000002 万科A — 缺口回补 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥50.2万
策略: 缺口回补
K线 & 交易信号(策略收益 -49.83%)
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 16 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 |
2016-08-08 |
2017-05-02 |
20.766968221999996 |
19.2807 |
¥-7.1万 |
-7.18% |
缺口回补 |
| 2 |
2017-06-01 |
2018-10-19 |
21.127436330000002 |
20.589389999999998 |
¥-2.4万 |
-2.58% |
缺口回补 |
| 3 |
2019-04-02 |
2019-04-19 |
32.171778638999996 |
30.579390000000004 |
¥-4.5万 |
-4.98% |
缺口回补 |
| 4 |
2019-07-22 |
2019-07-24 |
30.749932212999994 |
29.97 |
¥-2.2万 |
-2.57% |
缺口回补 |
| 5 |
2019-11-26 |
2020-02-04 |
28.687253594999994 |
26.9 |
¥-5.2万 |
-6.26% |
缺口回补 |
| 6 |
2020-02-14 |
2020-02-24 |
30.039008999999993 |
29.070899999999998 |
¥-2.5万 |
-3.25% |
缺口回补 |
| 7 |
2020-03-26 |
2021-06-16 |
26.254093865999998 |
24.72525 |
¥-4.4万 |
-5.85% |
缺口回补 |
| 8 |
2021-08-12 |
2021-08-26 |
23.059945909 |
21.09888 |
¥-6.1万 |
-8.53% |
缺口回补 |
| 9 |
2021-10-25 |
2021-10-26 |
20.82704624 |
20.56941 |
¥-8,072 |
-1.27% |
缺口回补 |
| 10 |
2021-11-09 |
2022-03-09 |
18.283743478 |
17.75223 |
¥-1.9万 |
-2.94% |
缺口回补 |
| 11 |
2022-03-18 |
2022-08-30 |
16.461376932 |
15.4845 |
¥-3.7万 |
-5.96% |
缺口回补 |
| 12 |
2022-11-15 |
2022-11-21 |
16.321194889999997 |
15.55443 |
¥-2.8万 |
-4.73% |
缺口回补 |
| 13 |
2023-08-29 |
2023-09-01 |
14.0182042 |
13.86612 |
¥-6,250 |
-1.11% |
缺口回补 |
| 14 |
2025-05-08 |
2025-05-12 |
6.878933061 |
6.803189999999999 |
¥-6,269 |
-1.13% |
缺口回补 |
| 15 |
2025-08-26 |
2025-09-05 |
6.9890760940000005 |
6.5234700000000005 |
¥-3.6万 |
-6.69% |
缺口回补 |
| 16 |
2026-04-09 |
2026-04-24 |
3.9050711699999994 |
3.7962 |
¥-1.4万 |
-2.82% |
缺口回补 |
逐笔成交记录(共 32 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2016-08-08 |
跳空缺口买入 |
买入 |
20.760739999999995 |
47500.0 |
¥98.6万 |
首仓入场 |
| 2017-05-02 |
缺口回补 |
卖出 |
19.2807 |
47500.0 |
¥91.6万 |
|
| 2017-06-01 |
跳空缺口买入 |
买入 |
21.1211 |
43500.0 |
¥91.9万 |
首仓入场 |
| 2018-10-19 |
缺口回补 |
卖出 |
20.589389999999998 |
43500.0 |
¥89.5万 |
|
| 2019-04-02 |
跳空缺口买入 |
买入 |
32.16213 |
28100.0 |
¥90.4万 |
首仓入场 |
| 2019-04-19 |
缺口回补 |
卖出 |
30.579390000000004 |
28100.0 |
¥85.9万 |
|
| 2019-07-22 |
跳空缺口买入 |
买入 |
30.740709999999996 |
27900.0 |
¥85.8万 |
首仓入场 |
| 2019-07-24 |
缺口回补 |
卖出 |
29.97 |
27900.0 |
¥83.6万 |
|
| 2019-11-26 |
跳空缺口买入 |
买入 |
28.678649999999994 |
29100.0 |
¥83.5万 |
首仓入场 |
| 2020-02-04 |
缺口回补 |
卖出 |
26.9 |
29100.0 |
¥78.3万 |
|
| 2020-02-14 |
跳空缺口买入 |
买入 |
30.029999999999994 |
26100.0 |
¥78.4万 |
首仓入场 |
| 2020-02-24 |
缺口回补 |
卖出 |
29.070899999999998 |
26100.0 |
¥75.9万 |
|
| 2020-03-26 |
跳空缺口买入 |
买入 |
26.246219999999997 |
28600.0 |
¥75.1万 |
首仓入场 |
| 2021-06-16 |
缺口回补 |
卖出 |
24.72525 |
28600.0 |
¥70.7万 |
|
| 2021-08-12 |
跳空缺口买入 |
买入 |
23.05303 |
30900.0 |
¥71.3万 |
首仓入场 |
| 2021-08-26 |
缺口回补 |
卖出 |
21.09888 |
30900.0 |
¥65.2万 |
|
| 2021-10-25 |
跳空缺口买入 |
买入 |
20.8208 |
30600.0 |
¥63.7万 |
首仓入场 |
| 2021-10-26 |
缺口回补 |
卖出 |
20.56941 |
30600.0 |
¥62.9万 |
|
| 2021-11-09 |
跳空缺口买入 |
买入 |
18.27826 |
35200.0 |
¥64.4万 |
首仓入场 |
| 2022-03-09 |
缺口回补 |
卖出 |
17.75223 |
35200.0 |
¥62.5万 |
|
| 2022-03-18 |
跳空缺口买入 |
买入 |
16.45644 |
37500.0 |
¥61.7万 |
首仓入场 |
| 2022-08-30 |
缺口回补 |
卖出 |
15.4845 |
37500.0 |
¥58.0万 |
|
| 2022-11-15 |
跳空缺口买入 |
买入 |
16.3163 |
36000.0 |
¥58.8万 |
首仓入场 |
| 2022-11-21 |
缺口回补 |
卖出 |
15.55443 |
36000.0 |
¥56.0万 |
|
| 2023-08-29 |
跳空缺口买入 |
买入 |
14.014 |
40000.0 |
¥56.1万 |
首仓入场 |
| 2023-09-01 |
缺口回补 |
卖出 |
13.86612 |
40000.0 |
¥55.4万 |
|
| 2025-05-08 |
跳空缺口买入 |
买入 |
6.876869999999999 |
80600.0 |
¥55.4万 |
首仓入场 |
| 2025-05-12 |
缺口回补 |
卖出 |
6.803189999999999 |
80600.0 |
¥54.8万 |
|
| 2025-08-26 |
跳空缺口买入 |
买入 |
6.98698 |
76800.0 |
¥53.7万 |
首仓入场 |
| 2025-09-05 |
缺口回补 |
卖出 |
6.5234700000000005 |
76800.0 |
¥50.1万 |
|
| 2026-04-09 |
跳空缺口买入 |
买入 |
3.9038999999999993 |
130200.0 |
¥50.8万 |
首仓入场 |
| 2026-04-24 |
缺口回补 |
卖出 |
3.7962 |
130200.0 |
¥49.4万 |
|