002920 德赛西威 — 缺口回补 回测明细
数据区间: 2017-12-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥25.8万
策略: 缺口回补
K线 & 交易信号（策略收益 -74.23%）
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 |
2018-03-28 |
2018-04-23 |
36.207018848 |
34.14582 |
¥-5.6万 |
-5.72% |
缺口回补 |
| 2 |
2018-12-04 |
2018-12-12 |
20.356435099 |
19.70028 |
¥-3.1万 |
-3.25% |
缺口回补 |
| 3 |
2019-02-26 |
2019-05-10 |
25.723404707 |
23.646330000000003 |
¥-7.4万 |
-8.10% |
缺口回补 |
| 4 |
2020-02-25 |
2020-03-17 |
41.433806414 |
36.913050000000005 |
¥-9.0万 |
-10.94% |
缺口回补 |
| 5 |
2021-11-23 |
2022-02-09 |
136.07671076999998 |
120.20967 |
¥-8.6万 |
-11.69% |
缺口回补 |
| 6 |
2022-03-11 |
2022-03-29 |
120.02586696099999 |
118.23164999999999 |
¥-9,880 |
-1.52% |
缺口回补 |
| 7 |
2022-12-02 |
2022-12-14 |
113.21702492099999 |
110.0 |
¥-1.9万 |
-2.87% |
缺口回补 |
| 8 |
2023-01-31 |
2023-02-13 |
131.12027428499997 |
122.24763 |
¥-4.2万 |
-6.79% |
缺口回补 |
| 9 |
2023-06-14 |
2023-10-17 |
135.706229659 |
125.2746 |
¥-4.5万 |
-7.71% |
缺口回补 |
| 10 |
2023-10-26 |
2023-11-10 |
121.698038462 |
119.87001 |
¥-8,202 |
-1.53% |
缺口回补 |
| 11 |
2023-11-16 |
2023-12-08 |
135.83639869799998 |
122.57730000000001 |
¥-5.2万 |
-9.79% |
缺口回补 |
| 12 |
2024-03-13 |
2024-05-22 |
115.70024966499999 |
102.68721000000001 |
¥-5.5万 |
-11.27% |
缺口回补 |
| 13 |
2024-06-13 |
2024-06-18 |
104.13523119999998 |
99.6003 |
¥-1.8万 |
-4.38% |
缺口回补 |
| 14 |
2024-07-11 |
2024-07-25 |
103.03089999999999 |
88.911 |
¥-5.7万 |
-13.73% |
缺口回补 |
| 15 |
2024-08-22 |
2024-08-26 |
94.62287835 |
88.93097999999999 |
¥-2.1万 |
-6.04% |
缺口回补 |
| 16 |
2024-10-09 |
2024-10-14 |
129.30792074199996 |
114.885 |
¥-3.6万 |
-11.18% |
缺口回补 |
| 17 |
2025-02-10 |
2025-03-03 |
133.720104 |
123.89597999999998 |
¥-2.2万 |
-7.37% |
缺口回补 |
| 18 |
2025-04-11 |
2025-06-17 |
99.168781712 |
96.58332 |
¥-7,059 |
-2.64% |
缺口回补 |
| 19 |
2025-06-25 |
2026-05-21 |
102.16266960899999 |
96.48 |
¥-1.5万 |
-5.59% |
缺口回补 |
逐笔成交记录（共 38 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-03-28 |
跳空缺口买入 |
买入 |
36.19615999999999 |
27200.0 |
¥98.5万 |
首仓入场 |
| 2018-04-23 |
缺口回补 |
卖出 |
34.14582 |
27200.0 |
¥92.8万 |
|
| 2018-12-04 |
跳空缺口买入 |
买入 |
20.350329999999996 |
46300.0 |
¥94.3万 |
首仓入场 |
| 2018-12-12 |
缺口回补 |
卖出 |
19.70028 |
46300.0 |
¥91.2万 |
|
| 2019-02-26 |
跳空缺口买入 |
买入 |
25.71569 |
35400.0 |
¥91.1万 |
首仓入场 |
| 2019-05-10 |
缺口回补 |
卖出 |
23.646330000000003 |
35400.0 |
¥83.7万 |
|
| 2020-02-25 |
跳空缺口买入 |
买入 |
41.42138 |
19800.0 |
¥82.0万 |
首仓入场 |
| 2020-03-17 |
缺口回补 |
卖出 |
36.913050000000005 |
19800.0 |
¥73.1万 |
|
| 2021-11-23 |
跳空缺口买入 |
买入 |
136.0359 |
5400.0 |
¥73.5万 |
首仓入场 |
| 2022-02-09 |
缺口回补 |
卖出 |
120.20967 |
5400.0 |
¥64.9万 |
|
| 2022-03-11 |
跳空缺口买入 |
买入 |
119.98987 |
5400.0 |
¥64.8万 |
首仓入场 |
| 2022-03-29 |
缺口回补 |
卖出 |
118.23164999999999 |
5400.0 |
¥63.8万 |
|
| 2022-12-02 |
跳空缺口买入 |
买入 |
113.18306999999999 |
5700.0 |
¥64.5万 |
首仓入场 |
| 2022-12-14 |
缺口回补 |
卖出 |
110.0 |
5700.0 |
¥62.7万 |
|
| 2023-01-31 |
跳空缺口买入 |
买入 |
131.08094999999997 |
4700.0 |
¥61.6万 |
首仓入场 |
| 2023-02-13 |
缺口回补 |
卖出 |
122.24763 |
4700.0 |
¥57.4万 |
|
| 2023-06-14 |
跳空缺口买入 |
买入 |
135.66553 |
4300.0 |
¥58.4万 |
首仓入场 |
| 2023-10-17 |
缺口回补 |
卖出 |
125.2746 |
4300.0 |
¥53.9万 |
|
| 2023-10-26 |
跳空缺口买入 |
买入 |
121.66153999999999 |
4400.0 |
¥53.5万 |
首仓入场 |
| 2023-11-10 |
缺口回补 |
卖出 |
119.87001 |
4400.0 |
¥52.7万 |
|
| 2023-11-16 |
跳空缺口买入 |
买入 |
135.79565999999997 |
3900.0 |
¥53.0万 |
首仓入场 |
| 2023-12-08 |
缺口回补 |
卖出 |
122.57730000000001 |
3900.0 |
¥47.8万 |
|
| 2024-03-13 |
跳空缺口买入 |
买入 |
115.66554999999998 |
4200.0 |
¥48.6万 |
首仓入场 |
| 2024-05-22 |
缺口回补 |
卖出 |
102.68721000000001 |
4200.0 |
¥43.1万 |
|
| 2024-06-13 |
跳空缺口买入 |
买入 |
104.10399999999998 |
4000.0 |
¥41.7万 |
首仓入场 |
| 2024-06-18 |
缺口回补 |
卖出 |
99.6003 |
4000.0 |
¥39.8万 |
|
| 2024-07-11 |
跳空缺口买入 |
买入 |
103.0 |
4000.0 |
¥41.2万 |
首仓入场 |
| 2024-07-25 |
缺口回补 |
卖出 |
88.911 |
4000.0 |
¥35.6万 |
|
| 2024-08-22 |
跳空缺口买入 |
买入 |
94.5945 |
3700.0 |
¥35.0万 |
首仓入场 |
| 2024-08-26 |
缺口回补 |
卖出 |
88.93097999999999 |
3700.0 |
¥32.9万 |
|
| 2024-10-09 |
跳空缺口买入 |
买入 |
129.26913999999996 |
2500.0 |
¥32.3万 |
首仓入场 |
| 2024-10-14 |
缺口回补 |
卖出 |
114.885 |
2500.0 |
¥28.7万 |
|
| 2025-02-10 |
跳空缺口买入 |
买入 |
133.68 |
2200.0 |
¥29.4万 |
首仓入场 |
| 2025-03-03 |
缺口回补 |
卖出 |
123.89597999999998 |
2200.0 |
¥27.2万 |
|
| 2025-04-11 |
跳空缺口买入 |
买入 |
99.13904 |
2700.0 |
¥26.8万 |
首仓入场 |
| 2025-06-17 |
缺口回补 |
卖出 |
96.58332 |
2700.0 |
¥26.1万 |
|
| 2025-06-25 |
跳空缺口买入 |
买入 |
102.13203 |
2600.0 |
¥26.6万 |
首仓入场 |
| 2026-05-21 |
缺口回补 |
卖出 |
96.48 |
2600.0 |
¥25.1万 |
|