000657 中钨高新 — 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: ¥37.0万
策略: 缺口回补
K线 & 交易信号(策略收益 -63.00%)
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 15 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 |
2015-07-16 |
2017-04-21 |
12.496227743999999 |
12.00798 |
¥-3.6万 |
-3.94% |
缺口回补 |
| 2 |
2017-05-04 |
2018-02-07 |
12.856695851999998 |
11.36862 |
¥-11.2万 |
-11.60% |
缺口回补 |
| 3 |
2018-04-17 |
2018-04-24 |
12.613783 |
11.5884 |
¥-6.9万 |
-8.16% |
缺口回补 |
| 4 |
2018-08-17 |
2018-08-20 |
7.219375162999999 |
7.0529399999999995 |
¥-1.7万 |
-2.33% |
缺口回补 |
| 5 |
2021-03-15 |
2021-03-17 |
8.811442640000001 |
8.37162 |
¥-3.8万 |
-5.02% |
缺口回补 |
| 6 |
2021-10-14 |
2022-03-15 |
12.546292758999998 |
11.59839 |
¥-5.4万 |
-7.58% |
缺口回补 |
| 7 |
2022-03-18 |
2022-04-01 |
11.494927444 |
11.32866 |
¥-9,807 |
-1.48% |
缺口回补 |
| 8 |
2023-01-31 |
2023-02-16 |
16.381272908 |
16.13385 |
¥-1.0万 |
-1.54% |
缺口回补 |
| 9 |
2025-07-28 |
2025-07-31 |
18.604159573999997 |
16.64334 |
¥-6.7万 |
-10.57% |
缺口回补 |
| 10 |
2025-09-09 |
2025-09-11 |
19.665537892 |
18.691290000000002 |
¥-2.9万 |
-4.98% |
缺口回补 |
| 11 |
2025-10-31 |
2025-11-03 |
26.043820802999996 |
22.977 |
¥-6.5万 |
-11.80% |
缺口回补 |
| 12 |
2026-02-27 |
2026-03-16 |
60.67879818 |
54.55539 |
¥-5.0万 |
-10.12% |
缺口回补 |
| 13 |
2026-06-17 |
2026-07-07 |
89.11572669999998 |
80.04987 |
¥-4.3万 |
-10.20% |
缺口回补 |
| 14 |
2026-08-07 |
2026-09-28 |
62.551229740999986 |
56.943 |
¥-3.5万 |
-8.99% |
缺口回补 |
| 15 |
2026-11-06 |
2026-11-09 |
38.499996535 |
39.19076999999999 |
¥6,043 |
+1.76% |
缺口回补 |
逐笔成交记录(共 30 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-07-16 |
跳空缺口买入 |
买入 |
12.492479999999999 |
73900.0 |
¥92.3万 |
首仓入场 |
| 2017-04-21 |
缺口回补 |
卖出 |
12.00798 |
73900.0 |
¥88.7万 |
|
| 2017-05-04 |
跳空缺口买入 |
买入 |
12.852839999999999 |
74800.0 |
¥96.2万 |
首仓入场 |
| 2018-02-07 |
缺口回补 |
卖出 |
11.36862 |
74800.0 |
¥85.0万 |
|
| 2018-04-17 |
跳空缺口买入 |
买入 |
12.61 |
67300.0 |
¥84.9万 |
首仓入场 |
| 2018-04-24 |
缺口回补 |
卖出 |
11.5884 |
67300.0 |
¥78.0万 |
|
| 2018-08-17 |
跳空缺口买入 |
买入 |
7.217209999999999 |
103000.0 |
¥74.4万 |
首仓入场 |
| 2018-08-20 |
缺口回补 |
卖出 |
7.0529399999999995 |
103000.0 |
¥72.6万 |
|
| 2021-03-15 |
跳空缺口买入 |
买入 |
8.8088 |
86800.0 |
¥76.5万 |
首仓入场 |
| 2021-03-17 |
缺口回补 |
卖出 |
8.37162 |
86800.0 |
¥72.6万 |
|
| 2021-10-14 |
跳空缺口买入 |
买入 |
12.542529999999998 |
56700.0 |
¥71.1万 |
首仓入场 |
| 2022-03-15 |
缺口回补 |
卖出 |
11.59839 |
56700.0 |
¥65.7万 |
|
| 2022-03-18 |
跳空缺口买入 |
买入 |
11.49148 |
57800.0 |
¥66.4万 |
首仓入场 |
| 2022-04-01 |
缺口回补 |
卖出 |
11.32866 |
57800.0 |
¥65.5万 |
|
| 2023-01-31 |
跳空缺口买入 |
买入 |
16.37636 |
40000.0 |
¥65.5万 |
首仓入场 |
| 2023-02-16 |
缺口回补 |
卖出 |
16.13385 |
40000.0 |
¥64.5万 |
|
| 2025-07-28 |
跳空缺口买入 |
买入 |
18.598579999999995 |
34100.0 |
¥63.4万 |
首仓入场 |
| 2025-07-31 |
缺口回补 |
卖出 |
16.64334 |
34100.0 |
¥56.7万 |
|
| 2025-09-09 |
跳空缺口买入 |
买入 |
19.65964 |
29500.0 |
¥58.0万 |
首仓入场 |
| 2025-09-11 |
缺口回补 |
卖出 |
18.691290000000002 |
29500.0 |
¥55.1万 |
|
| 2025-10-31 |
跳空缺口买入 |
买入 |
26.036009999999997 |
21300.0 |
¥55.5万 |
首仓入场 |
| 2025-11-03 |
缺口回补 |
卖出 |
22.977 |
21300.0 |
¥48.9万 |
|
| 2026-02-27 |
跳空缺口买入 |
买入 |
60.660599999999995 |
8100.0 |
¥49.1万 |
首仓入场 |
| 2026-03-16 |
缺口回补 |
卖出 |
54.55539 |
8100.0 |
¥44.2万 |
|
| 2026-06-17 |
跳空缺口买入 |
买入 |
89.08899999999998 |
4700.0 |
¥41.9万 |
首仓入场 |
| 2026-07-07 |
缺口回补 |
卖出 |
80.04987 |
4700.0 |
¥37.6万 |
|
| 2026-08-07 |
跳空缺口买入 |
买入 |
62.53246999999999 |
6300.0 |
¥39.4万 |
首仓入场 |
| 2026-09-28 |
缺口回补 |
卖出 |
56.943 |
6300.0 |
¥35.9万 |
|
| 2026-11-06 |
跳空缺口买入 |
买入 |
38.48845 |
8900.0 |
¥34.3万 |
首仓入场 |
| 2026-11-09 |
缺口回补 |
卖出 |
39.19076999999999 |
8900.0 |
¥34.9万 |
|