002074 国轩高科 — 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: ¥33.4万
策略: 缺口回补
K线 & 交易信号（策略收益 -66.62%）
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 19 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 |
2015-01-29 |
2015-01-30 |
19.465277831999998 |
18.64134 |
¥-4.1万 |
-4.26% |
缺口回补 |
| 2 |
2015-05-12 |
2015-06-29 |
29.748631913 |
25.974 |
¥-12.1万 |
-12.71% |
缺口回补 |
| 3 |
2015-07-28 |
2015-08-26 |
24.031207199999997 |
24.055919999999997 |
¥558 |
+0.07% |
缺口回补 |
| 4 |
2015-08-31 |
2015-09-02 |
28.837448639999998 |
22.986990000000002 |
¥-16.9万 |
-20.31% |
缺口回补 |
| 5 |
2015-09-10 |
2015-09-16 |
29.237968759999994 |
25.604370000000003 |
¥-8.2万 |
-12.45% |
缺口回补 |
| 6 |
2015-11-11 |
2015-11-30 |
40.05201199999999 |
37.042919999999995 |
¥-4.4万 |
-7.54% |
缺口回补 |
| 7 |
2016-02-15 |
2017-05-15 |
27.105199121 |
27.25272 |
¥2,661 |
+0.51% |
缺口回补 |
| 8 |
2017-09-12 |
2017-09-27 |
34.364626296 |
31.6683 |
¥-4.3万 |
-7.87% |
缺口回补 |
| 9 |
2018-03-28 |
2018-04-10 |
21.828346540000002 |
20.7792 |
¥-2.4万 |
-4.83% |
缺口回补 |
| 10 |
2019-04-18 |
2019-04-23 |
17.182313147999995 |
16.12386 |
¥-3.0万 |
-6.19% |
缺口回补 |
| 11 |
2020-01-21 |
2020-03-17 |
20.606760173999998 |
18.25173 |
¥-5.1万 |
-11.46% |
缺口回补 |
| 12 |
2020-03-26 |
2020-03-30 |
18.323795489999995 |
17.29269 |
¥-2.2万 |
-5.66% |
缺口回补 |
| 13 |
2022-05-23 |
2022-09-16 |
34.845250439999994 |
31.92804 |
¥-3.2万 |
-8.40% |
缺口回补 |
| 14 |
2022-11-03 |
2022-11-17 |
34.34460028999999 |
32.64732 |
¥-1.7万 |
-4.97% |
缺口回补 |
| 15 |
2023-01-31 |
2023-02-15 |
32.221843654 |
31.83813 |
¥-3,972 |
-1.22% |
缺口回补 |
| 16 |
2023-07-28 |
2023-08-15 |
26.734718009999998 |
25.974 |
¥-9,222 |
-2.87% |
缺口回补 |
| 17 |
2024-05-21 |
2024-06-03 |
20.987254288 |
20.31966 |
¥-9,971 |
-3.21% |
缺口回补 |
| 18 |
2024-10-09 |
2024-10-10 |
25.197557000000003 |
23.086889999999997 |
¥-2.5万 |
-8.40% |
缺口回补 |
| 19 |
2025-04-11 |
2026-11-13 |
19.465277831999998 |
23.32 |
¥5.4万 |
+19.77% |
强平 |
逐笔成交记录（共 38 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-01-29 |
跳空缺口买入 |
买入 |
19.45944 |
50000.0 |
¥97.3万 |
首仓入场 |
| 2015-01-30 |
缺口回补 |
卖出 |
18.64134 |
50000.0 |
¥93.2万 |
|
| 2015-05-12 |
跳空缺口买入 |
买入 |
29.73971 |
32100.0 |
¥95.5万 |
首仓入场 |
| 2015-06-29 |
缺口回补 |
卖出 |
25.974 |
32100.0 |
¥83.4万 |
|
| 2015-07-28 |
跳空缺口买入 |
买入 |
24.023999999999997 |
31900.0 |
¥76.7万 |
首仓入场 |
| 2015-08-26 |
缺口回补 |
卖出 |
24.055919999999997 |
31900.0 |
¥76.7万 |
|
| 2015-08-31 |
跳空缺口买入 |
买入 |
28.828799999999998 |
28900.0 |
¥83.3万 |
首仓入场 |
| 2015-09-02 |
缺口回补 |
卖出 |
22.986990000000002 |
28900.0 |
¥66.4万 |
|
| 2015-09-10 |
跳空缺口买入 |
买入 |
29.22919999999999 |
22400.0 |
¥65.5万 |
首仓入场 |
| 2015-09-16 |
缺口回补 |
卖出 |
25.604370000000003 |
22400.0 |
¥57.3万 |
|
| 2015-11-11 |
跳空缺口买入 |
买入 |
40.03999999999999 |
14500.0 |
¥58.1万 |
首仓入场 |
| 2015-11-30 |
缺口回补 |
卖出 |
37.042919999999995 |
14500.0 |
¥53.7万 |
|
| 2016-02-15 |
跳空缺口买入 |
买入 |
27.09707 |
19100.0 |
¥51.8万 |
首仓入场 |
| 2017-05-15 |
缺口回补 |
卖出 |
27.25272 |
19100.0 |
¥52.0万 |
|
| 2017-09-12 |
跳空缺口买入 |
买入 |
34.354319999999994 |
15800.0 |
¥54.3万 |
首仓入场 |
| 2017-09-27 |
缺口回补 |
卖出 |
31.6683 |
15800.0 |
¥50.0万 |
|
| 2018-03-28 |
跳空缺口买入 |
买入 |
21.8218 |
22600.0 |
¥49.3万 |
首仓入场 |
| 2018-04-10 |
缺口回补 |
卖出 |
20.7792 |
22600.0 |
¥46.9万 |
|
| 2019-04-18 |
跳空缺口买入 |
买入 |
17.177159999999997 |
27800.0 |
¥47.8万 |
首仓入场 |
| 2019-04-23 |
缺口回补 |
卖出 |
16.12386 |
27800.0 |
¥44.8万 |
|
| 2020-01-21 |
跳空缺口买入 |
买入 |
20.600579999999997 |
21600.0 |
¥44.5万 |
首仓入场 |
| 2020-03-17 |
缺口回补 |
卖出 |
18.25173 |
21600.0 |
¥39.4万 |
|
| 2020-03-26 |
跳空缺口买入 |
买入 |
18.318299999999997 |
21400.0 |
¥39.2万 |
首仓入场 |
| 2020-03-30 |
缺口回补 |
卖出 |
17.29269 |
21400.0 |
¥37.0万 |
|
| 2022-05-23 |
跳空缺口买入 |
买入 |
34.834799999999994 |
10800.0 |
¥37.6万 |
首仓入场 |
| 2022-09-16 |
缺口回补 |
卖出 |
31.92804 |
10800.0 |
¥34.5万 |
|
| 2022-11-03 |
跳空缺口买入 |
买入 |
34.33429999999999 |
9900.0 |
¥34.0万 |
首仓入场 |
| 2022-11-17 |
缺口回补 |
卖出 |
32.64732 |
9900.0 |
¥32.3万 |
|
| 2023-01-31 |
跳空缺口买入 |
买入 |
32.21218 |
10100.0 |
¥32.5万 |
首仓入场 |
| 2023-02-15 |
缺口回补 |
卖出 |
31.83813 |
10100.0 |
¥32.1万 |
|
| 2023-07-28 |
跳空缺口买入 |
买入 |
26.726699999999997 |
12000.0 |
¥32.1万 |
首仓入场 |
| 2023-08-15 |
缺口回补 |
卖出 |
25.974 |
12000.0 |
¥31.2万 |
|
| 2024-05-21 |
跳空缺口买入 |
买入 |
20.98096 |
14800.0 |
¥31.1万 |
首仓入场 |
| 2024-06-03 |
缺口回补 |
卖出 |
20.31966 |
14800.0 |
¥30.1万 |
|
| 2024-10-09 |
跳空缺口买入 |
买入 |
25.19 |
11900.0 |
¥30.0万 |
首仓入场 |
| 2024-10-10 |
缺口回补 |
卖出 |
23.086889999999997 |
11900.0 |
¥27.5万 |
|
| 2025-04-11 |
跳空缺口买入 |
买入 |
19.45944 |
14100.0 |
¥27.4万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
23.32 |
14100 |
¥32.9万 |
回测结束强平 |