002236 大华股份 — 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: ¥45.4万
策略: 缺口回补
K线 & 交易信号(策略收益 -54.61%)
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 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 |
2015-07-02 |
2015-08-26 |
33.04290989999999 |
31.278689999999997 |
¥-5.4万 |
-5.37% |
缺口回补 |
| 2 |
2015-08-31 |
2015-09-02 |
35.986732782 |
33.2667 |
¥-7.0万 |
-7.59% |
缺口回补 |
| 3 |
2015-10-09 |
2015-10-20 |
34.94538046999999 |
33.81615 |
¥-2.8万 |
-3.26% |
缺口回补 |
| 4 |
2016-02-19 |
2016-03-01 |
33.193104944999995 |
30.8691 |
¥-5.9万 |
-7.03% |
缺口回补 |
| 5 |
2016-03-15 |
2016-03-17 |
31.591024464999993 |
30.94902 |
¥-1.6万 |
-2.06% |
缺口回补 |
| 6 |
2018-03-28 |
2018-03-30 |
26.184002844999995 |
25.62435 |
¥-1.6万 |
-2.17% |
缺口回补 |
| 7 |
2018-12-04 |
2018-12-07 |
13.908061167 |
12.69 |
¥-6.6万 |
-8.79% |
缺口回补 |
| 8 |
2019-02-26 |
2019-02-28 |
17.062157111999998 |
15.834149999999998 |
¥-4.9万 |
-7.23% |
缺口回补 |
| 9 |
2019-04-16 |
2019-04-26 |
16.671649994999996 |
16.5834 |
¥-3,533 |
-0.56% |
缺口回补 |
| 10 |
2019-06-20 |
2022-09-27 |
13.817944139999998 |
13.07691 |
¥-3.4万 |
-5.39% |
缺口回补 |
| 11 |
2023-08-29 |
2023-10-25 |
20.216253057000003 |
19.98 |
¥-7,195 |
-1.20% |
缺口回补 |
| 12 |
2024-02-20 |
2024-04-22 |
17.90537 |
17.082900000000002 |
¥-2.7万 |
-4.62% |
缺口回补 |
| 13 |
2024-12-09 |
2025-01-02 |
16.831858042999997 |
15.90408 |
¥-3.1万 |
-5.54% |
缺口回补 |
| 14 |
2025-03-10 |
2025-03-24 |
19.255004768999996 |
17.80218 |
¥-4.0万 |
-7.57% |
缺口回补 |
| 15 |
2025-04-11 |
2025-05-29 |
15.219764559999998 |
15.23475 |
¥335 |
+0.07% |
缺口回补 |
| 16 |
2025-08-19 |
2026-03-24 |
18.273730474999997 |
16.66332 |
¥-4.4万 |
-8.84% |
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 |
| 2015-07-02 |
跳空缺口买入 |
买入 |
33.032999999999994 |
30200.0 |
¥99.8万 |
首仓入场 |
| 2015-08-26 |
缺口回补 |
卖出 |
31.278689999999997 |
30200.0 |
¥94.4万 |
|
| 2015-08-31 |
跳空缺口买入 |
买入 |
35.975939999999994 |
25600.0 |
¥92.1万 |
首仓入场 |
| 2015-09-02 |
缺口回补 |
卖出 |
33.2667 |
25600.0 |
¥85.1万 |
|
| 2015-10-09 |
跳空缺口买入 |
买入 |
34.93489999999999 |
25000.0 |
¥87.4万 |
首仓入场 |
| 2015-10-20 |
缺口回补 |
卖出 |
33.81615 |
25000.0 |
¥84.5万 |
|
| 2016-02-19 |
跳空缺口买入 |
买入 |
33.18315 |
25300.0 |
¥84.0万 |
首仓入场 |
| 2016-03-01 |
缺口回补 |
卖出 |
30.8691 |
25300.0 |
¥78.1万 |
|
| 2016-03-15 |
跳空缺口买入 |
买入 |
31.581549999999993 |
24900.0 |
¥78.7万 |
首仓入场 |
| 2016-03-17 |
缺口回补 |
卖出 |
30.94902 |
24900.0 |
¥77.0万 |
|
| 2018-03-28 |
跳空缺口买入 |
买入 |
26.176149999999996 |
28800.0 |
¥75.4万 |
首仓入场 |
| 2018-03-30 |
缺口回补 |
卖出 |
25.62435 |
28800.0 |
¥73.8万 |
|
| 2018-12-04 |
跳空缺口买入 |
买入 |
13.90389 |
54200.0 |
¥75.4万 |
首仓入场 |
| 2018-12-07 |
缺口回补 |
卖出 |
12.69 |
54200.0 |
¥68.8万 |
|
| 2019-02-26 |
跳空缺口买入 |
买入 |
17.057039999999997 |
39800.0 |
¥67.9万 |
首仓入场 |
| 2019-02-28 |
缺口回补 |
卖出 |
15.834149999999998 |
39800.0 |
¥63.0万 |
|
| 2019-04-16 |
跳空缺口买入 |
买入 |
16.666649999999997 |
37900.0 |
¥63.2万 |
首仓入场 |
| 2019-04-26 |
缺口回补 |
卖出 |
16.5834 |
37900.0 |
¥62.8万 |
|
| 2019-06-20 |
跳空缺口买入 |
买入 |
13.813799999999999 |
46100.0 |
¥63.7万 |
首仓入场 |
| 2022-09-27 |
缺口回补 |
卖出 |
13.07691 |
46100.0 |
¥60.3万 |
|
| 2023-08-29 |
跳空缺口买入 |
买入 |
20.21019 |
29700.0 |
¥60.0万 |
首仓入场 |
| 2023-10-25 |
缺口回补 |
卖出 |
19.98 |
29700.0 |
¥59.3万 |
|
| 2024-02-20 |
跳空缺口买入 |
买入 |
17.9 |
32700.0 |
¥58.6万 |
首仓入场 |
| 2024-04-22 |
缺口回补 |
卖出 |
17.082900000000002 |
32700.0 |
¥55.8万 |
|
| 2024-12-09 |
跳空缺口买入 |
买入 |
16.82681 |
33600.0 |
¥56.6万 |
首仓入场 |
| 2025-01-02 |
缺口回补 |
卖出 |
15.90408 |
33600.0 |
¥53.4万 |
|
| 2025-03-10 |
跳空缺口买入 |
买入 |
19.249229999999997 |
27600.0 |
¥53.1万 |
首仓入场 |
| 2025-03-24 |
缺口回补 |
卖出 |
17.80218 |
27600.0 |
¥49.1万 |
|
| 2025-04-11 |
跳空缺口买入 |
买入 |
15.215199999999998 |
32200.0 |
¥49.0万 |
首仓入场 |
| 2025-05-29 |
缺口回补 |
卖出 |
15.23475 |
32200.0 |
¥49.0万 |
|
| 2025-08-19 |
跳空缺口买入 |
买入 |
18.26825 |
27200.0 |
¥49.7万 |
首仓入场 |
| 2026-03-24 |
缺口回补 |
卖出 |
16.66332 |
27200.0 |
¥45.3万 |
|