002352 顺丰控股 — 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: ¥35.6万
策略: 缺口回补
K线 & 交易信号(策略收益 -64.38%)
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 11 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 |
2015-07-21 |
2015-07-29 |
29.318072783999998 |
26.44353 |
¥-9.5万 |
-9.83% |
缺口回补 |
| 2 |
2015-08-31 |
2015-09-01 |
22.956885 |
20.88909 |
¥-8.1万 |
-9.03% |
缺口回补 |
| 3 |
2016-03-17 |
2016-06-01 |
23.380362005 |
16.68 |
¥-23.5万 |
-28.68% |
缺口回补 |
| 4 |
2016-06-21 |
2018-11-30 |
38.0494114 |
35.26469999999999 |
¥-4.2万 |
-7.35% |
缺口回补 |
| 5 |
2019-04-02 |
2019-04-08 |
37.398566204999995 |
35.98398 |
¥-2.1万 |
-3.81% |
缺口回补 |
| 6 |
2019-08-20 |
2019-12-10 |
38.399866505 |
36.573389999999996 |
¥-2.5万 |
-4.79% |
缺口回补 |
| 7 |
2020-08-27 |
2021-04-12 |
80.10402399999998 |
68.81111999999999 |
¥-7.0万 |
-14.12% |
缺口回补 |
| 8 |
2022-10-17 |
2023-06-30 |
49.163844729999994 |
44.285669999999996 |
¥-4.2万 |
-9.95% |
缺口回补 |
| 9 |
2023-07-11 |
2023-08-22 |
46.490372928999996 |
44.92503 |
¥-1.3万 |
-3.40% |
缺口回补 |
| 10 |
2024-09-26 |
2025-12-03 |
38.45994452299999 |
37.8 |
¥-6,511 |
-1.75% |
缺口回补 |
| 11 |
2026-04-16 |
2026-04-20 |
37.84915133999999 |
36.51345 |
¥-1.3万 |
-3.56% |
缺口回补 |
逐笔成交记录(共 22 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-07-21 |
跳空缺口买入 |
买入 |
29.309279999999998 |
32900.0 |
¥96.5万 |
首仓入场 |
| 2015-07-29 |
缺口回补 |
卖出 |
26.44353 |
32900.0 |
¥87.0万 |
|
| 2015-08-31 |
跳空缺口买入 |
买入 |
22.95 |
39100.0 |
¥89.8万 |
首仓入场 |
| 2015-09-01 |
缺口回补 |
卖出 |
20.88909 |
39100.0 |
¥81.7万 |
|
| 2016-03-17 |
跳空缺口买入 |
买入 |
23.37335 |
35100.0 |
¥82.1万 |
首仓入场 |
| 2016-06-01 |
缺口回补 |
卖出 |
16.68 |
35100.0 |
¥58.5万 |
|
| 2016-06-21 |
跳空缺口买入 |
买入 |
38.038 |
14900.0 |
¥56.7万 |
首仓入场 |
| 2018-11-30 |
缺口回补 |
卖出 |
35.26469999999999 |
14900.0 |
¥52.5万 |
|
| 2019-04-02 |
跳空缺口买入 |
买入 |
37.38735 |
14600.0 |
¥54.6万 |
首仓入场 |
| 2019-04-08 |
缺口回补 |
卖出 |
35.98398 |
14600.0 |
¥52.5万 |
|
| 2019-08-20 |
跳空缺口买入 |
买入 |
38.388349999999996 |
13700.0 |
¥52.6万 |
首仓入场 |
| 2019-12-10 |
缺口回补 |
卖出 |
36.573389999999996 |
13700.0 |
¥50.1万 |
|
| 2020-08-27 |
跳空缺口买入 |
买入 |
80.07999999999998 |
6200.0 |
¥49.7万 |
首仓入场 |
| 2021-04-12 |
缺口回补 |
卖出 |
68.81111999999999 |
6200.0 |
¥42.7万 |
|
| 2022-10-17 |
跳空缺口买入 |
买入 |
49.1491 |
8600.0 |
¥42.3万 |
首仓入场 |
| 2023-06-30 |
缺口回补 |
卖出 |
44.285669999999996 |
8600.0 |
¥38.1万 |
|
| 2023-07-11 |
跳空缺口买入 |
买入 |
46.47642999999999 |
8300.0 |
¥38.6万 |
首仓入场 |
| 2023-08-22 |
缺口回补 |
卖出 |
44.92503 |
8300.0 |
¥37.3万 |
|
| 2024-09-26 |
跳空缺口买入 |
买入 |
38.448409999999996 |
9700.0 |
¥37.3万 |
首仓入场 |
| 2025-12-03 |
缺口回补 |
卖出 |
37.8 |
9700.0 |
¥36.7万 |
|
| 2026-04-16 |
跳空缺口买入 |
买入 |
37.837799999999994 |
9700.0 |
¥36.7万 |
首仓入场 |
| 2026-04-20 |
缺口回补 |
卖出 |
36.51345 |
9700.0 |
¥35.4万 |
|