000301 东方盛虹 — 越跌越买摊平 回测明细
数据区间: 2015-01-05 ~ 2026-11-12 · 初始资金: ¥1,000,000 · 终值: ¥2.24M
策略: 越跌越买摊平
K线 & 交易信号(策略收益 +123.85%)
红色三角=买入 · 蓝绿三角=卖出 · 标记为实际成交价
账户净值曲线(每标的独立回测 ¥1,000,000)
回合交易明细(共 17 个回合)
| # | 入场日期 | 离场日期 | 入场价 | 离场价 | 盈亏 | 盈亏% | 离场方式 |
| 1 |
2015-01-07 |
2015-03-17 |
5.10437745428637 |
5.774220000000001 |
¥13.1万 |
+13.09% |
止盈离场 |
| 2 |
2015-03-18 |
2015-04-03 |
5.997788796999999 |
7.17282 |
¥22.0万 |
+19.56% |
止盈离场 |
| 3 |
2015-04-07 |
2015-05-22 |
7.258813474816128 |
8.30169 |
¥19.4万 |
+14.33% |
止盈离场 |
| 4 |
2015-05-25 |
2015-05-28 |
8.230688466 |
9.02097 |
¥14.7万 |
+9.57% |
止盈离场 |
| 5 |
2015-05-29 |
2015-06-03 |
8.260727474999998 |
9.200790000000001 |
¥19.0万 |
+11.35% |
止盈离场 |
| 6 |
2015-06-04 |
2015-06-09 |
9.312793000000001 |
10.71927 |
¥28.2万 |
+15.07% |
止盈离场 |
| 7 |
2015-06-10 |
2015-06-15 |
10.31339309 |
11.74824 |
¥29.8万 |
+13.88% |
止盈离场 |
| 8 |
2015-06-16 |
2021-01-13 |
12.005419672567317 |
14.06592 |
¥42.2万 |
+17.13% |
止盈离场 |
| 9 |
2021-01-14 |
2021-01-21 |
13.006890896999998 |
15.004979999999998 |
¥43.0万 |
+15.33% |
止盈离场 |
| 10 |
2021-01-22 |
2021-05-14 |
14.812428791267441 |
16.293689999999998 |
¥33.0万 |
+9.97% |
止盈离场 |
| 11 |
2021-05-17 |
2021-05-28 |
16.531467953 |
18.23175 |
¥37.3万 |
+10.25% |
止盈离场 |
| 12 |
2021-05-31 |
2021-06-25 |
17.14958803652926 |
19.7802 |
¥61.4万 |
+15.30% |
止盈离场 |
| 13 |
2021-07-02 |
2021-07-12 |
19.51399202028836 |
23.976 |
¥1.06M |
+22.83% |
止盈离场 |
| 14 |
2021-07-13 |
2021-07-23 |
24.521844346999995 |
27.372600000000002 |
¥65.7万 |
+11.59% |
止盈离场 |
| 15 |
2021-07-26 |
2021-08-30 |
27.796096327999997 |
32.4675 |
¥1.06M |
+16.77% |
止盈离场 |
| 16 |
2021-08-31 |
2021-09-13 |
32.99073970129577 |
37.35261 |
¥97.7万 |
+13.19% |
止盈离场 |
| 17 |
2021-09-14 |
2026-11-12 |
37.31221463751713 |
9.96 |
¥-6.15M |
-73.31% |
强平 |
逐笔成交记录(共 44 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-01-07 |
首笔买入 |
买入 |
5.105099999999999 |
195000.0 |
¥99.6万 |
首仓入场 |
| 2015-01-13 |
下跌补仓 |
买入 |
4.614610000000001 |
900.0 |
¥4,154 |
加仓 |
| 2015-03-17 |
止盈离场 |
卖出 |
5.774220000000001 |
195900.0 |
¥1.13M |
止盈触发 |
| 2015-03-18 |
首笔买入 |
买入 |
5.99599 |
187500.0 |
¥1.12M |
首仓入场 |
| 2015-04-03 |
止盈离场 |
卖出 |
7.17282 |
187500.0 |
¥1.34M |
止盈触发 |
| 2015-04-07 |
首笔买入 |
买入 |
7.257249999999998 |
185700.0 |
¥1.35M |
首仓入场 |
| 2015-05-11 |
下跌补仓 |
买入 |
6.876869999999999 |
300.0 |
¥2,064 |
加仓 |
| 2015-05-22 |
止盈离场 |
卖出 |
8.30169 |
186000.0 |
¥1.54M |
止盈触发 |
| 2015-05-25 |
首笔买入 |
买入 |
8.22822 |
186500.0 |
¥1.54M |
首仓入场 |
| 2015-05-28 |
止盈离场 |
卖出 |
9.02097 |
186500.0 |
¥1.68M |
止盈触发 |
| 2015-05-29 |
首笔买入 |
买入 |
8.258249999999999 |
202300.0 |
¥1.67M |
首仓入场 |
| 2015-06-03 |
止盈离场 |
卖出 |
9.200790000000001 |
202300.0 |
¥1.86M |
止盈触发 |
| 2015-06-04 |
首笔买入 |
买入 |
9.31 |
201300.0 |
¥1.87M |
首仓入场 |
| 2015-06-09 |
止盈离场 |
卖出 |
10.71927 |
201300.0 |
¥2.16M |
止盈触发 |
| 2015-06-10 |
首笔买入 |
买入 |
10.310300000000002 |
208100.0 |
¥2.15M |
首仓入场 |
| 2015-06-15 |
止盈离场 |
卖出 |
11.74824 |
208100.0 |
¥2.44M |
止盈触发 |
| 2015-06-16 |
首笔买入 |
买入 |
12.01 |
203200.0 |
¥2.44M |
首仓入场 |
| 2015-06-17 |
下跌补仓 |
买入 |
11.271259999999998 |
1700.0 |
¥1.9万 |
加仓 |
| 2015-06-30 |
下跌补仓 |
买入 |
7.797789999999999 |
100.0 |
¥780 |
加仓 |
| 2021-01-13 |
止盈离场 |
卖出 |
14.06592 |
205000.0 |
¥2.88M |
止盈触发 |
| 2021-01-14 |
首笔买入 |
买入 |
13.002989999999997 |
215700.0 |
¥2.81M |
首仓入场 |
| 2021-01-21 |
止盈离场 |
卖出 |
15.004979999999998 |
215700.0 |
¥3.24M |
止盈触发 |
| 2021-01-22 |
首笔买入 |
买入 |
14.834819999999999 |
216200.0 |
¥3.21M |
首仓入场 |
| 2021-03-04 |
下跌补仓 |
买入 |
14.024009999999999 |
7400.0 |
¥10.4万 |
加仓 |
| 2021-05-14 |
止盈离场 |
卖出 |
16.293689999999998 |
223600.0 |
¥3.64M |
止盈触发 |
| 2021-05-17 |
首笔买入 |
买入 |
16.52651 |
220000.0 |
¥3.64M |
首仓入场 |
| 2021-05-28 |
止盈离场 |
卖出 |
18.23175 |
220000.0 |
¥4.01M |
止盈触发 |
| 2021-05-31 |
首笔买入 |
买入 |
17.167149999999996 |
229600.0 |
¥3.94M |
首仓入场 |
| 2021-06-17 |
下跌补仓 |
买入 |
15.985969999999998 |
4500.0 |
¥7.2万 |
加仓 |
| 2021-06-25 |
止盈离场 |
卖出 |
19.7802 |
234100.0 |
¥4.63M |
止盈触发 |
| 2021-07-02 |
首笔买入 |
买入 |
19.509489999999996 |
236700.0 |
¥4.62M |
首仓入场 |
| 2021-07-06 |
下跌补仓 |
买入 |
18.86885 |
500.0 |
¥9,437 |
加仓 |
| 2021-07-12 |
止盈离场 |
卖出 |
23.976 |
237200.0 |
¥5.69M |
止盈触发 |
| 2021-07-13 |
首笔买入 |
买入 |
24.514489999999995 |
231200.0 |
¥5.67M |
首仓入场 |
| 2021-07-23 |
止盈离场 |
卖出 |
27.372600000000002 |
231200.0 |
¥6.33M |
止盈触发 |
| 2021-07-26 |
首笔买入 |
买入 |
27.78776 |
228200.0 |
¥6.34M |
首仓入场 |
| 2021-08-30 |
止盈离场 |
卖出 |
32.4675 |
228200.0 |
¥7.41M |
止盈触发 |
| 2021-08-31 |
首笔买入 |
买入 |
32.98295 |
224300.0 |
¥7.40M |
首仓入场 |
| 2021-09-02 |
下跌补仓 |
买入 |
30.620589999999996 |
200.0 |
¥6,126 |
加仓 |
| 2021-09-13 |
止盈离场 |
卖出 |
37.35261 |
224500.0 |
¥8.38M |
止盈触发 |
| 2021-09-14 |
首笔买入 |
买入 |
37.38735 |
214500.0 |
¥8.02M |
首仓入场 |
| 2021-09-22 |
下跌补仓 |
买入 |
35.5355 |
10100.0 |
¥35.9万 |
加仓 |
| 2021-09-24 |
下跌补仓 |
买入 |
30.450419999999998 |
100.0 |
¥3,046 |
加仓 |
| 2026-11-12 |
强平 |
卖出 |
9.96 |
224700 |
¥2.24M |
回测结束强平 |