002648 卫星化学 — 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: ¥31.7万
策略: 缺口回补
K线 & 交易信号(策略收益 -68.30%)
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 |
2015-02-05 |
2015-02-06 |
13.127046932999999 |
12.81717 |
¥-2.4万 |
-2.39% |
缺口回补 |
| 2 |
2015-03-30 |
2015-04-01 |
14.839270445999999 |
14.61537 |
¥-1.5万 |
-1.54% |
缺口回补 |
| 3 |
2015-07-24 |
2015-07-28 |
15.189725550999999 |
12.4875 |
¥-16.6万 |
-17.81% |
缺口回补 |
| 4 |
2015-11-02 |
2015-11-03 |
11.40342 |
10.4895 |
¥-6.3万 |
-8.04% |
缺口回补 |
| 5 |
2015-12-23 |
2016-01-05 |
11.014303299999998 |
9.42057 |
¥-10.6万 |
-14.50% |
缺口回补 |
| 6 |
2017-03-17 |
2017-03-31 |
13.737840116 |
12.65 |
¥-5.0万 |
-7.95% |
缺口回补 |
| 7 |
2017-11-30 |
2018-02-12 |
16.221064859999995 |
14.43555 |
¥-6.3万 |
-11.03% |
缺口回补 |
| 8 |
2018-04-12 |
2018-04-16 |
15.039530505999997 |
14.4855 |
¥-1.9万 |
-3.71% |
缺口回补 |
| 9 |
2018-12-04 |
2018-12-24 |
10.373471107999999 |
9.55 |
¥-3.9万 |
-7.97% |
缺口回补 |
| 10 |
2019-06-20 |
2019-07-19 |
13.948113178999998 |
13.61 |
¥-1.1万 |
-2.45% |
缺口回补 |
| 11 |
2019-07-25 |
2019-08-06 |
13.797918134 |
13.22676 |
¥-1.8万 |
-4.17% |
缺口回补 |
| 12 |
2019-10-15 |
2019-10-24 |
13.597658074000002 |
13.06692 |
¥-1.7万 |
-3.93% |
缺口回补 |
| 13 |
2020-03-06 |
2020-03-11 |
17.813132336999995 |
16.91307 |
¥-2.1万 |
-5.08% |
缺口回补 |
| 14 |
2021-02-03 |
2021-03-10 |
40.552662149999996 |
37.962 |
¥-2.4万 |
-6.42% |
缺口回补 |
| 15 |
2021-12-14 |
2021-12-15 |
41.25357236 |
38.44152 |
¥-2.5万 |
-6.84% |
缺口回补 |
| 16 |
2023-10-26 |
2023-12-06 |
16.110921827 |
15.32 |
¥-1.7万 |
-4.94% |
缺口回补 |
| 17 |
2025-04-28 |
2025-05-27 |
18.894536660999997 |
17.51247 |
¥-2.3万 |
-7.34% |
缺口回补 |
| 18 |
2025-08-22 |
2025-09-19 |
19.945901976000002 |
18.82 |
¥-1.7万 |
-5.67% |
缺口回补 |
| 19 |
2026-01-21 |
2026-11-13 |
20.837059242999995 |
23.35 |
¥3.4万 |
+12.03% |
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 |
| 2015-02-05 |
跳空缺口买入 |
买入 |
13.123109999999999 |
75600.0 |
¥99.2万 |
首仓入场 |
| 2015-02-06 |
缺口回补 |
卖出 |
12.81717 |
75600.0 |
¥96.9万 |
|
| 2015-03-30 |
跳空缺口买入 |
买入 |
14.834819999999999 |
65500.0 |
¥97.2万 |
首仓入场 |
| 2015-04-01 |
缺口回补 |
卖出 |
14.61537 |
65500.0 |
¥95.7万 |
|
| 2015-07-24 |
跳空缺口买入 |
买入 |
15.185169999999998 |
61300.0 |
¥93.1万 |
首仓入场 |
| 2015-07-28 |
缺口回补 |
卖出 |
12.4875 |
61300.0 |
¥76.5万 |
|
| 2015-11-02 |
跳空缺口买入 |
买入 |
11.4 |
69100.0 |
¥78.8万 |
首仓入场 |
| 2015-11-03 |
缺口回补 |
卖出 |
10.4895 |
69100.0 |
¥72.5万 |
|
| 2015-12-23 |
跳空缺口买入 |
买入 |
11.011 |
66300.0 |
¥73.0万 |
首仓入场 |
| 2016-01-05 |
缺口回补 |
卖出 |
9.42057 |
66300.0 |
¥62.4万 |
|
| 2017-03-17 |
跳空缺口买入 |
买入 |
13.73372 |
45500.0 |
¥62.5万 |
首仓入场 |
| 2017-03-31 |
缺口回补 |
卖出 |
12.65 |
45500.0 |
¥57.5万 |
|
| 2017-11-30 |
跳空缺口买入 |
买入 |
16.216199999999997 |
35200.0 |
¥57.1万 |
首仓入场 |
| 2018-02-12 |
缺口回补 |
卖出 |
14.43555 |
35200.0 |
¥50.8万 |
|
| 2018-04-12 |
跳空缺口买入 |
买入 |
15.035019999999998 |
33800.0 |
¥50.8万 |
首仓入场 |
| 2018-04-16 |
缺口回补 |
卖出 |
14.4855 |
33800.0 |
¥48.9万 |
|
| 2018-12-04 |
跳空缺口买入 |
买入 |
10.370359999999998 |
47500.0 |
¥49.3万 |
首仓入场 |
| 2018-12-24 |
缺口回补 |
卖出 |
9.55 |
47500.0 |
¥45.3万 |
|
| 2019-06-20 |
跳空缺口买入 |
买入 |
13.943929999999998 |
32500.0 |
¥45.3万 |
首仓入场 |
| 2019-07-19 |
缺口回补 |
卖出 |
13.61 |
32500.0 |
¥44.2万 |
|
| 2019-07-25 |
跳空缺口买入 |
买入 |
13.793779999999998 |
32000.0 |
¥44.2万 |
首仓入场 |
| 2019-08-06 |
缺口回补 |
卖出 |
13.22676 |
32000.0 |
¥42.3万 |
|
| 2019-10-15 |
跳空缺口买入 |
买入 |
13.59358 |
31300.0 |
¥42.6万 |
首仓入场 |
| 2019-10-24 |
缺口回补 |
卖出 |
13.06692 |
31300.0 |
¥40.9万 |
|
| 2020-03-06 |
跳空缺口买入 |
买入 |
17.807789999999997 |
22700.0 |
¥40.4万 |
首仓入场 |
| 2020-03-11 |
缺口回补 |
卖出 |
16.91307 |
22700.0 |
¥38.4万 |
|
| 2021-02-03 |
跳空缺口买入 |
买入 |
40.540499999999994 |
9200.0 |
¥37.3万 |
首仓入场 |
| 2021-03-10 |
缺口回补 |
卖出 |
37.962 |
9200.0 |
¥34.9万 |
|
| 2021-12-14 |
跳空缺口买入 |
买入 |
41.2412 |
8800.0 |
¥36.3万 |
首仓入场 |
| 2021-12-15 |
缺口回补 |
卖出 |
38.44152 |
8800.0 |
¥33.8万 |
|
| 2023-10-26 |
跳空缺口买入 |
买入 |
16.10609 |
20900.0 |
¥33.7万 |
首仓入场 |
| 2023-12-06 |
缺口回补 |
卖出 |
15.32 |
20900.0 |
¥32.0万 |
|
| 2025-04-28 |
跳空缺口买入 |
买入 |
18.888869999999997 |
16800.0 |
¥31.7万 |
首仓入场 |
| 2025-05-27 |
缺口回补 |
卖出 |
17.51247 |
16800.0 |
¥29.4万 |
|
| 2025-08-22 |
跳空缺口买入 |
买入 |
19.93992 |
14900.0 |
¥29.7万 |
首仓入场 |
| 2025-09-19 |
缺口回补 |
卖出 |
18.82 |
14900.0 |
¥28.0万 |
|
| 2026-01-21 |
跳空缺口买入 |
买入 |
20.830809999999996 |
13500.0 |
¥28.1万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
23.35 |
13500 |
¥31.5万 |
回测结束强平 |