000625 长安汽车 — 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: ¥41.4万
策略: 缺口回补
K线 & 交易信号(策略收益 -58.61%)
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 14 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 |
2015-07-13 |
2015-07-28 |
19.034718703 |
16.153830000000003 |
¥-14.4万 |
-15.16% |
缺口回补 |
| 2 |
2015-10-09 |
2015-11-30 |
15.740440716 |
14.645340000000001 |
¥-6.0万 |
-6.99% |
缺口回补 |
| 3 |
2016-04-01 |
2016-05-10 |
15.710401706999995 |
14.29 |
¥-7.2万 |
-9.07% |
缺口回补 |
| 4 |
2018-04-03 |
2018-04-04 |
11.264628375 |
11.23875 |
¥-1,852 |
-0.26% |
缺口回补 |
| 5 |
2018-07-19 |
2018-07-20 |
7.960337384999999 |
7.90209 |
¥-5,443 |
-0.76% |
缺口回补 |
| 6 |
2018-09-17 |
2018-09-18 |
6.718725012999999 |
6.643350000000001 |
¥-8,108 |
-1.15% |
缺口回补 |
| 7 |
2018-12-04 |
2018-12-11 |
6.358256904999999 |
6.153839999999999 |
¥-2.3万 |
-3.24% |
缺口回补 |
| 8 |
2020-01-03 |
2020-02-03 |
10.663848194999998 |
8.89 |
¥-11.2万 |
-16.66% |
缺口回补 |
| 9 |
2020-10-12 |
2022-01-24 |
14.318594289999998 |
13.366620000000001 |
¥-3.8万 |
-6.68% |
缺口回补 |
| 10 |
2022-05-09 |
2022-05-10 |
11.795317533999997 |
11.05893 |
¥-3.4万 |
-6.27% |
缺口回补 |
| 11 |
2022-06-02 |
2022-09-16 |
14.258516272 |
13.20678 |
¥-3.6万 |
-7.40% |
缺口回补 |
| 12 |
2022-12-02 |
2022-12-13 |
13.727827112999998 |
13.43 |
¥-1.0万 |
-2.20% |
缺口回补 |
| 13 |
2023-01-31 |
2023-02-17 |
13.978152188000001 |
13.3866 |
¥-1.9万 |
-4.26% |
缺口回补 |
| 14 |
2023-05-04 |
2026-01-29 |
11.855395552 |
11.23875 |
¥-2.3万 |
-5.23% |
缺口回补 |
逐笔成交记录(共 28 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-07-13 |
跳空缺口买入 |
买入 |
19.02901 |
49800.0 |
¥94.8万 |
首仓入场 |
| 2015-07-28 |
缺口回补 |
卖出 |
16.153830000000003 |
49800.0 |
¥80.4万 |
|
| 2015-10-09 |
跳空缺口买入 |
买入 |
15.735719999999999 |
54200.0 |
¥85.3万 |
首仓入场 |
| 2015-11-30 |
缺口回补 |
卖出 |
14.645340000000001 |
54200.0 |
¥79.4万 |
|
| 2016-04-01 |
跳空缺口买入 |
买入 |
15.705689999999997 |
50300.0 |
¥79.0万 |
首仓入场 |
| 2016-05-10 |
缺口回补 |
卖出 |
14.29 |
50300.0 |
¥71.9万 |
|
| 2018-04-03 |
跳空缺口买入 |
买入 |
11.261249999999999 |
63300.0 |
¥71.3万 |
首仓入场 |
| 2018-04-04 |
缺口回补 |
卖出 |
11.23875 |
63300.0 |
¥71.1万 |
|
| 2018-07-19 |
跳空缺口买入 |
买入 |
7.957949999999999 |
89800.0 |
¥71.5万 |
首仓入场 |
| 2018-07-20 |
缺口回补 |
卖出 |
7.90209 |
89800.0 |
¥70.9万 |
|
| 2018-09-17 |
跳空缺口买入 |
买入 |
6.716709999999999 |
104800.0 |
¥70.4万 |
首仓入场 |
| 2018-09-18 |
缺口回补 |
卖出 |
6.643350000000001 |
104800.0 |
¥69.6万 |
|
| 2018-12-04 |
跳空缺口买入 |
买入 |
6.356349999999999 |
111500.0 |
¥70.9万 |
首仓入场 |
| 2018-12-11 |
缺口回补 |
卖出 |
6.153839999999999 |
111500.0 |
¥68.6万 |
|
| 2020-01-03 |
跳空缺口买入 |
买入 |
10.660649999999999 |
63300.0 |
¥67.5万 |
首仓入场 |
| 2020-02-03 |
缺口回补 |
卖出 |
8.89 |
63300.0 |
¥56.3万 |
|
| 2020-10-12 |
跳空缺口买入 |
买入 |
14.314299999999998 |
40100.0 |
¥57.4万 |
首仓入场 |
| 2022-01-24 |
缺口回补 |
卖出 |
13.366620000000001 |
40100.0 |
¥53.6万 |
|
| 2022-05-09 |
跳空缺口买入 |
买入 |
11.791779999999996 |
45300.0 |
¥53.4万 |
首仓入场 |
| 2022-05-10 |
缺口回补 |
卖出 |
11.05893 |
45300.0 |
¥50.1万 |
|
| 2022-06-02 |
跳空缺口买入 |
买入 |
14.25424 |
34400.0 |
¥49.0万 |
首仓入场 |
| 2022-09-16 |
缺口回补 |
卖出 |
13.20678 |
34400.0 |
¥45.4万 |
|
| 2022-12-02 |
跳空缺口买入 |
买入 |
13.723709999999999 |
33700.0 |
¥46.3万 |
首仓入场 |
| 2022-12-13 |
缺口回补 |
卖出 |
13.43 |
33700.0 |
¥45.2万 |
|
| 2023-01-31 |
跳空缺口买入 |
买入 |
13.97396 |
32500.0 |
¥45.4万 |
首仓入场 |
| 2023-02-17 |
缺口回补 |
卖出 |
13.3866 |
32500.0 |
¥43.5万 |
|
| 2023-05-04 |
跳空缺口买入 |
买入 |
11.85184 |
36500.0 |
¥43.3万 |
首仓入场 |
| 2026-01-29 |
缺口回补 |
卖出 |
11.23875 |
36500.0 |
¥41.0万 |
|