[
  {
    "period": 1,
    "signal_date": "20181228",
    "initialization": true,
    "market_gate": 0.0,
    "eligible_count": 7,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20190102",
    "start_nav": 100000.0,
    "start_after_cost_nav": 99800.3992015968,
    "action": "首次建仓",
    "holding_sessions": 22,
    "end_date": "20190201",
    "end_nav": 100328.07138630742,
    "partial": false,
    "gross_profit": 527.6721847106162,
    "fees": 199.6007984031936,
    "net_profit": 328.0713863074226,
    "net_return_pct": 0.3280713863074226,
    "gross_return_pct": 0.5276721847106162,
    "gross_by_asset": {
      "518880.SH": 527.6721847106162
    },
    "fees_by_asset": {
      "518880.SH": 199.6007984031936
    },
    "net_by_asset": {
      "518880.SH": 328.0713863074226
    },
    "asset_price_return_pct": {
      "518880.SH": 0.528727529080042
    }
  },
  {
    "period": 2,
    "signal_date": "20190131",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 7,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20190201",
    "start_nav": 100328.07138630742,
    "start_after_cost_nav": 100328.07138630742,
    "action": "继续持有",
    "holding_sessions": 15,
    "end_date": "20190301",
    "end_nav": 99413.43959947572,
    "partial": false,
    "gross_profit": -914.6317868317007,
    "fees": 0.0,
    "net_profit": -914.6317868317007,
    "net_return_pct": -0.9116409537166961,
    "gross_return_pct": -0.9116409537166961,
    "gross_by_asset": {
      "518880.SH": -914.6317868317007
    },
    "fees_by_asset": {},
    "net_by_asset": {
      "518880.SH": -914.6317868317007
    },
    "asset_price_return_pct": {
      "518880.SH": -0.9116409537167081
    }
  },
  {
    "period": 3,
    "signal_date": "20190228",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 10,
    "target": {
      "159905.SZ": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20190301",
    "start_nav": 99413.43959947572,
    "start_after_cost_nav": 99016.57956115446,
    "action": "更换标的",
    "holding_sessions": 21,
    "end_date": "20190401",
    "end_nav": 111088.87124338526,
    "partial": false,
    "gross_profit": 12072.291682230825,
    "fees": 396.8600383212604,
    "net_profit": 11675.431643909566,
    "net_return_pct": 11.744319169468852,
    "gross_return_pct": 12.143520766275238,
    "gross_by_asset": {
      "159905.SZ": 12072.291682230825
    },
    "fees_by_asset": {
      "159905.SZ": 198.03315912230892,
      "518880.SH": 198.82687919895145
    },
    "net_by_asset": {
      "159905.SZ": 11874.258523108516,
      "518880.SH": -198.82687919895145
    },
    "asset_price_return_pct": {
      "159905.SZ": 12.192192192192142
    }
  },
  {
    "period": 4,
    "signal_date": "20190329",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 14,
    "target": {
      "512980.SH": 0.7260194281140151
    },
    "cash_target": 0.2739805718859849,
    "execution_date": "20190401",
    "start_nav": 111088.87124338526,
    "start_after_cost_nav": 110705.94416835064,
    "action": "更换标的",
    "holding_sessions": 21,
    "end_date": "20190506",
    "end_nav": 95923.37889550267,
    "partial": false,
    "gross_profit": -14782.56527284802,
    "fees": 382.92707503462657,
    "net_profit": -15165.492347882646,
    "net_return_pct": -13.651675616233852,
    "gross_return_pct": -13.306972253287919,
    "gross_by_asset": {
      "512980.SH": -14782.56527284802
    },
    "fees_by_asset": {
      "159905.SZ": 222.17774248677054,
      "512980.SH": 160.74933254785603
    },
    "net_by_asset": {
      "512980.SH": -14943.314605395875,
      "159905.SZ": -222.17774248677054
    },
    "asset_price_return_pct": {
      "512980.SH": -18.392070484581534
    }
  },
  {
    "period": 5,
    "signal_date": "20190430",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 13,
    "target": {
      "159928.SZ": 0.7928547179865977
    },
    "cash_target": 0.20714528201340232,
    "execution_date": "20190506",
    "start_nav": 95923.37889550267,
    "start_after_cost_nav": 95640.53659216476,
    "action": "更换标的",
    "holding_sessions": 20,
    "end_date": "20190603",
    "end_nav": 98119.17526849953,
    "partial": false,
    "gross_profit": 2478.638676334756,
    "fees": 282.8423033378954,
    "net_profit": 2195.7963729968606,
    "net_return_pct": 2.2891149147163845,
    "gross_return_pct": 2.5839776547435256,
    "gross_by_asset": {
      "159928.SZ": 2478.638676334756
    },
    "fees_by_asset": {
      "159928.SZ": 151.65810133573532,
      "512980.SH": 131.18420200216008
    },
    "net_by_asset": {
      "512980.SH": -131.18420200216008,
      "159928.SZ": 2326.9805749990205
    },
    "asset_price_return_pct": {
      "159928.SZ": 3.268719118206076
    }
  },
  {
    "period": 6,
    "signal_date": "20190531",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 11,
    "target": {
      "159928.SZ": 0.6970492217186771
    },
    "cash_target": 0.3029507782813229,
    "execution_date": "20190603",
    "start_nav": 98119.17526849953,
    "start_after_cost_nav": 98099.31999912417,
    "action": "继续持有并调仓",
    "holding_sessions": 19,
    "end_date": "20190701",
    "end_nav": 104919.70822581436,
    "partial": false,
    "gross_profit": 6820.388226690156,
    "fees": 19.85526937536293,
    "net_profit": 6800.532957314794,
    "net_return_pct": 6.9308908668518505,
    "gross_return_pct": 6.9511267374867485,
    "gross_by_asset": {
      "159928.SZ": 6820.388226690156
    },
    "fees_by_asset": {
      "159928.SZ": 19.85526937536293
    },
    "net_by_asset": {
      "159928.SZ": 6800.532957314794
    },
    "asset_price_return_pct": {
      "159928.SZ": 9.97423629002574
    }
  },
  {
    "period": 7,
    "signal_date": "20190628",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 11,
    "target": {
      "512400.SH": 0.7233737075375941
    },
    "cash_target": 0.2766262924624059,
    "execution_date": "20190701",
    "start_nav": 104919.70822581436,
    "start_after_cost_nav": 104617.95158901607,
    "action": "更换标的",
    "holding_sessions": 23,
    "end_date": "20190801",
    "end_nav": 101019.59792406819,
    "partial": false,
    "gross_profit": -3598.3536649478906,
    "fees": 301.75663679829245,
    "net_profit": -3900.110301746183,
    "net_return_pct": -3.717233270752275,
    "gross_return_pct": -3.4296260691111553,
    "gross_by_asset": {
      "512400.SH": -3598.3536649478906
    },
    "fees_by_asset": {
      "159928.SZ": 150.4008857664223,
      "512400.SH": 151.35575103187017
    },
    "net_by_asset": {
      "159928.SZ": -150.4008857664223,
      "512400.SH": -3749.7094159797607
    },
    "asset_price_return_pct": {
      "512400.SH": -4.754829123328397
    }
  },
  {
    "period": 8,
    "signal_date": "20190731",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 12,
    "target": {
      "512660.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20190801",
    "start_nav": 101019.59792406819,
    "start_after_cost_nav": 100674.09069896828,
    "action": "更换标的",
    "holding_sessions": 22,
    "end_date": "20190902",
    "end_nav": 110715.41839821769,
    "partial": false,
    "gross_profit": 10041.327699249454,
    "fees": 345.507225099911,
    "net_profit": 9695.820474149543,
    "net_return_pct": 9.597959874516079,
    "gross_return_pct": 9.939979870833637,
    "gross_by_asset": {
      "512660.SH": 10041.327699249454
    },
    "fees_by_asset": {
      "512400.SH": 144.1590437019744,
      "512660.SH": 201.34818139793657
    },
    "net_by_asset": {
      "512400.SH": -144.1590437019744,
      "512660.SH": 9839.979517851518
    },
    "asset_price_return_pct": {
      "512660.SH": 9.974093264248719
    }
  },
  {
    "period": 9,
    "signal_date": "20190830",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 13,
    "target": {
      "512400.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20190902",
    "start_nav": 110715.41839821769,
    "start_after_cost_nav": 110273.44068006113,
    "action": "更换标的",
    "holding_sessions": 20,
    "end_date": "20191008",
    "end_nav": 105037.9064044499,
    "partial": false,
    "gross_profit": -5235.534275611217,
    "fees": 441.97771815655767,
    "net_profit": -5677.511993767775,
    "net_return_pct": -5.1280228859787895,
    "gross_return_pct": -4.728821289172402,
    "gross_by_asset": {
      "512400.SH": -5235.534275611217
    },
    "fees_by_asset": {
      "512400.SH": 220.54688136012226,
      "512660.SH": 221.4308367964354
    },
    "net_by_asset": {
      "512400.SH": -5456.081156971339,
      "512660.SH": -221.4308367964354
    },
    "asset_price_return_pct": {
      "512400.SH": -4.747774480712175
    }
  },
  {
    "period": 10,
    "signal_date": "20190930",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 12,
    "target": {
      "512980.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20191008",
    "start_nav": 105037.9064044499,
    "start_after_cost_nav": 104618.59340483134,
    "action": "更换标的",
    "holding_sessions": 18,
    "end_date": "20191101",
    "end_nav": 107025.24575649864,
    "partial": false,
    "gross_profit": 2406.6523516673215,
    "fees": 419.31299961856246,
    "net_profit": 1987.3393520487589,
    "net_return_pct": 1.892021099884152,
    "gross_return_pct": 2.2912226966905394,
    "gross_by_asset": {
      "512980.SH": 2406.6523516673215
    },
    "fees_by_asset": {
      "512400.SH": 210.0758128088998,
      "512980.SH": 209.2371868096627
    },
    "net_by_asset": {
      "512980.SH": 2197.415164857659,
      "512400.SH": -210.0758128088998
    },
    "asset_price_return_pct": {
      "512980.SH": 2.300405953991902
    }
  },
  {
    "period": 11,
    "signal_date": "20191031",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 11,
    "target": {
      "512800.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20191101",
    "start_nav": 107025.24575649864,
    "start_after_cost_nav": 106597.99926645274,
    "action": "更换标的",
    "holding_sessions": 21,
    "end_date": "20191202",
    "end_nav": 103101.43368767727,
    "partial": false,
    "gross_profit": -3496.5655787754677,
    "fees": 427.24649004590276,
    "net_profit": -3923.8120688213703,
    "net_return_pct": -3.6662490621593493,
    "gross_return_pct": -3.267047465352962,
    "gross_by_asset": {
      "512800.SH": -3496.5655787754677
    },
    "fees_by_asset": {
      "512800.SH": 213.1959985329055,
      "512980.SH": 214.0504915129973
    },
    "net_by_asset": {
      "512980.SH": -214.0504915129973,
      "512800.SH": -3709.761577308373
    },
    "asset_price_return_pct": {
      "512800.SH": -3.280141843971607
    }
  },
  {
    "period": 12,
    "signal_date": "20191129",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 12,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20191202",
    "start_nav": 103101.43368767727,
    "start_after_cost_nav": 102689.85111806578,
    "action": "更换标的",
    "holding_sessions": 22,
    "end_date": "20200102",
    "end_nav": 105862.58741752268,
    "partial": false,
    "gross_profit": 3172.7362994568966,
    "fees": 411.5825696114861,
    "net_profit": 2761.1537298454105,
    "net_return_pct": 2.6780944076972855,
    "gross_return_pct": 3.077296004503673,
    "gross_by_asset": {
      "518880.SH": 3172.7362994568966
    },
    "fees_by_asset": {
      "512800.SH": 206.20286737535454,
      "518880.SH": 205.37970223613158
    },
    "net_by_asset": {
      "512800.SH": -206.20286737535454,
      "518880.SH": 2967.3565972207653
    },
    "asset_price_return_pct": {
      "518880.SH": 3.0896298562250735
    }
  },
  {
    "period": 13,
    "signal_date": "20191231",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 15,
    "target": {
      "512400.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20200102",
    "start_nav": 105862.58741752268,
    "start_after_cost_nav": 105439.98227813137,
    "action": "更换标的",
    "holding_sessions": 16,
    "end_date": "20200203",
    "end_nav": 93119.54956628452,
    "partial": false,
    "gross_profit": -12320.432711846874,
    "fees": 422.60513939130806,
    "net_profit": -12743.037851238181,
    "net_return_pct": -12.037338366744772,
    "gross_return_pct": -11.638136769938386,
    "gross_by_asset": {
      "512400.SH": -12320.432711846874
    },
    "fees_by_asset": {
      "512400.SH": 210.87996455626273,
      "518880.SH": 211.72517483504535
    },
    "net_by_asset": {
      "512400.SH": -12531.312676403137,
      "518880.SH": -211.72517483504535
    },
    "asset_price_return_pct": {
      "512400.SH": -11.684782608695654
    }
  },
  {
    "period": 14,
    "signal_date": "20200123",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 16,
    "target": {
      "512980.SH": 0.9948133538427852
    },
    "cash_target": 0.005186646157214758,
    "execution_date": "20200203",
    "start_nav": 93119.54956628452,
    "start_after_cost_nav": 92748.77502725262,
    "action": "更换标的",
    "holding_sessions": 20,
    "end_date": "20200302",
    "end_nav": 107581.68696852883,
    "partial": false,
    "gross_profit": 14832.911941276187,
    "fees": 370.77453903191133,
    "net_profit": 14462.137402244276,
    "net_return_pct": 15.530720959888033,
    "gross_return_pct": 15.92889142007479,
    "gross_by_asset": {
      "512980.SH": 14832.911941276187
    },
    "fees_by_asset": {
      "512400.SH": 186.23909913256904,
      "512980.SH": 184.5354398993423
    },
    "net_by_asset": {
      "512980.SH": 14648.376501376844,
      "512400.SH": -186.23909913256904
    },
    "asset_price_return_pct": {
      "512980.SH": 16.075949367088494
    }
  },
  {
    "period": 15,
    "signal_date": "20200228",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 17,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20200302",
    "start_nav": 107581.68696852883,
    "start_after_cost_nav": 107153.17934605482,
    "action": "更换标的",
    "holding_sessions": 22,
    "end_date": "20200401",
    "end_nav": 106729.64899290838,
    "partial": false,
    "gross_profit": -423.53035314644353,
    "fees": 428.5076224740044,
    "net_profit": -852.0379756204479,
    "net_return_pct": -0.7919916480485168,
    "gross_return_pct": -0.39368257282518737,
    "gross_by_asset": {
      "518880.SH": -423.53035314644353
    },
    "fees_by_asset": {
      "512980.SH": 214.2012637818947,
      "518880.SH": 214.30635869210965
    },
    "net_by_asset": {
      "512980.SH": -214.2012637818947,
      "518880.SH": -637.8367118385531
    },
    "asset_price_return_pct": {
      "518880.SH": -0.39525691699603405
    }
  },
  {
    "period": 16,
    "signal_date": "20200331",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 18,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20200401",
    "start_nav": 106729.64899290838,
    "start_after_cost_nav": 106729.64899290838,
    "action": "继续持有",
    "holding_sessions": 21,
    "end_date": "20200506",
    "end_nav": 113173.36079435097,
    "partial": false,
    "gross_profit": 6443.7118014426305,
    "fees": 0.0,
    "net_profit": 6443.7118014426305,
    "net_return_pct": 6.037414965986425,
    "gross_return_pct": 6.037414965986425,
    "gross_by_asset": {
      "518880.SH": 6443.7118014426305
    },
    "fees_by_asset": {},
    "net_by_asset": {
      "518880.SH": 6443.7118014426305
    },
    "asset_price_return_pct": {
      "518880.SH": 6.037414965986443
    }
  },
  {
    "period": 17,
    "signal_date": "20200430",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 22,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20200506",
    "start_nav": 113173.36079435097,
    "start_after_cost_nav": 113173.36079435097,
    "action": "继续持有",
    "holding_sessions": 18,
    "end_date": "20200601",
    "end_nav": 117832.19467896204,
    "partial": false,
    "gross_profit": 4658.833884611071,
    "fees": 0.0,
    "net_profit": 4658.833884611071,
    "net_return_pct": 4.116546377973796,
    "gross_return_pct": 4.116546377973796,
    "gross_by_asset": {
      "518880.SH": 4658.833884611071
    },
    "fees_by_asset": {},
    "net_by_asset": {
      "518880.SH": 4658.833884611071
    },
    "asset_price_return_pct": {
      "518880.SH": 4.1165463779738065
    }
  },
  {
    "period": 18,
    "signal_date": "20200529",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 23,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20200601",
    "start_nav": 117832.19467896204,
    "start_after_cost_nav": 117832.19467896204,
    "action": "继续持有",
    "holding_sessions": 20,
    "end_date": "20200701",
    "end_nav": 119163.2900745652,
    "partial": false,
    "gross_profit": 1331.0953956031542,
    "fees": 0.0,
    "net_profit": 1331.0953956031542,
    "net_return_pct": 1.1296534017971662,
    "gross_return_pct": 1.1296534017971662,
    "gross_by_asset": {
      "518880.SH": 1331.0953956031542
    },
    "fees_by_asset": {},
    "net_by_asset": {
      "518880.SH": 1331.0953956031542
    },
    "asset_price_return_pct": {
      "518880.SH": 1.1296534017971815
    }
  },
  {
    "period": 19,
    "signal_date": "20200630",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 23,
    "target": {
      "512290.SH": 0.9394624828527025
    },
    "cash_target": 0.06053751714729749,
    "execution_date": "20200701",
    "start_nav": 119163.2900745652,
    "start_after_cost_nav": 118701.93147189607,
    "action": "更换标的",
    "holding_sessions": 23,
    "end_date": "20200803",
    "end_nav": 150882.43393133752,
    "partial": false,
    "gross_profit": 32180.502459441468,
    "fees": 461.358602669128,
    "net_profit": 31719.14385677234,
    "net_return_pct": 26.61821760453611,
    "gross_return_pct": 27.00538264704243,
    "gross_by_asset": {
      "512290.SH": 32180.502459441468
    },
    "fees_by_asset": {
      "512290.SH": 223.03202251999764,
      "518880.SH": 238.3265801491304
    },
    "net_by_asset": {
      "512290.SH": 31957.47043692147,
      "518880.SH": -238.3265801491304
    },
    "asset_price_return_pct": {
      "512290.SH": 28.857293312269604
    }
  },
  {
    "period": 20,
    "signal_date": "20200731",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 34,
    "target": {
      "512710.SH": 0.6292347895669679
    },
    "cash_target": 0.3707652104330321,
    "execution_date": "20200803",
    "start_nav": 150882.43393133752,
    "start_after_cost_nav": 150405.75983062526,
    "action": "更换标的",
    "holding_sessions": 21,
    "end_date": "20200901",
    "end_nav": 150042.92071252933,
    "partial": false,
    "gross_profit": -362.83911809588426,
    "fees": 476.6741007122474,
    "net_profit": -839.5132188081317,
    "net_return_pct": -0.5564022245228171,
    "gross_return_pct": -0.24047803885573746,
    "gross_by_asset": {
      "512710.SH": -362.83911809588426
    },
    "fees_by_asset": {
      "512290.SH": 287.3930274388806,
      "512710.SH": 189.2810732733668
    },
    "net_by_asset": {
      "512290.SH": -287.3930274388806,
      "512710.SH": -552.1201913692511
    },
    "asset_price_return_pct": {
      "512710.SH": -0.3833865814696247
    }
  },
  {
    "period": 21,
    "signal_date": "20200831",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 32,
    "target": {
      "512560.SH": 0.5205034054350623
    },
    "cash_target": 0.47949659456493765,
    "execution_date": "20200901",
    "start_nav": 150042.92071252933,
    "start_after_cost_nav": 149698.52813013145,
    "action": "更换标的",
    "holding_sessions": 22,
    "end_date": "20201009",
    "end_nav": 146505.64643479796,
    "partial": false,
    "gross_profit": -3192.8816953334854,
    "fees": 344.3925823978747,
    "net_profit": -3537.27427773136,
    "net_return_pct": -2.357508278920073,
    "gross_return_pct": -2.127978901084444,
    "gross_by_asset": {
      "512560.SH": -3192.8816953334854
    },
    "fees_by_asset": {
      "512560.SH": 155.83718736069977,
      "512710.SH": 188.55539503717495
    },
    "net_by_asset": {
      "512560.SH": -3348.718882694185,
      "512710.SH": -188.55539503717495
    },
    "asset_price_return_pct": {
      "512560.SH": -4.097714736012614
    }
  },
  {
    "period": 22,
    "signal_date": "20200930",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 30,
    "target": {
      "512690.SH": 0.691624410512825
    },
    "cash_target": 0.30837558948717503,
    "execution_date": "20201009",
    "start_nav": 146505.64643479796,
    "start_after_cost_nav": 146154.0276244283,
    "action": "更换标的",
    "holding_sessions": 16,
    "end_date": "20201102",
    "end_nav": 156912.25969377707,
    "partial": false,
    "gross_profit": 10758.232069348767,
    "fees": 351.6188103696736,
    "net_profit": 10406.613258979094,
    "net_return_pct": 7.103216505454305,
    "gross_return_pct": 7.343220095026642,
    "gross_by_asset": {
      "512690.SH": 10758.232069348767
    },
    "fees_by_asset": {
      "512560.SH": 149.45142397003283,
      "512690.SH": 202.16738639964075
    },
    "net_by_asset": {
      "512690.SH": 10556.064682949127,
      "512560.SH": -149.45142397003283
    },
    "asset_price_return_pct": {
      "512690.SH": 10.642895732036717
    }
  },
  {
    "period": 23,
    "signal_date": "20201030",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 31,
    "target": {
      "512800.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20201102",
    "start_nav": 156912.25969377707,
    "start_after_cost_nav": 156375.82419484903,
    "action": "更换标的",
    "holding_sessions": 21,
    "end_date": "20201201",
    "end_nav": 175019.5222735324,
    "partial": false,
    "gross_profit": 18643.698078683414,
    "fees": 536.4354989280364,
    "net_profit": 18107.262579755377,
    "net_return_pct": 11.539737312490878,
    "gross_return_pct": 11.88160702998454,
    "gross_by_asset": {
      "512800.SH": 18643.698078683414
    },
    "fees_by_asset": {
      "512690.SH": 223.68385053833828,
      "512800.SH": 312.75164838969806
    },
    "net_by_asset": {
      "512690.SH": -223.68385053833828,
      "512800.SH": 18330.946430293716
    },
    "asset_price_return_pct": {
      "512800.SH": 11.922365988909345
    }
  },
  {
    "period": 24,
    "signal_date": "20201130",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 37,
    "target": {
      "512400.SH": 0.8528934540468656
    },
    "cash_target": 0.14710654595313444,
    "execution_date": "20201201",
    "start_nav": 175019.5222735324,
    "start_after_cost_nav": 174372.04168314466,
    "action": "更换标的",
    "holding_sessions": 23,
    "end_date": "20210104",
    "end_nav": 192384.8061051736,
    "partial": false,
    "gross_profit": 18012.76442202893,
    "fees": 647.4805903877473,
    "net_profit": 17365.283831641183,
    "net_return_pct": 9.921912484997838,
    "gross_return_pct": 10.291860123967975,
    "gross_by_asset": {
      "512400.SH": 18012.76442202893
    },
    "fees_by_asset": {
      "512400.SH": 297.4415458406825,
      "512800.SH": 350.0390445470648
    },
    "net_by_asset": {
      "512400.SH": 17715.322876188246,
      "512800.SH": -350.0390445470648
    },
    "asset_price_return_pct": {
      "512400.SH": 12.111801242236053
    }
  },
  {
    "period": 25,
    "signal_date": "20201231",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 45,
    "target": {
      "512690.SH": 0.791740293944353
    },
    "cash_target": 0.20825970605564703,
    "execution_date": "20210104",
    "start_nav": 192384.8061051736,
    "start_after_cost_nav": 191747.7102535303,
    "action": "更换标的",
    "holding_sessions": 20,
    "end_date": "20210201",
    "end_nav": 184590.74622522108,
    "partial": false,
    "gross_profit": -7156.964028309231,
    "fees": 637.0958516433138,
    "net_profit": -7794.059879952545,
    "net_return_pct": -4.051286605082348,
    "gross_return_pct": -3.720129553472449,
    "gross_by_asset": {
      "512690.SH": -7156.964028309231
    },
    "fees_by_asset": {
      "512400.SH": 333.4670746847404,
      "512690.SH": 303.6287769585734
    },
    "net_by_asset": {
      "512400.SH": -333.4670746847404,
      "512690.SH": -7460.592805267805
    },
    "asset_price_return_pct": {
      "512690.SH": -4.714285714285726
    }
  },
  {
    "period": 26,
    "signal_date": "20210129",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 55,
    "target": {
      "515700.SH": 0.5931529900028274
    },
    "cash_target": 0.4068470099971726,
    "execution_date": "20210201",
    "start_nav": 184590.74622522108,
    "start_after_cost_nav": 184083.05255026105,
    "action": "更换标的",
    "holding_sessions": 15,
    "end_date": "20210301",
    "end_nav": 177136.9068243865,
    "partial": false,
    "gross_profit": -6946.145725874533,
    "fees": 507.6936749600249,
    "net_profit": -7453.839400834558,
    "net_return_pct": -4.038035250011965,
    "gross_return_pct": -3.7629978034757325,
    "gross_by_asset": {
      "515700.SH": -6946.145725874533
    },
    "fees_by_asset": {
      "512690.SH": 289.31484890195503,
      "515700.SH": 218.37882605806988
    },
    "net_by_asset": {
      "512690.SH": -289.31484890195503,
      "515700.SH": -7164.524551932603
    },
    "asset_price_return_pct": {
      "515700.SH": -6.361556064073238
    }
  },
  {
    "period": 27,
    "signal_date": "20210226",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 55,
    "target": {
      "512730.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20210301",
    "start_nav": 177136.9068243865,
    "start_after_cost_nav": 176579.26176624768,
    "action": "更换标的",
    "holding_sessions": 23,
    "end_date": "20210401",
    "end_nav": 179232.37254403773,
    "partial": false,
    "gross_profit": 2653.110777790064,
    "fees": 557.6450581388162,
    "net_profit": 2095.4657196512476,
    "net_return_pct": 1.1829639329361734,
    "gross_return_pct": 1.4977741371651914,
    "gross_by_asset": {
      "512730.SH": 2653.110777790064
    },
    "fees_by_asset": {
      "512730.SH": 353.1585235324954,
      "515700.SH": 204.4865346063208
    },
    "net_by_asset": {
      "512730.SH": 2299.9522542575683,
      "515700.SH": -204.4865346063208
    },
    "asset_price_return_pct": {
      "512730.SH": 1.5025041736227207
    }
  },
  {
    "period": 28,
    "signal_date": "20210331",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 50,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20210401",
    "start_nav": 179232.37254403773,
    "start_after_cost_nav": 178516.87405084795,
    "action": "更换标的",
    "holding_sessions": 21,
    "end_date": "20210506",
    "end_nav": 184075.18345327265,
    "partial": false,
    "gross_profit": 5558.309402424646,
    "fees": 715.4984931897714,
    "net_profit": 4842.810909234874,
    "net_return_pct": 2.701973332437468,
    "gross_return_pct": 3.1011749292438555,
    "gross_by_asset": {
      "518880.SH": 5558.309402424646
    },
    "fees_by_asset": {
      "512730.SH": 358.46474508807546,
      "518880.SH": 357.0337481016959
    },
    "net_by_asset": {
      "512730.SH": -358.46474508807546,
      "518880.SH": 5201.27565432295
    },
    "asset_price_return_pct": {
      "518880.SH": 3.113604488078492
    }
  },
  {
    "period": 29,
    "signal_date": "20210430",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 50,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20210506",
    "start_nav": 184075.18345327265,
    "start_after_cost_nav": 184075.18345327265,
    "action": "继续持有",
    "holding_sessions": 18,
    "end_date": "20210601",
    "end_nav": 192938.43358146344,
    "partial": false,
    "gross_profit": 8863.250128190792,
    "fees": 0.0,
    "net_profit": 8863.250128190792,
    "net_return_pct": 4.8150163220892415,
    "gross_return_pct": 4.8150163220892415,
    "gross_by_asset": {
      "518880.SH": 8863.250128190792
    },
    "fees_by_asset": {},
    "net_by_asset": {
      "518880.SH": 8863.250128190792
    },
    "asset_price_return_pct": {
      "518880.SH": 4.815016322089272
    }
  },
  {
    "period": 30,
    "signal_date": "20210531",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 57,
    "target": {
      "159806.SZ": 0.6669167477587854
    },
    "cash_target": 0.3330832522412146,
    "execution_date": "20210601",
    "start_nav": 192938.43358146344,
    "start_after_cost_nav": 192296.06578070595,
    "action": "更换标的",
    "holding_sessions": 21,
    "end_date": "20210701",
    "end_nav": 207374.29848783358,
    "partial": false,
    "gross_profit": 15078.232707127634,
    "fees": 642.3678007574827,
    "net_profit": 14435.864906370152,
    "net_return_pct": 7.482109519809576,
    "gross_return_pct": 7.815048783819025,
    "gross_by_asset": {
      "159806.SZ": 15078.232707127634
    },
    "fees_by_asset": {
      "159806.SZ": 256.49093359455577,
      "518880.SH": 385.8768671629269
    },
    "net_by_asset": {
      "159806.SZ": 14821.741773533078,
      "518880.SH": -385.8768671629269
    },
    "asset_price_return_pct": {
      "159806.SZ": 11.757322175732199
    }
  },
  {
    "period": 31,
    "signal_date": "20210630",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 59,
    "target": {
      "512480.SH": 0.7431470037697024
    },
    "cash_target": 0.25685299623029756,
    "execution_date": "20210701",
    "start_nav": 207374.29848783358,
    "start_after_cost_nav": 206780.31474614047,
    "action": "更换标的",
    "holding_sessions": 22,
    "end_date": "20210802",
    "end_nav": 229136.32742225734,
    "partial": false,
    "gross_profit": 22356.012676116847,
    "fees": 593.9837416931116,
    "net_profit": 21762.028934423735,
    "net_return_pct": 10.494082002018438,
    "gross_return_pct": 10.780512743930245,
    "gross_by_asset": {
      "512480.SH": 22356.012676116847
    },
    "fees_by_asset": {
      "159806.SZ": 286.64739900881096,
      "512480.SH": 307.33634268430063
    },
    "net_by_asset": {
      "159806.SZ": -286.64739900881096,
      "512480.SH": 22048.676333432548
    },
    "asset_price_return_pct": {
      "512480.SH": 14.548238897396626
    }
  },
  {
    "period": 32,
    "signal_date": "20210730",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 59,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20210802",
    "start_nav": 229136.32742225734,
    "start_after_cost_nav": 228327.6238066076,
    "action": "更换标的",
    "holding_sessions": 22,
    "end_date": "20210901",
    "end_nav": 228948.07930608216,
    "partial": false,
    "gross_profit": 620.4554994745499,
    "fees": 808.7036156497495,
    "net_profit": -188.24811617519958,
    "net_return_pct": -0.08215550903383902,
    "gross_return_pct": 0.27078006637121366,
    "gross_by_asset": {
      "518880.SH": 620.4554994745499
    },
    "fees_by_asset": {
      "512480.SH": 352.0483680365343,
      "518880.SH": 456.6552476132152
    },
    "net_by_asset": {
      "518880.SH": 163.80025186133474,
      "512480.SH": -352.0483680365343
    },
    "asset_price_return_pct": {
      "518880.SH": 0.27173913043481157
    }
  },
  {
    "period": 33,
    "signal_date": "20210831",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 59,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20210901",
    "start_nav": 228948.07930608216,
    "start_after_cost_nav": 228948.07930608216,
    "action": "继续持有",
    "holding_sessions": 20,
    "end_date": "20211008",
    "end_nav": 222557.3876614951,
    "partial": false,
    "gross_profit": -6390.691644587116,
    "fees": 0.0,
    "net_profit": -6390.691644587116,
    "net_return_pct": -2.791327913279132,
    "gross_return_pct": -2.791327913279132,
    "gross_by_asset": {
      "518880.SH": -6390.691644587116
    },
    "fees_by_asset": {},
    "net_by_asset": {
      "518880.SH": -6390.691644587116
    },
    "asset_price_return_pct": {
      "518880.SH": -2.791327913279129
    }
  },
  {
    "period": 34,
    "signal_date": "20210930",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 60,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20211008",
    "start_nav": 222557.3876614951,
    "start_after_cost_nav": 222557.3876614951,
    "action": "继续持有",
    "holding_sessions": 16,
    "end_date": "20211101",
    "end_nav": 222991.70651112727,
    "partial": false,
    "gross_profit": 434.3188496321278,
    "fees": 0.0,
    "net_profit": 434.3188496321278,
    "net_return_pct": 0.19514914970727334,
    "gross_return_pct": 0.19514914970727334,
    "gross_by_asset": {
      "518880.SH": 434.3188496321278
    },
    "fees_by_asset": {},
    "net_by_asset": {
      "518880.SH": 434.3188496321278
    },
    "asset_price_return_pct": {
      "518880.SH": 0.19514914970726327
    }
  },
  {
    "period": 35,
    "signal_date": "20211029",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 63,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20211101",
    "start_nav": 222991.70651112727,
    "start_after_cost_nav": 222991.70651112727,
    "action": "继续持有",
    "holding_sessions": 22,
    "end_date": "20211201",
    "end_nav": 222805.56986128486,
    "partial": false,
    "gross_profit": -186.13664984235038,
    "fees": 0.0,
    "net_profit": -186.13664984235038,
    "net_return_pct": -0.08347245409015343,
    "gross_return_pct": -0.08347245409015343,
    "gross_by_asset": {
      "518880.SH": -186.13664984235038
    },
    "fees_by_asset": {},
    "net_by_asset": {
      "518880.SH": -186.13664984235038
    },
    "asset_price_return_pct": {
      "518880.SH": -0.08347245409011661
    }
  },
  {
    "period": 36,
    "signal_date": "20211130",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 70,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20211201",
    "start_nav": 222805.56986128486,
    "start_after_cost_nav": 222805.56986128486,
    "action": "继续持有",
    "holding_sessions": 23,
    "end_date": "20220104",
    "end_nav": 224604.89080976078,
    "partial": false,
    "gross_profit": 1799.320948475972,
    "fees": 0.0,
    "net_profit": 1799.320948475972,
    "net_return_pct": 0.8075744917850125,
    "gross_return_pct": 0.8075744917850125,
    "gross_by_asset": {
      "518880.SH": 1799.320948475972
    },
    "fees_by_asset": {},
    "net_by_asset": {
      "518880.SH": 1799.320948475972
    },
    "asset_price_return_pct": {
      "518880.SH": 0.8075744917850347
    }
  },
  {
    "period": 37,
    "signal_date": "20211231",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 95,
    "target": {
      "159855.SZ": 0.8932317819878569
    },
    "cash_target": 0.10676821801214309,
    "execution_date": "20220104",
    "start_nav": 224604.89080976078,
    "start_after_cost_nav": 223755.94917771246,
    "action": "更换标的",
    "holding_sessions": 19,
    "end_date": "20220207",
    "end_nav": 182988.13729301363,
    "partial": false,
    "gross_profit": -40767.81188469887,
    "fees": 848.9416320483065,
    "net_profit": -41616.75351674718,
    "net_return_pct": -18.528872353005156,
    "gross_return_pct": -18.150901228250195,
    "gross_by_asset": {
      "159855.SZ": -40767.81188469887
    },
    "fees_by_asset": {
      "159855.SZ": 399.7318504287849,
      "518880.SH": 449.20978161952155
    },
    "net_by_asset": {
      "159855.SZ": -41167.543735127656,
      "518880.SH": -449.20978161952155
    },
    "asset_price_return_pct": {
      "159855.SZ": -20.397579948141733
    }
  },
  {
    "period": 38,
    "signal_date": "20220128",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 104,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20220207",
    "start_nav": 182988.13729301363,
    "start_after_cost_nav": 182305.33040554315,
    "action": "更换标的",
    "holding_sessions": 16,
    "end_date": "20220301",
    "end_nav": 190665.18809817298,
    "partial": false,
    "gross_profit": 8359.857692629823,
    "fees": 682.8068874704736,
    "net_profit": 7677.05080515935,
    "net_return_pct": 4.195381689068898,
    "gross_return_pct": 4.568524395241766,
    "gross_by_asset": {
      "518880.SH": 8359.857692629823
    },
    "fees_by_asset": {
      "159855.SZ": 318.19622665938726,
      "518880.SH": 364.6106608110863
    },
    "net_by_asset": {
      "159855.SZ": -318.19622665938726,
      "518880.SH": 7995.247031818737
    },
    "asset_price_return_pct": {
      "518880.SH": 4.585635359115958
    }
  },
  {
    "period": 39,
    "signal_date": "20220228",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 106,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20220301",
    "start_nav": 190665.18809817298,
    "start_after_cost_nav": 190665.18809817298,
    "action": "继续持有",
    "holding_sessions": 23,
    "end_date": "20220401",
    "end_nav": 194039.34752833087,
    "partial": false,
    "gross_profit": 3374.159430157906,
    "fees": 0.0,
    "net_profit": 3374.159430157906,
    "net_return_pct": 1.7696777601690774,
    "gross_return_pct": 1.7696777601690774,
    "gross_by_asset": {
      "518880.SH": 3374.159430157906
    },
    "fees_by_asset": {},
    "net_by_asset": {
      "518880.SH": 3374.159430157906
    },
    "asset_price_return_pct": {
      "518880.SH": 1.7696777601691194
    }
  },
  {
    "period": 40,
    "signal_date": "20220331",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 111,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20220401",
    "start_nav": 194039.34752833087,
    "start_after_cost_nav": 194039.34752833087,
    "action": "继续持有",
    "holding_sessions": 19,
    "end_date": "20220505",
    "end_nav": 197866.7522550771,
    "partial": false,
    "gross_profit": 3827.4047267461874,
    "fees": 0.0,
    "net_profit": 3827.4047267461874,
    "net_return_pct": 1.9724889696340402,
    "gross_return_pct": 1.9724889696340402,
    "gross_by_asset": {
      "518880.SH": 3827.4047267461874
    },
    "fees_by_asset": {},
    "net_by_asset": {
      "518880.SH": 3827.4047267461874
    },
    "asset_price_return_pct": {
      "518880.SH": 1.9724889696340453
    }
  },
  {
    "period": 41,
    "signal_date": "20220429",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 124,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20220505",
    "start_nav": 197866.7522550771,
    "start_after_cost_nav": 197866.7522550771,
    "action": "继续持有",
    "holding_sessions": 19,
    "end_date": "20220601",
    "end_nav": 193988.98693982098,
    "partial": false,
    "gross_profit": -3877.7653152560943,
    "fees": 0.0,
    "net_profit": -3877.7653152560943,
    "net_return_pct": -1.9597862051412906,
    "gross_return_pct": -1.9597862051412906,
    "gross_by_asset": {
      "518880.SH": -3877.7653152560943
    },
    "fees_by_asset": {},
    "net_by_asset": {
      "518880.SH": -3877.7653152560943
    },
    "asset_price_return_pct": {
      "518880.SH": -1.9597862051412784
    }
  },
  {
    "period": 42,
    "signal_date": "20220531",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 123,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20220601",
    "start_nav": 193988.98693982098,
    "start_after_cost_nav": 193988.98693982098,
    "action": "继续持有",
    "holding_sessions": 21,
    "end_date": "20220701",
    "end_nav": 190564.4669211534,
    "partial": false,
    "gross_profit": -3424.5200186676384,
    "fees": 0.0,
    "net_profit": -3424.5200186676384,
    "net_return_pct": -1.7653167185877352,
    "gross_return_pct": -1.7653167185877352,
    "gross_by_asset": {
      "518880.SH": -3424.5200186676384
    },
    "fees_by_asset": {},
    "net_by_asset": {
      "518880.SH": -3424.5200186676384
    },
    "asset_price_return_pct": {
      "518880.SH": -1.7653167185877616
    }
  },
  {
    "period": 43,
    "signal_date": "20220630",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 143,
    "target": {
      "159767.SZ": 0.5636329560328122
    },
    "cash_target": 0.43636704396718784,
    "execution_date": "20220701",
    "start_nav": 190564.4669211534,
    "start_after_cost_nav": 189969.1921926097,
    "action": "更换标的",
    "holding_sessions": 21,
    "end_date": "20220801",
    "end_nav": 188581.40787998866,
    "partial": false,
    "gross_profit": -1387.784312621051,
    "fees": 595.2747285436789,
    "net_profit": -1983.05904116473,
    "net_return_pct": -1.0406237181589717,
    "gross_return_pct": -0.7282492560353608,
    "gross_by_asset": {
      "159767.SZ": -1387.784312621051
    },
    "fees_by_asset": {
      "159767.SZ": 214.14579470137207,
      "518880.SH": 381.12893384230676
    },
    "net_by_asset": {
      "159767.SZ": -1601.930107322423,
      "518880.SH": -381.12893384230676
    },
    "asset_price_return_pct": {
      "159767.SZ": -1.296111665004962
    }
  },
  {
    "period": 44,
    "signal_date": "20220729",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 147,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20220801",
    "start_nav": 188581.40787998866,
    "start_after_cost_nav": 187994.04955480294,
    "action": "更换标的",
    "holding_sessions": 23,
    "end_date": "20220901",
    "end_nav": 187341.1180441932,
    "partial": false,
    "gross_profit": -652.9315106097874,
    "fees": 587.3583251857358,
    "net_profit": -1240.2898357955232,
    "net_return_pct": -0.6576946527967547,
    "gross_return_pct": -0.3462332357945416,
    "gross_by_asset": {
      "518880.SH": -652.9315106097874
    },
    "fees_by_asset": {
      "159767.SZ": 211.37022607612994,
      "518880.SH": 375.9880991096059
    },
    "net_by_asset": {
      "159767.SZ": -211.37022607612994,
      "518880.SH": -1028.9196097193933
    },
    "asset_price_return_pct": {
      "518880.SH": -0.3473149879775539
    }
  },
  {
    "period": 45,
    "signal_date": "20220831",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 149,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20220901",
    "start_nav": 187341.1180441932,
    "start_after_cost_nav": 187341.1180441932,
    "action": "继续持有",
    "holding_sessions": 21,
    "end_date": "20221010",
    "end_nav": 191359.1581094842,
    "partial": false,
    "gross_profit": 4018.040065290977,
    "fees": 0.0,
    "net_profit": 4018.040065290977,
    "net_return_pct": 2.1447721179624506,
    "gross_return_pct": 2.1447721179624506,
    "gross_by_asset": {
      "518880.SH": 4018.040065290977
    },
    "fees_by_asset": {},
    "net_by_asset": {
      "518880.SH": 4018.040065290977
    },
    "asset_price_return_pct": {
      "518880.SH": 2.144772117962468
    }
  },
  {
    "period": 46,
    "signal_date": "20220930",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 144,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20221010",
    "start_nav": 191359.1581094842,
    "start_after_cost_nav": 191359.1581094842,
    "action": "继续持有",
    "holding_sessions": 16,
    "end_date": "20221101",
    "end_nav": 191359.15810948436,
    "partial": false,
    "gross_profit": 7.66249286243692e-11,
    "fees": 0.0,
    "net_profit": 7.66249286243692e-11,
    "net_return_pct": 4.0042467463474635e-14,
    "gross_return_pct": 4.0042467463474635e-14,
    "gross_by_asset": {},
    "fees_by_asset": {},
    "net_by_asset": {},
    "asset_price_return_pct": {
      "518880.SH": 4.440892098500626e-14
    }
  },
  {
    "period": 47,
    "signal_date": "20221031",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 148,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20221101",
    "start_nav": 191359.15810948436,
    "start_after_cost_nav": 191359.15810948436,
    "action": "继续持有",
    "holding_sessions": 22,
    "end_date": "20221201",
    "end_nav": 198692.08122864043,
    "partial": false,
    "gross_profit": 7332.923119156094,
    "fees": 0.0,
    "net_profit": 7332.923119156094,
    "net_return_pct": 3.832020997375328,
    "gross_return_pct": 3.832020997375328,
    "gross_by_asset": {
      "518880.SH": 7332.923119156094
    },
    "fees_by_asset": {},
    "net_by_asset": {
      "518880.SH": 7332.923119156094
    },
    "asset_price_return_pct": {
      "518880.SH": 3.8320209973753183
    }
  },
  {
    "period": 48,
    "signal_date": "20221130",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 155,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20221201",
    "start_nav": 198692.08122864043,
    "start_after_cost_nav": 198692.08122864043,
    "action": "继续持有",
    "holding_sessions": 22,
    "end_date": "20230103",
    "end_nav": 200249.0717539406,
    "partial": false,
    "gross_profit": 1556.9905253002055,
    "fees": 0.0,
    "net_profit": 1556.9905253002055,
    "net_return_pct": 0.7836198179979471,
    "gross_return_pct": 0.7836198179979471,
    "gross_by_asset": {
      "518880.SH": 1556.9905253002055
    },
    "fees_by_asset": {},
    "net_by_asset": {
      "518880.SH": 1556.9905253002055
    },
    "asset_price_return_pct": {
      "518880.SH": 0.7836198179979714
    }
  },
  {
    "period": 49,
    "signal_date": "20221230",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 147,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20230103",
    "start_nav": 200249.0717539406,
    "start_after_cost_nav": 200249.0717539406,
    "action": "继续持有",
    "holding_sessions": 16,
    "end_date": "20230201",
    "end_nav": 205472.5238388189,
    "partial": false,
    "gross_profit": 5223.452084878263,
    "fees": 0.0,
    "net_profit": 5223.452084878263,
    "net_return_pct": 2.60847755204412,
    "gross_return_pct": 2.60847755204412,
    "gross_by_asset": {
      "518880.SH": 5223.452084878263
    },
    "fees_by_asset": {},
    "net_by_asset": {
      "518880.SH": 5223.452084878263
    },
    "asset_price_return_pct": {
      "518880.SH": 2.6084775520440973
    }
  },
  {
    "period": 50,
    "signal_date": "20230131",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 152,
    "target": {
      "512690.SH": 0.7723521602344916
    },
    "cash_target": 0.2276478397655084,
    "execution_date": "20230201",
    "start_nav": 205472.5238388189,
    "start_after_cost_nav": 204745.3078295412,
    "action": "更换标的",
    "holding_sessions": 20,
    "end_date": "20230301",
    "end_nav": 211217.66711007303,
    "partial": false,
    "gross_profit": 6472.359280531816,
    "fees": 727.216009277682,
    "net_profit": 5745.143271254134,
    "net_return_pct": 2.796064001122048,
    "gross_return_pct": 3.149987725662532,
    "gross_by_asset": {
      "512690.SH": 6472.359280531816
    },
    "fees_by_asset": {
      "512690.SH": 316.27096160004425,
      "518880.SH": 410.9450476776378
    },
    "net_by_asset": {
      "512690.SH": 6156.088318931772,
      "518880.SH": -410.9450476776378
    },
    "asset_price_return_pct": {
      "512690.SH": 4.092920353982277
    }
  },
  {
    "period": 51,
    "signal_date": "20230228",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 154,
    "target": {
      "159869.SZ": 0.9764981829226277
    },
    "cash_target": 0.02350181707737231,
    "execution_date": "20230301",
    "start_nav": 211217.66711007303,
    "start_after_cost_nav": 210477.3898524375,
    "action": "更换标的",
    "holding_sessions": 23,
    "end_date": "20230403",
    "end_nav": 291206.0436027186,
    "partial": false,
    "gross_profit": 80728.65375028116,
    "fees": 740.2772576355133,
    "net_profit": 79988.37649264564,
    "net_return_pct": 37.87011644767426,
    "gross_return_pct": 38.220597194746304,
    "gross_by_asset": {
      "159869.SZ": 80728.65375028116
    },
    "fees_by_asset": {
      "159869.SZ": 411.06157747440545,
      "512690.SH": 329.21568016110785
    },
    "net_by_asset": {
      "159869.SZ": 80317.59217280675,
      "512690.SH": -329.21568016110785
    },
    "asset_price_return_pct": {
      "159869.SZ": 39.2781316348195
    }
  },
  {
    "period": 52,
    "signal_date": "20230331",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 169,
    "target": {
      "159869.SZ": 0.6796416568911056
    },
    "cash_target": 0.32035834310889444,
    "execution_date": "20230403",
    "start_nav": 291206.0436027186,
    "start_after_cost_nav": 291029.11573859194,
    "action": "继续持有并调仓",
    "holding_sessions": 19,
    "end_date": "20230504",
    "end_nav": 340025.71702505706,
    "partial": false,
    "gross_profit": 48996.60128646511,
    "fees": 176.9278641267078,
    "net_profit": 48819.673422338405,
    "net_return_pct": 16.764649805462568,
    "gross_return_pct": 16.8254067396037,
    "gross_by_asset": {
      "159869.SZ": 48996.60128646511
    },
    "fees_by_asset": {
      "159869.SZ": 176.9278641267078
    },
    "net_by_asset": {
      "159869.SZ": 48819.673422338405
    },
    "asset_price_return_pct": {
      "159869.SZ": 24.771341463414597
    }
  },
  {
    "period": 53,
    "signal_date": "20230428",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 180,
    "target": {
      "159869.SZ": 0.44632130293575156
    },
    "cash_target": 0.5536786970642484,
    "execution_date": "20230504",
    "start_nav": 340025.71702505706,
    "start_after_cost_nav": 339835.4844340287,
    "action": "继续持有并调仓",
    "holding_sessions": 20,
    "end_date": "20230601",
    "end_nav": 329272.8435993375,
    "partial": false,
    "gross_profit": -10562.640834691152,
    "fees": 190.23259102839418,
    "net_profit": -10752.873425719547,
    "net_return_pct": -3.1623706347267695,
    "gross_return_pct": -3.1064241043605456,
    "gross_by_asset": {
      "159869.SZ": -10562.640834691152
    },
    "fees_by_asset": {
      "159869.SZ": 190.23259102839418
    },
    "net_by_asset": {
      "159869.SZ": -10752.873425719547
    },
    "asset_price_return_pct": {
      "159869.SZ": -6.963958460598663
    }
  },
  {
    "period": 54,
    "signal_date": "20230531",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 175,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20230601",
    "start_nav": 329272.8435993375,
    "start_after_cost_nav": 328333.94934991427,
    "action": "更换标的",
    "holding_sessions": 20,
    "end_date": "20230703",
    "end_nav": 328032.8636558749,
    "partial": false,
    "gross_profit": -301.0856940394136,
    "fees": 938.8942494232422,
    "net_profit": -1239.9799434626557,
    "net_return_pct": -0.37658129650420724,
    "gross_return_pct": -0.09143957659799534,
    "gross_by_asset": {
      "518880.SH": -301.0856940394136
    },
    "fees_by_asset": {
      "159869.SZ": 282.22635072341365,
      "518880.SH": 656.6678986998286
    },
    "net_by_asset": {
      "159869.SZ": -282.22635072341365,
      "518880.SH": -957.7535927392422
    },
    "asset_price_return_pct": {
      "518880.SH": -0.09170105456213218
    }
  },
  {
    "period": 55,
    "signal_date": "20230630",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 177,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20230703",
    "start_nav": 328032.8636558749,
    "start_after_cost_nav": 328032.8636558749,
    "action": "继续持有",
    "holding_sessions": 21,
    "end_date": "20230801",
    "end_nav": 333151.3204545439,
    "partial": false,
    "gross_profit": 5118.456798668946,
    "fees": 0.0,
    "net_profit": 5118.456798668946,
    "net_return_pct": 1.560348783845785,
    "gross_return_pct": 1.560348783845785,
    "gross_by_asset": {
      "518880.SH": 5118.456798668946
    },
    "fees_by_asset": {},
    "net_by_asset": {
      "518880.SH": 5118.456798668946
    },
    "asset_price_return_pct": {
      "518880.SH": 1.5603487838457886
    }
  },
  {
    "period": 56,
    "signal_date": "20230731",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 169,
    "target": {
      "516110.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20230801",
    "start_nav": 333151.3204545439,
    "start_after_cost_nav": 331821.3750635078,
    "action": "更换标的",
    "holding_sessions": 23,
    "end_date": "20230901",
    "end_nav": 311247.8619949112,
    "partial": false,
    "gross_profit": -20573.51306859655,
    "fees": 1329.9453910361035,
    "net_profit": -21903.458459632653,
    "net_return_pct": -6.574627538545573,
    "gross_return_pct": -6.175425941739185,
    "gross_by_asset": {
      "516110.SH": -20573.51306859655
    },
    "fees_by_asset": {
      "516110.SH": 663.6427501270157,
      "518880.SH": 666.3026409090878
    },
    "net_by_asset": {
      "516110.SH": -21237.155818723564,
      "518880.SH": -666.3026409090878
    },
    "asset_price_return_pct": {
      "516110.SH": -6.200177147918473
    }
  },
  {
    "period": 57,
    "signal_date": "20230831",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 179,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20230901",
    "start_nav": 311247.8619949112,
    "start_after_cost_nav": 310005.3555598018,
    "action": "更换标的",
    "holding_sessions": 20,
    "end_date": "20231009",
    "end_nav": 304204.40883068106,
    "partial": false,
    "gross_profit": -5800.946729120729,
    "fees": 1242.506435109426,
    "net_profit": -7043.453164230155,
    "net_return_pct": -2.262972384480287,
    "gross_return_pct": -1.8637707876738998,
    "gross_by_asset": {
      "518880.SH": -5800.946729120729
    },
    "fees_by_asset": {
      "516110.SH": 622.4957239898224,
      "518880.SH": 620.0107111196036
    },
    "net_by_asset": {
      "516110.SH": -622.4957239898224,
      "518880.SH": -6420.957440240333
    },
    "asset_price_return_pct": {
      "518880.SH": -1.871240810871
    }
  },
  {
    "period": 58,
    "signal_date": "20230928",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 166,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20231009",
    "start_nav": 304204.40883068106,
    "start_after_cost_nav": 304204.40883068106,
    "action": "继续持有",
    "holding_sessions": 17,
    "end_date": "20231101",
    "end_nav": 317878.0689778942,
    "partial": false,
    "gross_profit": 13673.660147213144,
    "fees": 0.0,
    "net_profit": 13673.660147213144,
    "net_return_pct": 4.494892167990849,
    "gross_return_pct": 4.494892167990849,
    "gross_by_asset": {
      "518880.SH": 13673.660147213144
    },
    "fees_by_asset": {},
    "net_by_asset": {
      "518880.SH": 13673.660147213144
    },
    "asset_price_return_pct": {
      "518880.SH": 4.49489216799086
    }
  },
  {
    "period": 59,
    "signal_date": "20231031",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 172,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20231101",
    "start_nav": 317878.0689778942,
    "start_after_cost_nav": 317878.0689778942,
    "action": "继续持有",
    "holding_sessions": 22,
    "end_date": "20231201",
    "end_nav": 316911.2445230408,
    "partial": false,
    "gross_profit": -966.8244548534519,
    "fees": 0.0,
    "net_profit": -966.8244548534519,
    "net_return_pct": -0.30414946773842605,
    "gross_return_pct": -0.30414946773842605,
    "gross_by_asset": {
      "518880.SH": -966.8244548534519
    },
    "fees_by_asset": {},
    "net_by_asset": {
      "518880.SH": -966.8244548534519
    },
    "asset_price_return_pct": {
      "518880.SH": -0.30414946773839047
    }
  },
  {
    "period": 60,
    "signal_date": "20231130",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 173,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20231201",
    "start_nav": 316911.2445230408,
    "start_after_cost_nav": 316911.2445230408,
    "action": "继续持有",
    "holding_sessions": 21,
    "end_date": "20240102",
    "end_nav": 322228.7790247348,
    "partial": false,
    "gross_profit": 5317.534501694044,
    "fees": 0.0,
    "net_profit": 5317.534501694044,
    "net_return_pct": 1.6779254739594562,
    "gross_return_pct": 1.6779254739594562,
    "gross_by_asset": {
      "518880.SH": 5317.534501694044
    },
    "fees_by_asset": {},
    "net_by_asset": {
      "518880.SH": 5317.534501694044
    },
    "asset_price_return_pct": {
      "518880.SH": 1.677925473959485
    }
  },
  {
    "period": 61,
    "signal_date": "20231229",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 169,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20240102",
    "start_nav": 322228.7790247348,
    "start_after_cost_nav": 322228.7790247348,
    "action": "继续持有",
    "holding_sessions": 22,
    "end_date": "20240201",
    "end_nav": 322366.8968039995,
    "partial": false,
    "gross_profit": 138.1177792646847,
    "fees": 0.0,
    "net_profit": 138.1177792646847,
    "net_return_pct": 0.042863266180853,
    "gross_return_pct": 0.042863266180853,
    "gross_by_asset": {
      "518880.SH": 138.1177792646847
    },
    "fees_by_asset": {},
    "net_by_asset": {
      "518880.SH": 138.1177792646847
    },
    "asset_price_return_pct": {
      "518880.SH": 0.04286326618088143
    }
  },
  {
    "period": 62,
    "signal_date": "20240131",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 178,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20240201",
    "start_nav": 322366.8968039995,
    "start_after_cost_nav": 322366.8968039995,
    "action": "继续持有",
    "holding_sessions": 15,
    "end_date": "20240301",
    "end_nav": 322297.83791436715,
    "partial": false,
    "gross_profit": -69.05888963237953,
    "fees": 0.0,
    "net_profit": -69.05888963237953,
    "net_return_pct": -0.021422450728359882,
    "gross_return_pct": -0.021422450728359882,
    "gross_by_asset": {
      "518880.SH": -69.05888963237953
    },
    "fees_by_asset": {},
    "net_by_asset": {
      "518880.SH": -69.05888963237953
    },
    "asset_price_return_pct": {
      "518880.SH": -0.021422450728381115
    }
  },
  {
    "period": 63,
    "signal_date": "20240229",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 181,
    "target": {
      "159887.SZ": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20240301",
    "start_nav": 322297.83791436715,
    "start_after_cost_nav": 321011.2197989405,
    "action": "更换标的",
    "holding_sessions": 21,
    "end_date": "20240401",
    "end_nav": 322698.975949303,
    "partial": false,
    "gross_profit": 1687.7561503624686,
    "fees": 1286.6181154266155,
    "net_profit": 401.13803493585306,
    "net_return_pct": 0.12446190689074164,
    "gross_return_pct": 0.5236635036971289,
    "gross_by_asset": {
      "159887.SZ": 1687.7561503624686
    },
    "fees_by_asset": {
      "159887.SZ": 642.0224395978811,
      "518880.SH": 644.5956758287343
    },
    "net_by_asset": {
      "159887.SZ": 1045.7337107645876,
      "518880.SH": -644.5956758287343
    },
    "asset_price_return_pct": {
      "159887.SZ": 0.5257623554153712
    }
  },
  {
    "period": 64,
    "signal_date": "20240329",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 186,
    "target": {
      "515880.SH": 0.5311340559636389
    },
    "cash_target": 0.46886594403636106,
    "execution_date": "20240401",
    "start_nav": 322698.975949303,
    "start_after_cost_nav": 321711.8337751554,
    "action": "更换标的",
    "holding_sessions": 20,
    "end_date": "20240506",
    "end_nav": 322865.4007700888,
    "partial": false,
    "gross_profit": 1153.5669949333196,
    "fees": 987.1421741476026,
    "net_profit": 166.42482078571697,
    "net_return_pct": 0.05157277623709063,
    "gross_return_pct": 0.35747463763707404,
    "gross_by_asset": {
      "515880.SH": 1153.5669949333196
    },
    "fees_by_asset": {
      "159887.SZ": 645.397951898606,
      "515880.SH": 341.7442222489966
    },
    "net_by_asset": {
      "159887.SZ": -645.397951898606,
      "515880.SH": 811.822772684323
    },
    "asset_price_return_pct": {
      "515880.SH": 0.6751054852320415
    }
  },
  {
    "period": 65,
    "signal_date": "20240430",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 178,
    "target": {
      "516650.SH": 0.8430735336343604
    },
    "cash_target": 0.15692646636563956,
    "execution_date": "20240506",
    "start_nav": 322865.4007700888,
    "start_after_cost_nav": 321978.4464007276,
    "action": "更换标的",
    "holding_sessions": 20,
    "end_date": "20240603",
    "end_nav": 314712.0580797786,
    "partial": false,
    "gross_profit": -7266.388320948967,
    "fees": 886.9543693611893,
    "net_profit": -8153.342690310156,
    "net_return_pct": -2.5253070384324396,
    "gross_return_pct": -2.2505936850518506,
    "gross_by_asset": {
      "516650.SH": -7266.388320948967
    },
    "fees_by_asset": {
      "515880.SH": 344.0513562388634,
      "516650.SH": 542.9030131223259
    },
    "net_by_asset": {
      "516650.SH": -7809.291334071293,
      "515880.SH": -344.0513562388634
    },
    "asset_price_return_pct": {
      "516650.SH": -2.6768642447418833
    }
  },
  {
    "period": 66,
    "signal_date": "20240531",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 173,
    "target": {
      "516910.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20240603",
    "start_nav": 314712.0580797786,
    "start_after_cost_nav": 313556.57469391037,
    "action": "更换标的",
    "holding_sessions": 19,
    "end_date": "20240701",
    "end_nav": 303032.4645857238,
    "partial": false,
    "gross_profit": -10524.110108186524,
    "fees": 1155.4833858682487,
    "net_profit": -11679.593494054772,
    "net_return_pct": -3.7111998711832093,
    "gross_return_pct": -3.3440441311335745,
    "gross_by_asset": {
      "516910.SH": -10524.110108186524
    },
    "fees_by_asset": {
      "516650.SH": 528.3702364804279,
      "516910.SH": 627.1131493878207
    },
    "net_by_asset": {
      "516650.SH": -528.3702364804279,
      "516910.SH": -11151.223257574344
    },
    "asset_price_return_pct": {
      "516910.SH": -3.3563672260612076
    }
  },
  {
    "period": 67,
    "signal_date": "20240628",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 162,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20240701",
    "start_nav": 303032.4645857238,
    "start_after_cost_nav": 301822.75414825586,
    "action": "更换标的",
    "holding_sessions": 23,
    "end_date": "20240801",
    "end_nav": 312132.2311252014,
    "partial": false,
    "gross_profit": 10309.47697694553,
    "fees": 1209.7104374679593,
    "net_profit": 9099.766539477572,
    "net_return_pct": 3.0029015379318773,
    "gross_return_pct": 3.4021031347382644,
    "gross_by_asset": {
      "518880.SH": 10309.47697694553
    },
    "fees_by_asset": {
      "516910.SH": 606.0649291714476,
      "518880.SH": 603.6455082965117
    },
    "net_by_asset": {
      "516910.SH": -606.0649291714476,
      "518880.SH": 9705.83146864902
    },
    "asset_price_return_pct": {
      "518880.SH": 3.415738818645031
    }
  },
  {
    "period": 68,
    "signal_date": "20240731",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 167,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20240801",
    "start_nav": 312132.2311252014,
    "start_after_cost_nav": 312132.2311252014,
    "action": "继续持有",
    "holding_sessions": 22,
    "end_date": "20240902",
    "end_nav": 312758.77392490546,
    "partial": false,
    "gross_profit": 626.5427997038851,
    "fees": 0.0,
    "net_profit": 626.5427997038851,
    "net_return_pct": 0.20072992700730366,
    "gross_return_pct": 0.20072992700730366,
    "gross_by_asset": {
      "518880.SH": 626.5427997038851
    },
    "fees_by_asset": {},
    "net_by_asset": {
      "518880.SH": 626.5427997038851
    },
    "asset_price_return_pct": {
      "518880.SH": 0.20072992700730374
    }
  },
  {
    "period": 69,
    "signal_date": "20240830",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 145,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20240902",
    "start_nav": 312758.77392490546,
    "start_after_cost_nav": 312758.77392490546,
    "action": "继续持有",
    "holding_sessions": 19,
    "end_date": "20241008",
    "end_nav": 325460.50522799324,
    "partial": false,
    "gross_profit": 12701.731303087798,
    "fees": 0.0,
    "net_profit": 12701.731303087798,
    "net_return_pct": 4.061191039883514,
    "gross_return_pct": 4.061191039883514,
    "gross_by_asset": {
      "518880.SH": 12701.731303087798
    },
    "fees_by_asset": {},
    "net_by_asset": {
      "518880.SH": 12701.731303087798
    },
    "asset_price_return_pct": {
      "518880.SH": 4.061191039883538
    }
  },
  {
    "period": 70,
    "signal_date": "20240930",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 166,
    "target": {
      "512070.SH": 0.7234578384029935
    },
    "cash_target": 0.2765421615970065,
    "execution_date": "20241008",
    "start_nav": 325460.50522799324,
    "start_after_cost_nav": 324340.29116562987,
    "action": "更换标的",
    "holding_sessions": 18,
    "end_date": "20241101",
    "end_nav": 301657.7936567737,
    "partial": false,
    "gross_profit": -22682.497508856162,
    "fees": 1120.2140623633547,
    "net_profit": -23802.711571219515,
    "net_return_pct": -7.313548399534721,
    "gross_return_pct": -6.969354850895504,
    "gross_by_asset": {
      "512070.SH": -22682.497508856162
    },
    "fees_by_asset": {
      "512070.SH": 469.29305190736824,
      "518880.SH": 650.9210104559864
    },
    "net_by_asset": {
      "512070.SH": -23151.79056076353,
      "518880.SH": -650.9210104559864
    },
    "asset_price_return_pct": {
      "512070.SH": -9.666666666666679
    }
  },
  {
    "period": 71,
    "signal_date": "20241031",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 219,
    "target": {
      "516860.SH": 0.43849268996014557
    },
    "cash_target": 0.5615073100398544,
    "execution_date": "20241101",
    "start_nav": 301657.7936567737,
    "start_after_cost_nav": 300969.9193807913,
    "action": "更换标的",
    "holding_sessions": 21,
    "end_date": "20241202",
    "end_nav": 325900.71477170027,
    "partial": false,
    "gross_profit": 24930.795390908956,
    "fees": 687.8742759823984,
    "net_profit": 24242.921114926557,
    "net_return_pct": 8.036563823214248,
    "gross_return_pct": 8.264595152239037,
    "gross_by_asset": {
      "516860.SH": 24930.795390908956
    },
    "fees_by_asset": {
      "512070.SH": 423.9280568896558,
      "516860.SH": 263.94621909274264
    },
    "net_by_asset": {
      "512070.SH": -423.9280568896558,
      "516860.SH": 24666.84917181621
    },
    "asset_price_return_pct": {
      "516860.SH": 18.890814558058942
    }
  },
  {
    "period": 72,
    "signal_date": "20241129",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 214,
    "target": {
      "159851.SZ": 0.3714919463403788
    },
    "cash_target": 0.6285080536596213,
    "execution_date": "20241202",
    "start_nav": 325900.71477170027,
    "start_after_cost_nav": 325345.1807329798,
    "action": "更换标的",
    "holding_sessions": 22,
    "end_date": "20250102",
    "end_nav": 307283.4450782416,
    "partial": false,
    "gross_profit": -18061.735654738233,
    "fees": 555.5340387204745,
    "net_profit": -18617.269693458707,
    "net_return_pct": -5.712558717921335,
    "gross_return_pct": -5.5420975886446975,
    "gross_by_asset": {
      "159851.SZ": -18061.735654738233
    },
    "fees_by_asset": {
      "159851.SZ": 241.72622884591397,
      "516860.SH": 313.8078098745606
    },
    "net_by_asset": {
      "516860.SH": -313.8078098745606,
      "159851.SZ": -18303.461883584147
    },
    "asset_price_return_pct": {
      "159851.SZ": -14.943960149439572
    }
  },
  {
    "period": 73,
    "signal_date": "20241231",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 194,
    "target": {
      "516310.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20250102",
    "start_nav": 307283.4450782416,
    "start_after_cost_nav": 306464.91249571374,
    "action": "更换标的",
    "holding_sessions": 18,
    "end_date": "20250205",
    "end_nav": 312919.52312114986,
    "partial": false,
    "gross_profit": 6454.610625436161,
    "fees": 818.532582527865,
    "net_profit": 5636.078042908296,
    "net_return_pct": 1.8341626056272633,
    "gross_return_pct": 2.100539657706801,
    "gross_by_asset": {
      "516310.SH": 6454.610625436161
    },
    "fees_by_asset": {
      "159851.SZ": 205.6027575364375,
      "516310.SH": 612.9298249914275
    },
    "net_by_asset": {
      "159851.SZ": -205.6027575364375,
      "516310.SH": 5841.680800444734
    },
    "asset_price_return_pct": {
      "516310.SH": 2.1061499578769904
    }
  },
  {
    "period": 74,
    "signal_date": "20250127",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 185,
    "target": {
      "159887.SZ": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20250205",
    "start_nav": 312919.52312114986,
    "start_after_cost_nav": 311670.3433881313,
    "action": "更换标的",
    "holding_sessions": 18,
    "end_date": "20250303",
    "end_nav": 312443.71893003746,
    "partial": false,
    "gross_profit": 773.375541906174,
    "fees": 1249.1797330185623,
    "net_profit": -475.80419111238825,
    "net_return_pct": -0.15205321367186667,
    "gross_return_pct": 0.24714838313452053,
    "gross_by_asset": {
      "159887.SZ": 773.375541906174
    },
    "fees_by_asset": {
      "159887.SZ": 623.3406867762626,
      "516310.SH": 625.8390462422998
    },
    "net_by_asset": {
      "159887.SZ": 150.03485512991142,
      "516310.SH": -625.8390462422998
    },
    "asset_price_return_pct": {
      "159887.SZ": 0.2481389578163684
    }
  },
  {
    "period": 75,
    "signal_date": "20250228",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 212,
    "target": {
      "562500.SH": 0.6095663797292311
    },
    "cash_target": 0.3904336202707689,
    "execution_date": "20250303",
    "start_nav": 312443.71893003746,
    "start_after_cost_nav": 311439.14582692203,
    "action": "更换标的",
    "holding_sessions": 21,
    "end_date": "20250401",
    "end_nav": 303105.57394497894,
    "partial": false,
    "gross_profit": -8333.57188194312,
    "fees": 1004.5731031154368,
    "net_profit": -9338.144985058558,
    "net_return_pct": -2.988744666411284,
    "gross_return_pct": -2.667223367613665,
    "gross_by_asset": {
      "562500.SH": -8333.57188194312
    },
    "fees_by_asset": {
      "159887.SZ": 624.8874378600749,
      "562500.SH": 379.68566525536187
    },
    "net_by_asset": {
      "159887.SZ": -624.8874378600749,
      "562500.SH": -8713.257547198482
    },
    "asset_price_return_pct": {
      "562500.SH": -4.389721627408982
    }
  },
  {
    "period": 76,
    "signal_date": "20250331",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 200,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20250401",
    "start_nav": 303105.57394497894,
    "start_after_cost_nav": 302138.27886575594,
    "action": "更换标的",
    "holding_sessions": 21,
    "end_date": "20250506",
    "end_nav": 325946.2271437263,
    "partial": false,
    "gross_profit": 23807.948277970427,
    "fees": 967.2950792229876,
    "net_profit": 22840.653198747437,
    "net_return_pct": 7.535543771588172,
    "gross_return_pct": 7.854671878218957,
    "gross_by_asset": {
      "518880.SH": 23807.948277970427
    },
    "fees_by_asset": {
      "518880.SH": 604.2765577315118,
      "562500.SH": 363.0185214914757
    },
    "net_by_asset": {
      "562500.SH": -363.0185214914757,
      "518880.SH": 23203.671720238915
    },
    "asset_price_return_pct": {
      "518880.SH": 7.8798185941042265
    }
  },
  {
    "period": 77,
    "signal_date": "20250430",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 188,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20250506",
    "start_nav": 325946.2271437263,
    "start_after_cost_nav": 325946.2271437263,
    "action": "继续持有",
    "holding_sessions": 19,
    "end_date": "20250603",
    "end_nav": 320208.34032853204,
    "partial": false,
    "gross_profit": -5737.886815194355,
    "fees": 0.0,
    "net_profit": -5737.886815194355,
    "net_return_pct": -1.7603783499737302,
    "gross_return_pct": -1.7603783499737302,
    "gross_by_asset": {
      "518880.SH": -5737.886815194355
    },
    "fees_by_asset": {},
    "net_by_asset": {
      "518880.SH": -5737.886815194355
    },
    "asset_price_return_pct": {
      "518880.SH": -1.7603783499737236
    }
  },
  {
    "period": 78,
    "signal_date": "20250530",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 184,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20250603",
    "start_nav": 320208.34032853204,
    "start_after_cost_nav": 320208.34032853204,
    "action": "继续持有",
    "holding_sessions": 20,
    "end_date": "20250701",
    "end_nav": 316739.9162088997,
    "partial": false,
    "gross_profit": -3468.4241196323787,
    "fees": 0.0,
    "net_profit": -3468.4241196323787,
    "net_return_pct": -1.0831773201390675,
    "gross_return_pct": -1.0831773201390675,
    "gross_by_asset": {
      "518880.SH": -3468.4241196323787
    },
    "fees_by_asset": {},
    "net_by_asset": {
      "518880.SH": -3468.4241196323787
    },
    "asset_price_return_pct": {
      "518880.SH": -1.0831773201390504
    }
  },
  {
    "period": 79,
    "signal_date": "20250630",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 193,
    "target": {
      "517900.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20250701",
    "start_nav": 316739.9162088997,
    "start_after_cost_nav": 315475.48540567054,
    "action": "更换标的",
    "holding_sessions": 23,
    "end_date": "20250801",
    "end_nav": 305726.5519876957,
    "partial": false,
    "gross_profit": -9748.933417974942,
    "fees": 1264.4308032291406,
    "net_profit": -11013.364221204083,
    "net_return_pct": -3.4771001877579684,
    "gross_return_pct": -3.0778985909515812,
    "gross_by_asset": {
      "517900.SH": -9748.933417974942
    },
    "fees_by_asset": {
      "517900.SH": 630.9509708113411,
      "518880.SH": 633.4798324177995
    },
    "net_by_asset": {
      "517900.SH": -10379.884388786284,
      "518880.SH": -633.4798324177995
    },
    "asset_price_return_pct": {
      "517900.SH": -3.0902348578491723
    }
  },
  {
    "period": 80,
    "signal_date": "20250731",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 214,
    "target": {
      "515880.SH": 0.8893652167172159
    },
    "cash_target": 0.11063478328278409,
    "execution_date": "20250801",
    "start_nav": 305726.5519876957,
    "start_after_cost_nav": 304573.34500574565,
    "action": "更换标的",
    "holding_sessions": 21,
    "end_date": "20250901",
    "end_nav": 458798.6944814065,
    "partial": false,
    "gross_profit": 154225.34947566074,
    "fees": 1153.2069819500362,
    "net_profit": 153072.1424937107,
    "net_return_pct": 50.06831807656381,
    "gross_return_pct": 50.44552017904801,
    "gross_by_asset": {
      "515880.SH": 154225.34947566074
    },
    "fees_by_asset": {
      "515880.SH": 541.7538779746446,
      "517900.SH": 611.4531039753914
    },
    "net_by_asset": {
      "517900.SH": -611.4531039753914,
      "515880.SH": 153683.5955976861
    },
    "asset_price_return_pct": {
      "515880.SH": 56.935577481137535
    }
  },
  {
    "period": 81,
    "signal_date": "20250829",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 244,
    "target": {
      "515880.SH": 0.6682164230406067
    },
    "cash_target": 0.3317835769593933,
    "execution_date": "20250901",
    "start_nav": 458798.6944814065,
    "start_after_cost_nav": 458561.326322921,
    "action": "继续持有并调仓",
    "holding_sessions": 22,
    "end_date": "20251009",
    "end_nav": 458108.0449483348,
    "partial": false,
    "gross_profit": -453.2813745862618,
    "fees": 237.36815848544893,
    "net_profit": -690.6495330717107,
    "net_return_pct": -0.15053432831851712,
    "gross_return_pct": -0.09879744211099357,
    "gross_by_asset": {
      "515880.SH": -453.2813745862618
    },
    "fees_by_asset": {
      "515880.SH": 237.36815848544893
    },
    "net_by_asset": {
      "515880.SH": -690.6495330717107
    },
    "asset_price_return_pct": {
      "515880.SH": -0.14792899408287985
    }
  },
  {
    "period": 82,
    "signal_date": "20250930",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 263,
    "target": {
      "561910.SH": 0.744688052683162
    },
    "cash_target": 0.25531194731683804,
    "execution_date": "20251009",
    "start_nav": 458108.0449483348,
    "start_after_cost_nav": 456815.7446380245,
    "action": "更换标的",
    "holding_sessions": 17,
    "end_date": "20251103",
    "end_nav": 457597.77964333363,
    "partial": false,
    "gross_profit": 782.0350053092193,
    "fees": 1292.300310310343,
    "net_profit": -510.2653050011238,
    "net_return_pct": -0.11138536217120379,
    "gross_return_pct": 0.17070972970959652,
    "gross_by_asset": {
      "561910.SH": 782.0350053092193
    },
    "fees_by_asset": {
      "515880.SH": 611.929855691345,
      "561910.SH": 680.3704546189981
    },
    "net_by_asset": {
      "561910.SH": 101.66455069022118,
      "515880.SH": -611.929855691345
    },
    "asset_price_return_pct": {
      "561910.SH": 0.22988505747127963
    }
  },
  {
    "period": 83,
    "signal_date": "20251031",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 263,
    "target": {
      "159558.SZ": 0.5480588825830417
    },
    "cash_target": 0.4519411174169583,
    "execution_date": "20251103",
    "start_nav": 457597.77964333363,
    "start_after_cost_nav": 456415.55991518276,
    "action": "更换标的",
    "holding_sessions": 20,
    "end_date": "20251201",
    "end_nav": 456415.55991518276,
    "partial": false,
    "gross_profit": 9.094947017729282e-12,
    "fees": 1182.2197281508732,
    "net_profit": -1182.219728150864,
    "net_return_pct": -0.2583534668966978,
    "gross_return_pct": 1.987541771906799e-15,
    "gross_by_asset": {},
    "fees_by_asset": {
      "159558.SZ": 500.28520352125673,
      "561910.SH": 681.9345246296165
    },
    "net_by_asset": {
      "561910.SH": -681.9345246296165,
      "159558.SZ": -500.28520352125673
    },
    "asset_price_return_pct": {
      "159558.SZ": 0.0
    }
  },
  {
    "period": 84,
    "signal_date": "20251128",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 249,
    "target": {
      "562510.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20251201",
    "start_nav": 456415.55991518276,
    "start_after_cost_nav": 455005.26418329496,
    "action": "更换标的",
    "holding_sessions": 23,
    "end_date": "20260105",
    "end_nav": 468387.77195339184,
    "partial": false,
    "gross_profit": 13382.507770096876,
    "fees": 1410.2957318878466,
    "net_profit": 11972.212038209029,
    "net_return_pct": 2.623094629033652,
    "gross_return_pct": 2.9320884179723827,
    "gross_by_asset": {
      "562510.SH": 13382.507770096876
    },
    "fees_by_asset": {
      "159558.SZ": 500.28520352125673,
      "562510.SH": 910.0105283665899
    },
    "net_by_asset": {
      "562510.SH": 12472.497241730285,
      "159558.SZ": -500.28520352125673
    },
    "asset_price_return_pct": {
      "562510.SH": 2.9411764705882026
    }
  },
  {
    "period": 85,
    "signal_date": "20251231",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 243,
    "target": {
      "159583.SZ": 0.5904371236662831
    },
    "cash_target": 0.4095628763337169,
    "execution_date": "20260105",
    "start_nav": 468387.77195339184,
    "start_after_cost_nav": 466899.6466406784,
    "action": "更换标的",
    "holding_sessions": 20,
    "end_date": "20260202",
    "end_nav": 469808.0478325748,
    "partial": false,
    "gross_profit": 2908.401191896337,
    "fees": 1488.125312713436,
    "net_profit": 1420.275879182901,
    "net_return_pct": 0.30322650680219493,
    "gross_return_pct": 0.62093875332547,
    "gross_by_asset": {
      "159583.SZ": 2908.401191896337
    },
    "fees_by_asset": {
      "159583.SZ": 551.3497688066522,
      "562510.SH": 936.7755439067837
    },
    "net_by_asset": {
      "562510.SH": -936.7755439067837,
      "159583.SZ": 2357.0514230896847
    },
    "asset_price_return_pct": {
      "159583.SZ": 1.0550113036924769
    }
  },
  {
    "period": 86,
    "signal_date": "20260130",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 290,
    "target": {
      "159206.SZ": 0.47580745894518534
    },
    "cash_target": 0.5241925410548147,
    "execution_date": "20260202",
    "start_nav": 469808.0478325748,
    "start_after_cost_nav": 468804.7596585153,
    "action": "更换标的",
    "holding_sessions": 14,
    "end_date": "20260302",
    "end_nav": 477434.7315571107,
    "partial": false,
    "gross_profit": 8629.97189859537,
    "fees": 1003.288174059498,
    "net_profit": 7626.683724535871,
    "net_return_pct": 1.6233616600909713,
    "gross_return_pct": 1.8369144458910647,
    "gross_by_asset": {
      "159206.SZ": 8629.97189859537
    },
    "fees_by_asset": {
      "159206.SZ": 446.121602869053,
      "159583.SZ": 557.1665711904451
    },
    "net_by_asset": {
      "159206.SZ": 8183.850295726316,
      "159583.SZ": -557.1665711904451
    },
    "asset_price_return_pct": {
      "159206.SZ": 3.8688876947877926
    }
  },
  {
    "period": 87,
    "signal_date": "20260227",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 287,
    "target": {
      "159697.SZ": 0.9420367305998038
    },
    "cash_target": 0.05796326940019625,
    "execution_date": "20260302",
    "start_nav": 477434.7315571107,
    "start_after_cost_nav": 476074.39088502125,
    "action": "更换标的",
    "holding_sessions": 22,
    "end_date": "20260401",
    "end_nav": 428939.4119681908,
    "partial": false,
    "gross_profit": -47134.978916830485,
    "fees": 1360.3406720894807,
    "net_profit": -48495.31958891996,
    "net_return_pct": -10.157476275501955,
    "gross_return_pct": -9.872549230573144,
    "gross_by_asset": {
      "159697.SZ": -47134.978916830485
    },
    "fees_by_asset": {
      "159206.SZ": 463.38154666624376,
      "159697.SZ": 896.9591254232369
    },
    "net_by_asset": {
      "159697.SZ": -48031.93804225372,
      "159206.SZ": -463.38154666624376
    },
    "asset_price_return_pct": {
      "159697.SZ": -10.509950248756194
    }
  },
  {
    "period": 88,
    "signal_date": "20260331",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 281,
    "target": {
      "518880.SH": 0.5412255761651237
    },
    "cash_target": 0.4587744238348763,
    "execution_date": "20260401",
    "start_nav": 428939.4119681908,
    "start_after_cost_nav": 427673.7868172395,
    "action": "更换标的",
    "holding_sessions": 21,
    "end_date": "20260506",
    "end_nav": 422293.4953106907,
    "partial": false,
    "gross_profit": -5380.291506548786,
    "fees": 1265.6251509513374,
    "net_profit": -6645.916657500124,
    "net_return_pct": -1.5493835427724627,
    "gross_return_pct": -1.2543243536100563,
    "gross_by_asset": {
      "518880.SH": -5380.291506548786
    },
    "fees_by_asset": {
      "159697.SZ": 802.689167589576,
      "518880.SH": 462.93598336176143
    },
    "net_by_asset": {
      "159697.SZ": -802.689167589576,
      "518880.SH": -5843.227489910548
    },
    "asset_price_return_pct": {
      "518880.SH": -2.324421388667175
    }
  },
  {
    "period": 89,
    "signal_date": "20260430",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 288,
    "target": {
      "515880.SH": 0.593941479485241
    },
    "cash_target": 0.406058520514759,
    "execution_date": "20260506",
    "start_nav": 422293.4953106907,
    "start_after_cost_nav": 421340.81633469934,
    "action": "更换标的",
    "holding_sessions": 18,
    "end_date": "20260601",
    "end_nav": 454658.3620505596,
    "partial": false,
    "gross_profit": 33317.54571586025,
    "fees": 952.678975991365,
    "net_profit": 32364.866739868885,
    "net_return_pct": 7.664069444417403,
    "gross_return_pct": 7.889665857000187,
    "gross_by_asset": {
      "515880.SH": 33317.54571586025
    },
    "fees_by_asset": {
      "515880.SH": 500.5035756427011,
      "518880.SH": 452.17540034866386
    },
    "net_by_asset": {
      "518880.SH": -452.17540034866386,
      "515880.SH": 32817.04214021755
    },
    "asset_price_return_pct": {
      "515880.SH": 13.313609467455567
    }
  },
  {
    "period": 90,
    "signal_date": "20260529",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 313,
    "target": {
      "588710.SH": 0.5262503304745512
    },
    "cash_target": 0.47374966952544884,
    "execution_date": "20260601",
    "start_nav": 454658.3620505596,
    "start_after_cost_nav": 453613.79456489003,
    "action": "更换标的",
    "holding_sessions": 21,
    "end_date": "20260701",
    "end_nav": 641203.7012844955,
    "partial": false,
    "gross_profit": 187589.90671960544,
    "fees": 1044.5674856695987,
    "net_profit": 186545.33923393584,
    "net_return_pct": 41.02978297651795,
    "gross_return_pct": 41.25953075481867,
    "gross_by_asset": {
      "588710.SH": 187589.90671960544
    },
    "fees_by_asset": {
      "515880.SH": 567.1386670744215,
      "588710.SH": 477.4288185951771
    },
    "net_by_asset": {
      "588710.SH": 187112.47790101025,
      "515880.SH": -567.1386670744215
    },
    "asset_price_return_pct": {
      "588710.SH": 78.5834031852473
    }
  },
  {
    "period": 91,
    "signal_date": "20260630",
    "initialization": false,
    "market_gate": 1.0,
    "eligible_count": 312,
    "target": {
      "588170.SH": 0.44103810181617026
    },
    "cash_target": 0.5589618981838298,
    "execution_date": "20260701",
    "start_nav": 641203.7012844955,
    "start_after_cost_nav": 639786.7519831376,
    "action": "更换标的",
    "holding_sessions": 23,
    "end_date": "20260803",
    "end_nav": 525661.8249611694,
    "partial": false,
    "gross_profit": -114124.92702196831,
    "fees": 1416.94930135794,
    "net_profit": -115541.87632332624,
    "net_return_pct": -18.019527350180017,
    "gross_return_pct": -17.798544642419685,
    "gross_by_asset": {
      "588170.SH": -114124.92702196831
    },
    "fees_by_asset": {
      "588170.SH": 564.3406693235519,
      "588710.SH": 852.6086320343882
    },
    "net_by_asset": {
      "588710.SH": -852.6086320343882,
      "588170.SH": -114689.26769129185
    },
    "asset_price_return_pct": {
      "588170.SH": -40.445402298850574
    }
  },
  {
    "period": 92,
    "signal_date": "20260731",
    "initialization": false,
    "market_gate": 0.0,
    "eligible_count": 330,
    "target": {
      "518880.SH": 1.0
    },
    "cash_target": 0.0,
    "execution_date": "20260803",
    "start_nav": 525661.8249611694,
    "start_after_cost_nav": 524277.1797863171,
    "action": "更换标的",
    "holding_sessions": 6,
    "end_date": "20260811",
    "end_nav": 561151.611345483,
    "partial": true,
    "gross_profit": 36874.43155916585,
    "fees": 1384.6451748522495,
    "net_profit": 35489.7863843136,
    "net_return_pct": 6.751448307461786,
    "gross_return_pct": 7.014858186038099,
    "gross_by_asset": {
      "518880.SH": 36874.43155916585
    },
    "fees_by_asset": {
      "518880.SH": 1048.5543595726342,
      "588170.SH": 336.09081527961524
    },
    "net_by_asset": {
      "588170.SH": -336.09081527961524,
      "518880.SH": 35825.87719959322
    },
    "asset_price_return_pct": {
      "518880.SH": 7.033384816442911
    }
  }
]