diff --git a/framework_v2/scripts/export_backtest_detail.py b/framework_v2/scripts/export_backtest_detail.py
index 58c682d..75ef2e0 100644
--- a/framework_v2/scripts/export_backtest_detail.py
+++ b/framework_v2/scripts/export_backtest_detail.py
@@ -140,6 +140,10 @@ def main():
     # 因子数据（DataFrame 格式）
     factor_df = pd.DataFrame(factors)
     
+    # 将因子对齐到 A 股交易日历（前向填充）
+    # 因子已经在原始数据上计算完成，这里只是将结果对齐到展示日历
+    factor_df_aligned = factor_df.reindex(trading_calendar, method='ffill')
+    
     # 持仓状态跟踪
     holdings_state = {}  # {code: {'entry_date': str, 'entry_price': float}}
     prev_holdings = set()
@@ -177,11 +181,11 @@ def main():
                 'entry_price': entry_price,
             }
         
-        # 动态阈值
+        # 动态阈值（使用对齐后的因子）
         factor_scores = {}
-        if date in factor_df.index:
-            for code in factor_df.columns:
-                v = factor_df.loc[date, code]
+        if date in factor_df_aligned.index:
+            for code in factor_df_aligned.columns:
+                v = factor_df_aligned.loc[date, code]
                 if pd.notna(v):
                     factor_scores[code] = float(v)