002837 英维克 — 缺口回补 回测明细
数据区间: 2016-12-29 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥26.1万
策略: 缺口回补
K线 & 交易信号(策略收益 -73.85%)
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 21 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 |
2017-05-18 |
2017-05-23 |
68.69921358299999 |
59.07086999999999 |
¥-13.9万 |
-14.04% |
缺口回补 |
| 2 |
2017-06-01 |
2017-06-02 |
26.834848039999997 |
21.47 |
¥-7.0万 |
-20.02% |
缺口回补 |
| 3 |
2017-11-10 |
2017-11-13 |
25.933677769999996 |
24.965010000000003 |
¥-2.9万 |
-3.76% |
缺口回补 |
| 4 |
2017-11-17 |
2017-11-20 |
25.663326688999994 |
25.4745 |
¥-5,501 |
-0.77% |
缺口回补 |
| 5 |
2018-03-23 |
2018-03-26 |
21.327696389999996 |
20.36961 |
¥-3.1万 |
-4.52% |
缺口回补 |
| 6 |
2018-12-04 |
2018-12-06 |
17.0221051 |
15.784200000000002 |
¥-5.2万 |
-7.30% |
缺口回补 |
| 7 |
2019-01-09 |
2019-05-07 |
18.003379393999996 |
15.984 |
¥-7.4万 |
-11.24% |
缺口回补 |
| 8 |
2019-07-26 |
2019-08-07 |
16.92197507 |
16.65 |
¥-9,417 |
-1.64% |
缺口回补 |
| 9 |
2021-01-06 |
2021-01-08 |
19.925875969999996 |
18.73125 |
¥-3.5万 |
-6.02% |
缺口回补 |
| 10 |
2021-08-05 |
2022-04-22 |
29.548371853000006 |
26.65332 |
¥-5.2万 |
-9.82% |
缺口回补 |
| 11 |
2023-04-14 |
2023-05-04 |
42.064625602999996 |
38.691269999999996 |
¥-4.0万 |
-8.05% |
缺口回补 |
| 12 |
2023-06-07 |
2023-07-24 |
30.840049239999995 |
28.48149 |
¥-3.6万 |
-7.68% |
缺口回补 |
| 13 |
2024-02-20 |
2024-06-25 |
22.619373776999993 |
21.35862 |
¥-2.4万 |
-5.60% |
缺口回补 |
| 14 |
2024-07-15 |
2024-07-24 |
24.321584286999993 |
22.5 |
¥-3.0万 |
-7.52% |
缺口回补 |
| 15 |
2024-08-02 |
2024-08-05 |
23.690765097999993 |
22.99698 |
¥-1.1万 |
-2.96% |
缺口回补 |
| 16 |
2024-10-09 |
2024-10-14 |
27.315472184 |
25.724250000000005 |
¥-2.0万 |
-5.85% |
缺口回补 |
| 17 |
2024-11-21 |
2024-12-11 |
35.04551049999999 |
32.967 |
¥-2.0万 |
-5.96% |
缺口回补 |
| 18 |
2025-02-25 |
2025-02-28 |
49.07372770299999 |
45.954 |
¥-2.0万 |
-6.39% |
缺口回补 |
| 19 |
2025-03-07 |
2025-03-21 |
45.859553739999996 |
44.59535999999999 |
¥-8,304 |
-2.79% |
缺口回补 |
| 20 |
2025-04-11 |
2025-04-23 |
32.34199969 |
31.34862 |
¥-8,925 |
-3.10% |
缺口回补 |
| 21 |
2025-08-12 |
2026-10-16 |
50.07502800299999 |
45.66429 |
¥-2.5万 |
-8.84% |
缺口回补 |
逐笔成交记录(共 42 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2017-05-18 |
跳空缺口买入 |
买入 |
68.67860999999999 |
14400.0 |
¥98.9万 |
首仓入场 |
| 2017-05-23 |
缺口回补 |
卖出 |
59.07086999999999 |
14400.0 |
¥85.0万 |
|
| 2017-06-01 |
跳空缺口买入 |
买入 |
26.8268 |
13000.0 |
¥34.9万 |
首仓入场 |
| 2017-06-02 |
缺口回补 |
卖出 |
21.47 |
13000.0 |
¥27.9万 |
|
| 2017-11-10 |
跳空缺口买入 |
买入 |
25.925899999999995 |
29500.0 |
¥76.5万 |
首仓入场 |
| 2017-11-13 |
缺口回补 |
卖出 |
24.965010000000003 |
29500.0 |
¥73.6万 |
|
| 2017-11-17 |
跳空缺口买入 |
买入 |
25.655629999999995 |
28000.0 |
¥71.9万 |
首仓入场 |
| 2017-11-20 |
缺口回补 |
卖出 |
25.4745 |
28000.0 |
¥71.3万 |
|
| 2018-03-23 |
跳空缺口买入 |
买入 |
21.321299999999997 |
32200.0 |
¥68.7万 |
首仓入场 |
| 2018-03-26 |
缺口回补 |
卖出 |
20.36961 |
32200.0 |
¥65.6万 |
|
| 2018-12-04 |
跳空缺口买入 |
买入 |
17.017 |
41800.0 |
¥71.2万 |
首仓入场 |
| 2018-12-06 |
缺口回补 |
卖出 |
15.784200000000002 |
41800.0 |
¥66.0万 |
|
| 2019-01-09 |
跳空缺口买入 |
买入 |
17.99798 |
36400.0 |
¥65.5万 |
首仓入场 |
| 2019-05-07 |
缺口回补 |
卖出 |
15.984 |
36400.0 |
¥58.2万 |
|
| 2019-07-26 |
跳空缺口买入 |
买入 |
16.9169 |
34000.0 |
¥57.5万 |
首仓入场 |
| 2019-08-07 |
缺口回补 |
卖出 |
16.65 |
34000.0 |
¥56.6万 |
|
| 2021-01-06 |
跳空缺口买入 |
买入 |
19.919899999999995 |
29200.0 |
¥58.2万 |
首仓入场 |
| 2021-01-08 |
缺口回补 |
卖出 |
18.73125 |
29200.0 |
¥54.7万 |
|
| 2021-08-05 |
跳空缺口买入 |
买入 |
29.539510000000003 |
18000.0 |
¥53.2万 |
首仓入场 |
| 2022-04-22 |
缺口回补 |
卖出 |
26.65332 |
18000.0 |
¥48.0万 |
|
| 2023-04-14 |
跳空缺口买入 |
买入 |
42.052009999999996 |
11800.0 |
¥49.6万 |
首仓入场 |
| 2023-05-04 |
缺口回补 |
卖出 |
38.691269999999996 |
11800.0 |
¥45.6万 |
|
| 2023-06-07 |
跳空缺口买入 |
买入 |
30.830799999999996 |
15000.0 |
¥46.3万 |
首仓入场 |
| 2023-07-24 |
缺口回补 |
卖出 |
28.48149 |
15000.0 |
¥42.7万 |
|
| 2024-02-20 |
跳空缺口买入 |
买入 |
22.612589999999997 |
18800.0 |
¥42.5万 |
首仓入场 |
| 2024-06-25 |
缺口回补 |
卖出 |
21.35862 |
18800.0 |
¥40.1万 |
|
| 2024-07-15 |
跳空缺口买入 |
买入 |
24.314289999999996 |
16400.0 |
¥39.9万 |
首仓入场 |
| 2024-07-24 |
缺口回补 |
卖出 |
22.5 |
16400.0 |
¥36.9万 |
|
| 2024-08-02 |
跳空缺口买入 |
买入 |
23.683659999999996 |
15500.0 |
¥36.7万 |
首仓入场 |
| 2024-08-05 |
缺口回补 |
卖出 |
22.99698 |
15500.0 |
¥35.6万 |
|
| 2024-10-09 |
跳空缺口买入 |
买入 |
27.30728 |
12600.0 |
¥34.4万 |
首仓入场 |
| 2024-10-14 |
缺口回补 |
卖出 |
25.724250000000005 |
12600.0 |
¥32.4万 |
|
| 2024-11-21 |
跳空缺口买入 |
买入 |
35.035 |
9400.0 |
¥32.9万 |
首仓入场 |
| 2024-12-11 |
缺口回补 |
卖出 |
32.967 |
9400.0 |
¥31.0万 |
|
| 2025-02-25 |
跳空缺口买入 |
买入 |
49.059009999999994 |
6300.0 |
¥30.9万 |
首仓入场 |
| 2025-02-28 |
缺口回补 |
卖出 |
45.954 |
6300.0 |
¥28.9万 |
|
| 2025-03-07 |
跳空缺口买入 |
买入 |
45.84579999999999 |
6500.0 |
¥29.8万 |
首仓入场 |
| 2025-03-21 |
缺口回补 |
卖出 |
44.59535999999999 |
6500.0 |
¥29.0万 |
|
| 2025-04-11 |
跳空缺口买入 |
买入 |
32.3323 |
8900.0 |
¥28.8万 |
首仓入场 |
| 2025-04-23 |
缺口回补 |
卖出 |
31.34862 |
8900.0 |
¥27.9万 |
|
| 2025-08-12 |
跳空缺口买入 |
买入 |
50.06001 |
5700.0 |
¥28.5万 |
首仓入场 |
| 2026-10-16 |
缺口回补 |
卖出 |
45.66429 |
5700.0 |
¥26.0万 |
|