressive_stable_4 8.73 -0.05 10.11 52.82 10.10 -26.10 -21.12 35.85 22.58
18 multin_zz1000_61007_mix6 3.84 -4.93 5.22 47.93 5.22 -30.99 -26.00 30.96 17.69
19 mx_opt_zz1000_pv_z_v11_stable_4 -0.24 -9.01 1.14 43.85 1.14 -35.07 -30.08 26.88 13.61
20 mx_opt1_absdef_1000_v2 -5.06 -13.83 -3.68 39.03 -3.68 -39.89 -34.90 22.06 8.79
21 mx_opt1_absdef_50_v2 -11.15 -19.92 -9.77 32.94 -9.77 -45.97 -40.99 15.97 2.70
22 mx_opt_hs300_stable_4 -11.39 -20.16 -10.01 32.70 -10.01 -46.22 -41.23 15.73 2.46
23 mx_opt_zz1000_pv_z_v13_stable_4 -16.65 -25.43 -15.28 27.44 -15.28 -51.48 -46.50 10.46 -2.80
24 mx_opt1_absdef_300_v2 -40.40 -49.17 -39.02 3.69 -39.03 -75.23 -70.25 -13.28 -26.55
25 multin_zz1000_61008_multistrategy_baseline -40.40 -49.17 -39.02 3.69 -39.03 -75.23 -70.25 -13.28 -26.55