智枢 Core — 本地回测报告

金额单位：下文表格与 KPI 中的「万」均指美元计价（四舍五入取整万；1万 = 10,000 USD）。为减少窄屏换行，数字旁不写 $。本测试报告的回测参数为：2018年初10万 USDT 入场，购买 BTC 并持有与采用本量化策略的最终权益对比。
回撤口径：顶栏「最大回撤」为全样本内相对历史最高权益的最深跌幅；逐年表「当年最大回撤 / MDD前高→谷底」仅使用该自然年内的权益子序列（滚动前高自该年首根 4H 起算）。因此可能出现「历史高点在 2025、最深谷底在 2026」——全样本权益下跌额会大于某一年的格内「前高→谷底」差，属正常。

权益曲线 vs BTC Buy & Hold

逐年统计

策略列：该自然年权益子序列的滚动前高自该年首根4H起算；年内权益高/低为全年极值（每根4H权益的 max/min）。MDD前高→谷底为「当年最大回撤」对应的那次前高与谷底（与极值组合不同）。BTC 列：年最大回撤率用收盘价路径；MDD 价高→价低为该回撤对应的前高与谷底价；年高/年低为 4H high/low 年内最值；「振幅」= (年高−年低)/年低×100%。日期为北京。金额单位与全样本/逐年 MDD 区别见页首说明。

底仓/加仓利润贡献分层统计

年	策略收益	BTC收益	策略权益	交易	策略回撤	策略谷底/修复	BTC回撤	BTC谷底/修复	BTC高低/振幅
2018	+0.9%	-72.4%	10万 15万 / 10万	2 / 1	-33.5% 15万 → 10万	2018-10-19 年末未回前高	-81.4% 2万 → 0万	2018-12-15 年末未回前高	2万 / 0万 444.2%
2019	+267.7%	+94.7%	37万 46万 / 8万	12 / 7	-42.6% 23万 → 13万	2019-05-09 4 天	-52.6% 1万 → 1万	2019-12-18 年末未回前高	1万 / 0万 317.0%
2020	+865.8%	+300.9%	358万 393万 / 28万	22 / 14	-36.0% 125万 → 80万	2020-10-12 9 天	-56.2% 1万 → 0万	2020-03-16 133 天	3万 / 0万 711.1%
2021	+53.8%	+57.7%	551万 634万 / 360万	12 / 8	-15.6% 509万 → 429万	2021-07-27 4 天	-54.2% 6万 → 3万	2021-07-20 92 天	7万 / 3万 148.9%
2022	+0.0%	-64.7%	551万 551万 / 551万	0 / 0	0.0% —	— —	-67.2% 5万 → 2万	2022-11-22 年末未回前高	5万 / 2万 212.1%
2023	+571.3%	+156.0%	3701万 4552万 / 525万	22 / 11	-36.8% 2776万 → 1755万	2023-06-21 142 天	-21.3% 3万 → 2万	2023-03-10 4 天	4万 / 2万 171.6%
2024	+256.2%	+120.8%	13185万 14543万 / 2566万	12 / 5	-45.8% 14157万 → 7672万	2024-10-14 52 天	-30.1% 7万 → 5万	2024-08-05 93 天	11万 / 4万 181.1%
2025	+103.7%	-6.6%	26854万 37373万 / 12438万	13 / 4	-28.3% 35655万 → 25571万	2025-10-01 4 天	-34.4% 13万 → 8万	2025-11-21 年末未回前高	13万 / 7万 69.5%
2026	-27.3%	-26.6%	19531万 27342万 / 18975万	7 / 1	-30.6% 27342万 → 18975万	2026-04-15 年末未回前高	-38.0% 10万 → 6万	2026-06-06 年末未回前高	10万 / 6万 65.8%

按层级拆分已实现平仓净盈亏。平仓 / partial_close 按各层名义价值（entry×size）比例分配；贡献占比 = 该层 PnL ÷ 四层 |PnL| 之和（含空头层）。不含资金费。

层	平仓次数	净盈亏（万 USD）	贡献占比
底仓 BASE	52	+27520万	92.8%
加仓 P_ADD	28	+340万	1.1%
加仓 P_T2	13	-1789万	-6.0%
空仓 SHORT_BASE	0	0万	0.0%

⚠️ 本表为会计归因（固定路径，FIFO 分摊）。各层的 net_pnl_pct 反映"在已发生路径上该批次赚亏了多少"，不可直接推断"关闭某层"的干预效果——整层拆除会改变系统路径，结构交互效应需用回测反事实（如 pt2_off 对照）独立验证。

做多底仓 vs 加仓对比

交易记录

公开版已隐藏策略参数、触发细节与分层说明，仅保留结果与基础交易统计。

类型	次数	贡献占比
多仓底仓 BASE	52	92.8%
多仓加仓 ADD (P_ADD+P_T2)	41	-4.9%
空仓 SHORT_BASE	0	0.0%

月度入场回报（2018-01 至今，每月 1 日入场，初始 $100K）

共 112/140 月盈利 | 平均CAGR 85.0% | 平均MDD -45.6% | 平均超额 37.85x

入场日期	入场BTC价	持续	最终权益	总收益%	倍数	CAGR	最大回撤	卡马比	BTC B&H	超额	笔数	胜率	盈利因子	费用(占比)
2018-01-01	$13,410	3090天	19,530.9万$	195,209.0%	1,953.09x	144.9%	-49.2%	2.94	380.8%	406.23x	102	50%	2.40	7,860.4万$ (40.2%)
2018-02-01	$10,070	3059天	19,530.9万$	195,209.0%	1,953.09x	147.1%	-49.2%	2.99	540.3%	305.05x	102	50%	2.40	7,860.4万$ (40.2%)
2018-03-01	$10,356	3031天	19,530.9万$	195,209.0%	1,953.09x	149.2%	-49.2%	3.03	522.6%	313.72x	102	50%	2.40	7,860.4万$ (40.2%)
2018-04-01	$6,922	3000天	19,530.9万$	195,209.0%	1,953.09x	151.6%	-49.2%	3.08	831.4%	209.69x	102	50%	2.40	7,860.4万$ (40.2%)
2018-05-01	$8,938	2970天	19,530.9万$	195,209.0%	1,953.09x	153.9%	-49.2%	3.13	621.3%	270.76x	102	50%	2.40	7,860.4万$ (40.2%)
2018-06-01	$7,495	2939天	19,530.9万$	195,209.0%	1,953.09x	156.4%	-49.2%	3.18	760.2%	227.05x	102	50%	2.40	7,860.4万$ (40.2%)
2018-07-01	$6,345	2909天	19,530.9万$	195,209.0%	1,953.09x	158.9%	-49.2%	3.23	916.2%	192.20x	102	50%	2.40	7,860.4万$ (40.2%)
2018-08-01	$7,540	2878天	17,923.8万$	179,138.0%	1,792.38x	158.8%	-49.2%	3.23	755.1%	209.62x	101	50%	2.40	7,213.5万$ (40.2%)
2018-09-01	$7,067	2847天	17,923.8万$	179,138.0%	1,792.38x	161.5%	-49.2%	3.28	812.3%	196.46x	101	50%	2.40	7,213.5万$ (40.2%)
2018-10-01	$6,645	2817天	17,923.8万$	179,138.0%	1,792.38x	164.2%	-49.2%	3.33	870.3%	184.72x	101	50%	2.40	7,213.5万$ (40.2%)
2018-11-01	$6,363	2786天	19,352.8万$	193,428.0%	1,935.28x	169.7%	-49.2%	3.45	913.3%	190.99x	100	50%	2.40	7,788.6万$ (40.2%)
2018-12-01	$4,030	2756天	19,352.8万$	193,428.0%	1,935.28x	172.7%	-49.2%	3.51	1,499.7%	120.98x	100	50%	2.40	7,788.6万$ (40.2%)
2019-01-01	$3,693	2725天	19,352.8万$	193,428.0%	1,935.28x	175.8%	-49.2%	3.57	1,645.8%	110.86x	100	50%	2.40	7,788.6万$ (40.2%)
2019-02-01	$3,419	2694天	19,352.8万$	193,428.0%	1,935.28x	179.0%	-49.2%	3.64	1,786.0%	102.61x	100	50%	2.40	7,788.6万$ (40.2%)
2019-03-01	$3,825	2666天	19,352.8万$	193,428.0%	1,935.28x	182.0%	-49.2%	3.70	1,585.4%	114.83x	100	50%	2.40	7,788.6万$ (40.2%)
2019-04-01	$4,130	2635天	14,183.2万$	141,732.0%	1,418.32x	173.5%	-49.2%	3.52	1,461.1%	90.85x	98	49%	2.40	5,708.0万$ (40.2%)
2019-05-01	$5,349	2605天	19,472.1万$	194,621.0%	1,947.21x	189.2%	-49.2%	3.84	1,105.3%	161.55x	94	52%	2.40	7,836.6万$ (40.2%)
2019-06-01	$8,553	2574天	10,063.9万$	100,539.0%	1,006.39x	166.8%	-49.2%	3.39	653.8%	133.50x	91	51%	2.40	4,050.3万$ (40.2%)
2019-07-01	$11,143	2544天	4,562.0万$	45,519.9%	456.20x	140.9%	-49.2%	2.86	478.6%	78.85x	89	48%	2.40	1,836.0万$ (40.2%)
2019-08-01	$9,988	2513天	4,562.0万$	45,519.9%	456.20x	143.5%	-49.2%	2.92	545.5%	70.67x	89	48%	2.40	1,836.0万$ (40.2%)
2019-09-01	$9,623	2482天	4,562.0万$	45,519.9%	456.20x	146.2%	-49.2%	2.97	570.0%	68.09x	89	48%	2.40	1,836.0万$ (40.2%)
2019-10-01	$8,392	2452天	4,562.0万$	45,519.9%	456.20x	149.0%	-49.2%	3.03	668.2%	59.38x	89	48%	2.40	1,836.0万$ (40.2%)
2019-11-01	$9,074	2421天	4,701.1万$	46,910.6%	470.11x	153.0%	-49.2%	3.11	610.5%	66.16x	88	49%	2.40	1,892.0万$ (40.2%)
2019-12-01	$7,287	2391天	4,701.1万$	46,910.6%	470.11x	156.0%	-49.2%	3.17	784.8%	53.13x	88	49%	2.40	1,892.0万$ (40.2%)
2020-01-01	$7,222	2360天	4,701.1万$	46,910.6%	470.11x	159.2%	-49.2%	3.23	792.8%	52.66x	88	49%	2.40	1,892.0万$ (40.2%)
2020-02-01	$9,442	2329天	6,869.7万$	68,597.0%	686.97x	178.6%	-49.2%	3.63	582.9%	100.60x	84	51%	2.40	2,764.3万$ (40.2%)
2020-03-01	$8,628	2300天	6,869.7万$	68,597.0%	686.97x	182.2%	-49.2%	3.70	647.3%	91.93x	84	51%	2.40	2,764.3万$ (40.2%)
2020-04-01	$6,364	2269天	6,869.7万$	68,597.0%	686.97x	186.2%	-49.2%	3.78	913.1%	67.81x	84	51%	2.40	2,764.3万$ (40.2%)
2020-05-01	$8,681	2239天	4,256.2万$	42,461.6%	425.62x	168.5%	-49.2%	3.42	642.7%	57.30x	81	49%	2.40	1,712.6万$ (40.2%)
2020-06-01	$9,551	2208天	4,256.2万$	42,461.6%	425.62x	172.2%	-49.2%	3.50	575.1%	63.05x	81	49%	2.40	1,712.6万$ (40.2%)
2020-07-01	$9,139	2178天	4,256.2万$	42,461.6%	425.62x	176.0%	-49.2%	3.58	605.5%	60.33x	81	49%	2.40	1,712.6万$ (40.2%)
2020-08-01	$11,374	2147天	1,814.1万$	18,040.6%	181.41x	142.3%	-49.2%	2.89	466.8%	32.00x	75	47%	2.40	729.3万$ (40.2%)
2020-09-01	$11,699	2116天	2,159.2万$	21,492.0%	215.92x	152.9%	-49.2%	3.11	451.1%	39.18x	74	47%	2.40	868.0万$ (40.2%)
2020-10-01	$10,795	2086天	2,273.5万$	22,635.2%	227.35x	158.6%	-49.2%	3.22	497.2%	38.07x	73	48%	2.40	913.8万$ (40.2%)
2020-11-01	$13,680	2055天	742.6万$	7,326.4%	74.26x	115.0%	-49.2%	2.34	371.3%	15.76x	71	46%	2.39	298.4万$ (40.2%)
2020-12-01	$19,434	2025天	799.8万$	7,897.5%	79.98x	120.4%	-49.2%	2.45	231.8%	24.11x	69	46%	2.39	321.2万$ (40.2%)
2021-01-01	$29,302	1994天	413.5万$	4,035.4%	41.35x	97.8%	-49.2%	1.99	120.0%	18.79x	63	43%	2.38	165.9万$ (40.1%)
2021-02-01	$33,600	1963天	460.6万$	4,506.3%	46.06x	103.9%	-49.2%	2.11	91.9%	24.01x	62	42%	2.38	184.6万$ (40.1%)
2021-03-01	$46,352	1935天	397.1万$	3,871.4%	39.71x	100.4%	-49.2%	2.04	39.1%	28.55x	58	40%	2.38	158.7万$ (40.0%)
2021-04-01	$59,220	1904天	397.1万$	3,871.4%	39.71x	102.7%	-49.2%	2.09	8.9%	36.48x	58	40%	2.38	158.7万$ (40.0%)
2021-05-01	$58,207	1874天	432.6万$	4,225.9%	43.26x	108.4%	-49.2%	2.20	10.8%	39.05x	58	40%	2.38	172.7万$ (39.9%)
2021-06-01	$36,709	1843天	432.6万$	4,225.9%	43.26x	111.0%	-49.2%	2.25	75.6%	24.63x	58	40%	2.38	172.7万$ (39.9%)
2021-07-01	$34,120	1813天	432.6万$	4,225.9%	43.26x	113.6%	-49.2%	2.31	89.0%	22.89x	58	40%	2.38	172.7万$ (39.9%)
2021-08-01	$42,421	1782天	360.7万$	3,507.1%	36.07x	108.5%	-49.2%	2.20	52.0%	23.73x	56	39%	2.38	143.9万$ (39.9%)
2021-09-01	$47,087	1751天	360.7万$	3,507.1%	36.07x	111.3%	-49.2%	2.26	36.9%	26.34x	56	39%	2.38	143.9万$ (39.9%)
2021-10-01	$43,609	1721天	360.7万$	3,507.1%	36.07x	114.0%	-49.2%	2.32	47.8%	24.40x	56	39%	2.38	143.9万$ (39.9%)
2021-11-01	$59,935	1690天	354.2万$	3,442.3%	35.42x	116.2%	-49.2%	2.36	7.6%	32.93x	54	39%	2.38	141.1万$ (39.8%)
2021-12-01	$57,426	1660天	354.2万$	3,442.3%	35.42x	119.2%	-49.2%	2.42	12.3%	31.55x	54	39%	2.38	141.1万$ (39.8%)
2022-01-01	$46,790	1629天	354.2万$	3,442.3%	35.42x	122.5%	-49.2%	2.49	37.8%	25.71x	54	39%	2.38	141.1万$ (39.8%)
2022-02-01	$38,570	1598天	354.2万$	3,442.3%	35.42x	126.0%	-49.2%	2.56	67.2%	21.19x	54	39%	2.38	141.1万$ (39.8%)
2022-03-01	$43,141	1570天	354.2万$	3,442.3%	35.42x	129.3%	-49.2%	2.63	49.4%	23.70x	54	39%	2.38	141.1万$ (39.8%)
2022-04-01	$44,585	1539天	354.2万$	3,442.3%	35.42x	133.2%	-49.2%	2.71	44.6%	24.50x	54	39%	2.38	141.1万$ (39.8%)
2022-05-01	$38,021	1509天	354.2万$	3,442.3%	35.42x	137.2%	-49.2%	2.79	69.6%	20.89x	54	39%	2.38	141.1万$ (39.8%)
2022-06-01	$31,624	1478天	354.2万$	3,442.3%	35.42x	141.5%	-49.2%	2.87	103.9%	17.38x	54	39%	2.38	141.1万$ (39.8%)
2022-07-01	$19,720	1448天	354.2万$	3,442.3%	35.42x	145.9%	-49.2%	2.96	226.9%	10.83x	54	39%	2.38	141.1万$ (39.8%)
2022-08-01	$23,366	1417天	354.2万$	3,442.3%	35.42x	150.8%	-49.2%	3.06	175.9%	12.84x	54	39%	2.38	141.1万$ (39.8%)
2022-09-01	$20,017	1386天	354.2万$	3,442.3%	35.42x	156.1%	-49.2%	3.17	222.1%	11.00x	54	39%	2.38	141.1万$ (39.8%)
2022-10-01	$19,408	1356天	354.2万$	3,442.3%	35.42x	161.4%	-49.2%	3.28	232.2%	10.66x	54	39%	2.38	141.1万$ (39.8%)
2022-11-01	$20,471	1325天	354.2万$	3,442.3%	35.42x	167.4%	-49.2%	3.40	214.9%	11.25x	54	39%	2.38	141.1万$ (39.8%)
2022-12-01	$17,144	1295天	354.2万$	3,442.3%	35.42x	173.5%	-49.2%	3.53	276.1%	9.42x	54	39%	2.38	141.1万$ (39.8%)
2023-01-01	$16,529	1264天	354.2万$	3,442.3%	35.42x	180.4%	-49.2%	3.66	290.1%	9.08x	54	39%	2.38	141.1万$ (39.8%)
2023-02-01	$23,127	1233天	88.8万$	788.3%	8.88x	91.0%	-49.2%	1.85	178.8%	3.19x	47	34%	2.29	34.9万$ (39.3%)
2023-03-01	$23,432	1205天	110.3万$	1,002.8%	11.03x	107.0%	-49.2%	2.17	175.2%	4.01x	48	38%	2.32	43.4万$ (39.4%)
2023-04-01	$28,532	1174天	88.4万$	784.0%	8.84x	97.0%	-49.2%	1.97	126.0%	3.91x	44	34%	2.29	34.7万$ (39.2%)
2023-05-01	$28,546	1144天	111.1万$	1,011.1%	11.11x	115.7%	-49.2%	2.35	125.9%	4.92x	43	35%	2.33	43.6万$ (39.2%)
2023-05-15	$27,216	1130天	111.1万$	1,011.1%	11.11x	117.8%	-49.2%	2.39	136.9%	4.69x	43	35%	2.33	43.6万$ (39.2%)
2023-06-01	$26,769	1113天	111.1万$	1,011.1%	11.11x	120.4%	-49.2%	2.45	140.9%	4.61x	43	35%	2.33	43.6万$ (39.2%)
2023-06-15	$25,055	1099天	111.1万$	1,011.1%	11.11x	122.6%	-49.2%	2.49	157.3%	4.32x	43	35%	2.33	43.6万$ (39.2%)
2023-07-01	$30,391	1083天	81.2万$	712.4%	8.12x	102.7%	-49.2%	2.09	112.1%	3.83x	39	36%	2.29	31.3万$ (38.5%)
2023-07-15	$30,276	1069天	81.2万$	712.4%	8.12x	104.6%	-49.2%	2.12	113.0%	3.82x	39	36%	2.29	31.3万$ (38.5%)
2023-08-01	$28,820	1052天	81.2万$	712.4%	8.12x	107.0%	-49.2%	2.17	123.7%	3.63x	39	36%	2.29	31.3万$ (38.5%)
2023-08-15	$29,387	1038天	81.2万$	712.4%	8.12x	109.0%	-49.2%	2.21	119.4%	3.70x	39	36%	2.29	31.3万$ (38.5%)
2023-09-01	$26,072	1021天	81.2万$	712.4%	8.12x	111.6%	-49.2%	2.27	147.3%	3.29x	39	36%	2.29	31.3万$ (38.5%)
2023-09-15	$26,603	1007天	81.2万$	712.4%	8.12x	113.8%	-49.2%	2.31	142.4%	3.35x	39	36%	2.29	31.3万$ (38.5%)
2023-10-01	$27,033	991天	81.2万$	712.4%	8.12x	116.5%	-49.2%	2.37	138.5%	3.41x	39	36%	2.29	31.3万$ (38.5%)
2023-10-15	$26,871	977天	105.0万$	949.8%	10.50x	140.9%	-49.2%	2.86	139.9%	4.38x	38	37%	2.34	40.5万$ (38.6%)
2023-11-01	$34,430	960天	63.3万$	533.2%	6.33x	101.8%	-49.2%	2.07	87.3%	3.38x	34	35%	2.28	23.6万$ (37.3%)
2023-11-15	$35,408	946天	63.3万$	533.2%	6.33x	104.0%	-49.2%	2.11	82.1%	3.48x	34	35%	2.28	23.6万$ (37.3%)
2023-12-01	$38,030	930天	63.3万$	533.2%	6.33x	106.5%	-49.2%	2.16	69.5%	3.73x	34	35%	2.28	23.6万$ (37.3%)
2023-12-15	$42,814	916天	53.8万$	438.4%	5.38x	95.7%	-49.2%	1.94	50.6%	3.58x	32	31%	2.25	19.8万$ (36.8%)
2024-01-01	$42,370	899天	53.8万$	438.4%	5.38x	98.2%	-49.2%	1.99	52.2%	3.54x	32	31%	2.25	19.8万$ (36.8%)
2024-01-15	$42,572	885天	69.2万$	592.1%	6.92x	122.2%	-49.2%	2.48	51.4%	4.57x	30	33%	2.34	25.2万$ (36.5%)
2024-02-01	$41,998	868天	50.0万$	399.5%	5.00x	96.8%	-49.2%	1.97	53.5%	3.25x	32	31%	2.27	18.2万$ (36.5%)
2024-02-15	$52,380	854天	30.8万$	207.5%	3.08x	61.7%	-49.2%	1.25	23.1%	2.50x	31	32%	2.11	11.4万$ (37.2%)
2024-03-01	$61,183	839天	13.2万$	32.2%	1.32x	12.9%	-49.2%	0.26	5.4%	1.25x	28	25%	1.58	4.2万$ (31.7%)
2024-03-15	$68,266	825天	14.5万$	45.2%	1.45x	18.0%	-49.2%	0.36	-5.6%	1.54x	26	27%	1.67	4.3万$ (29.8%)
2024-04-01	$70,650	808天	14.5万$	45.2%	1.45x	18.4%	-49.2%	0.37	-8.7%	1.59x	26	27%	1.67	4.3万$ (29.8%)
2024-04-15	$65,108	794天	17.1万$	70.5%	1.71x	27.8%	-49.2%	0.57	-1.0%	1.72x	25	28%	1.87	5.0万$ (29.3%)
2024-05-01	$60,214	778天	17.1万$	70.5%	1.71x	28.5%	-49.2%	0.58	7.1%	1.59x	25	28%	1.87	5.0万$ (29.3%)
2024-05-15	$61,923	764天	17.1万$	70.5%	1.71x	29.1%	-49.2%	0.59	4.1%	1.64x	25	28%	1.87	5.0万$ (29.3%)
2024-06-01	$67,750	747天	16.6万$	65.8%	1.66x	28.1%	-49.2%	0.57	-4.8%	1.74x	25	28%	1.76	4.3万$ (25.9%)
2024-06-15	$66,266	733天	19.4万$	93.7%	1.94x	39.0%	-49.2%	0.79	-2.7%	1.99x	24	29%	1.94	4.9万$ (25.5%)
2024-07-01	$63,416	717天	19.4万$	93.7%	1.94x	40.0%	-49.2%	0.81	1.7%	1.90x	24	29%	1.94	4.9万$ (25.5%)
2024-07-15	$62,617	703天	19.4万$	93.7%	1.94x	41.0%	-49.2%	0.83	3.0%	1.88x	24	29%	1.94	4.9万$ (25.5%)
2024-08-01	$63,913	686天	22.9万$	129.3%	2.29x	55.6%	-49.2%	1.13	0.9%	2.27x	23	30%	2.12	5.9万$ (25.9%)
2024-08-15	$58,420	672天	22.9万$	129.3%	2.29x	57.0%	-49.2%	1.16	10.4%	2.08x	23	30%	2.12	5.9万$ (25.9%)
2024-09-01	$58,502	655天	25.4万$	154.2%	2.54x	68.3%	-49.2%	1.39	10.2%	2.31x	22	32%	2.24	6.5万$ (25.5%)
2024-09-15	$60,130	641天	25.4万$	154.2%	2.54x	70.2%	-49.2%	1.43	7.2%	2.37x	22	32%	2.24	6.5万$ (25.5%)
2024-10-01	$63,707	625天	25.4万$	154.2%	2.54x	72.5%	-49.2%	1.47	1.2%	2.51x	22	32%	2.24	6.5万$ (25.5%)
2024-10-15	$65,382	611天	16.6万$	65.7%	1.66x	35.3%	-49.2%	0.72	-1.4%	1.68x	22	27%	1.81	4.0万$ (23.9%)
2024-11-01	$69,398	594天	21.2万$	112.3%	2.12x	58.9%	-49.2%	1.20	-7.1%	2.28x	21	29%	2.10	5.0万$ (23.8%)
2024-11-15	$88,253	580天	14.8万$	48.1%	1.48x	28.1%	-49.2%	0.57	-26.9%	2.03x	20	25%	1.75	2.9万$ (19.6%)
2024-12-01	$96,404	564天	14.8万$	48.1%	1.48x	29.0%	-49.2%	0.59	-33.1%	2.21x	20	25%	1.75	2.9万$ (19.6%)
2024-12-15	$101,700	550天	14.8万$	48.1%	1.48x	29.8%	-49.2%	0.61	-36.6%	2.34x	20	25%	1.75	2.9万$ (19.6%)
2025-01-01	$93,810	533天	14.8万$	48.1%	1.48x	30.9%	-49.2%	0.63	-31.3%	2.16x	20	25%	1.75	2.9万$ (19.6%)
2025-01-15	$97,289	519天	14.8万$	48.1%	1.48x	31.9%	-49.2%	0.65	-33.7%	2.24x	20	25%	1.75	2.9万$ (19.6%)
2025-02-01	$102,204	502天	15.1万$	51.4%	1.51x	35.2%	-49.2%	0.72	-36.9%	2.40x	18	28%	1.77	2.9万$ (19.0%)
2025-02-15	$97,619	488天	15.1万$	51.4%	1.51x	36.4%	-49.2%	0.74	-34.0%	2.29x	18	28%	1.77	2.9万$ (19.0%)
2025-03-01	$85,279	474天	15.1万$	51.4%	1.51x	37.6%	-49.2%	0.76	-24.4%	2.00x	18	28%	1.77	2.9万$ (19.0%)
2025-03-15	$84,440	460天	15.1万$	51.4%	1.51x	39.0%	-49.2%	0.79	-23.6%	1.98x	18	28%	1.77	2.9万$ (19.0%)
2025-04-01	$82,930	443天	15.1万$	51.4%	1.51x	40.8%	-49.2%	0.83	-22.3%	1.95x	18	28%	1.77	2.9万$ (19.0%)
2025-04-15	$85,352	429天	15.1万$	51.4%	1.51x	42.3%	-49.2%	0.86	-24.5%	2.00x	18	28%	1.77	2.9万$ (19.0%)
2025-05-01	$94,738	413天	9.2万$	-7.6%	0.92x	-6.7%	-48.7%	-0.14	-31.9%	1.36x	15	27%	1.14	1.7万$ (18.2%)
2025-05-15	$102,706	399天	7.7万$	-22.8%	0.77x	-21.1%	-43.7%	-0.48	-37.2%	1.23x	13	23%	0.74	0.9万$ (11.8%)
2025-06-01	$104,336	382天	8.3万$	-16.6%	0.83x	-15.9%	-47.5%	-0.33	-38.2%	1.35x	13	23%	0.87	1.0万$ (12.1%)
2025-06-15	$105,426	368天	8.3万$	-16.6%	0.83x	-16.5%	-47.5%	-0.35	-38.8%	1.36x	13	23%	0.87	1.0万$ (12.1%)
2025-07-01	$107,149	352天	8.3万$	-16.6%	0.83x	-17.1%	-47.5%	-0.36	-39.8%	1.39x	13	23%	0.87	1.0万$ (12.1%)
2025-07-15	$117,209	338天	7.7万$	-22.8%	0.77x	-24.4%	-47.5%	-0.51	-45.0%	1.40x	10	20%	0.57	0.6万$ (8.3%)
2025-08-01	$115,596	321天	7.7万$	-22.8%	0.77x	-25.5%	-47.5%	-0.54	-44.2%	1.38x	10	20%	0.57	0.6万$ (8.3%)
2025-08-15	$118,918	307天	7.7万$	-22.8%	0.77x	-26.5%	-47.5%	-0.56	-45.8%	1.42x	10	20%	0.57	0.6万$ (8.3%)
2025-09-01	$107,619	290天	7.7万$	-22.8%	0.77x	-27.9%	-47.5%	-0.59	-40.1%	1.29x	10	20%	0.57	0.6万$ (8.3%)
2025-09-15	$115,388	276天	7.7万$	-22.8%	0.77x	-29.0%	-47.5%	-0.61	-44.1%	1.38x	10	20%	0.57	0.6万$ (8.3%)
2025-10-01	$114,136	260天	7.6万$	-23.6%	0.76x	-31.5%	-47.5%	-0.66	-43.5%	1.35x	10	20%	0.56	0.6万$ (8.4%)
2025-10-15	$111,979	246天	7.4万$	-26.4%	0.74x	-36.5%	-28.3%	-1.29	-42.4%	1.28x	6	17%	0.14	0.2万$ (2.9%)
2025-11-01	$110,195	229天	7.4万$	-26.4%	0.74x	-38.6%	-28.3%	-1.37	-41.5%	1.26x	6	17%	0.14	0.2万$ (2.9%)
2025-11-15	$96,389	215天	7.4万$	-26.4%	0.74x	-40.6%	-28.3%	-1.44	-33.1%	1.10x	6	17%	0.14	0.2万$ (2.9%)
2025-12-01	$86,319	199天	7.4万$	-26.4%	0.74x	-43.0%	-28.3%	-1.52	-25.3%	0.99x	6	17%	0.14	0.2万$ (2.9%)
2025-12-15	$89,240	185天	7.4万$	-26.4%	0.74x	-45.4%	-28.3%	-1.61	-27.8%	1.02x	6	17%	0.14	0.2万$ (2.9%)
2026-01-01	$87,825	168天	7.4万$	-26.4%	0.74x	-48.6%	-28.3%	-1.72	-26.6%	1.00x	6	17%	0.14	0.2万$ (2.9%)
2026-01-15	$95,943	154天	9.5万$	-5.2%	0.95x	-12.0%	-28.1%	-0.43	-32.8%	1.41x	5	20%	0.69	0.1万$ (1.4%)
2026-02-01	$78,826	137天	9.5万$	-5.2%	0.95x	-13.4%	-28.1%	-0.48	-18.2%	1.16x	5	20%	0.69	0.1万$ (1.4%)
2026-02-15	$69,926	123天	9.5万$	-5.2%	0.95x	-14.8%	-28.1%	-0.53	-7.8%	1.03x	5	20%	0.69	0.1万$ (1.4%)
2026-03-01	$67,475	109天	9.5万$	-5.2%	0.95x	-16.5%	-28.1%	-0.59	-4.4%	0.99x	5	20%	0.69	0.1万$ (1.4%)
2026-03-15	$71,315	95天	9.5万$	-5.2%	0.95x	-18.7%	-28.1%	-0.67	-9.6%	1.05x	5	20%	0.69	0.1万$ (1.4%)
2026-04-01	$68,134	78天	9.5万$	-5.2%	0.95x	-22.3%	-28.1%	-0.79	-5.4%	1.00x	5	20%	0.69	0.1万$ (1.4%)
2026-04-15	$74,297	64天	9.1万$	-8.8%	0.91x	-41.0%	-8.9%	-4.60	-13.2%	1.05x	1	0%	0.00	0.0万$ (0.4%)
2026-05-01	$77,083	48天	10.0万$	0.0%	1.00x	0.0%	0.0%	0.00	-16.4%	1.20x	0	0%	0.00	0.0万$ (0.0%)
2026-05-15	$81,023	34天	10.0万$	0.0%	1.00x	0.0%	0.0%	0.00	-20.4%	1.26x	0	0%	0.00	0.0万$ (0.0%)
2026-06-01	$73,731	17天	10.0万$	0.0%	1.00x	0.0%	0.0%	0.00	-12.6%	1.14x	0	0%	0.00	0.0万$ (0.0%)
2026-06-15	$65,895	3天	10.0万$	0.0%	1.00x	0.0%	0.0%	0.00	-2.2%	1.02x	0	0%	0.00	0.0万$ (0.0%)