300308 中际旭创 — 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: ¥1.74M
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 15 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 |
2015-05-04 |
2015-05-05 |
18.463977531999998 |
17.49249 |
¥-5.3万 |
-5.29% |
缺口回补 |
| 2 |
2015-06-08 |
2015-06-09 |
29.187903744999996 |
26.973 |
¥-7.0万 |
-7.62% |
缺口回补 |
| 3 |
2015-07-15 |
2015-07-16 |
16.881923057999998 |
14.135849999999998 |
¥-13.8万 |
-16.29% |
缺口回补 |
| 4 |
2016-10-19 |
2016-11-25 |
26.534457949999997 |
24.055919999999997 |
¥-6.9万 |
-9.37% |
缺口回补 |
| 5 |
2018-05-15 |
2018-06-12 |
70.141086015 |
68.08185 |
¥-2.0万 |
-2.96% |
缺口回补 |
| 6 |
2018-10-23 |
2018-10-31 |
42.395054702 |
38.43153 |
¥-6.0万 |
-9.38% |
缺口回补 |
| 7 |
2018-12-04 |
2018-12-07 |
46.46033391999999 |
42.82713 |
¥-4.6万 |
-7.85% |
缺口回补 |
| 8 |
2019-02-26 |
2019-03-28 |
57.17424712999999 |
53.56 |
¥-3.4万 |
-6.35% |
缺口回补 |
| 9 |
2019-06-20 |
2019-07-09 |
33.062935906 |
31.62834 |
¥-2.2万 |
-4.37% |
缺口回补 |
| 10 |
2020-02-10 |
2020-03-13 |
63.00181487599999 |
55.944 |
¥-5.4万 |
-11.23% |
缺口回补 |
| 11 |
2020-11-04 |
2020-12-29 |
50.25526205699999 |
47.34 |
¥-2.5万 |
-5.83% |
缺口回补 |
| 12 |
2022-07-20 |
2022-08-11 |
33.443430019999994 |
32.13 |
¥-1.6万 |
-3.96% |
缺口回补 |
| 13 |
2022-10-28 |
2022-11-28 |
29.13783873 |
27.972 |
¥-1.6万 |
-4.03% |
缺口回补 |
| 14 |
2023-05-19 |
2025-04-08 |
96.13484180300001 |
75.11480999999999 |
¥-8.2万 |
-21.89% |
缺口回补 |
| 15 |
2025-04-11 |
2026-11-13 |
76.0988228 |
466.2 |
¥1.44M |
+512.44% |
强平 |
逐笔成交记录(共 30 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-05-04 |
跳空缺口买入 |
买入 |
18.45844 |
54100.0 |
¥99.9万 |
首仓入场 |
| 2015-05-05 |
缺口回补 |
卖出 |
17.49249 |
54100.0 |
¥94.6万 |
|
| 2015-06-08 |
跳空缺口买入 |
买入 |
29.179149999999996 |
31400.0 |
¥91.7万 |
首仓入场 |
| 2015-06-09 |
缺口回补 |
卖出 |
26.973 |
31400.0 |
¥84.7万 |
|
| 2015-07-15 |
跳空缺口买入 |
买入 |
16.876859999999997 |
50200.0 |
¥84.7万 |
首仓入场 |
| 2015-07-16 |
缺口回补 |
卖出 |
14.135849999999998 |
50200.0 |
¥70.9万 |
|
| 2016-10-19 |
跳空缺口买入 |
买入 |
26.5265 |
27800.0 |
¥73.8万 |
首仓入场 |
| 2016-11-25 |
缺口回补 |
卖出 |
24.055919999999997 |
27800.0 |
¥66.9万 |
|
| 2018-05-15 |
跳空缺口买入 |
买入 |
70.12004999999999 |
9500.0 |
¥66.6万 |
首仓入场 |
| 2018-06-12 |
缺口回补 |
卖出 |
68.08185 |
9500.0 |
¥64.7万 |
|
| 2018-10-23 |
跳空缺口买入 |
买入 |
42.38234 |
15100.0 |
¥64.0万 |
首仓入场 |
| 2018-10-31 |
缺口回补 |
卖出 |
38.43153 |
15100.0 |
¥58.0万 |
|
| 2018-12-04 |
跳空缺口买入 |
买入 |
46.44639999999999 |
12600.0 |
¥58.5万 |
首仓入场 |
| 2018-12-07 |
缺口回补 |
卖出 |
42.82713 |
12600.0 |
¥53.9万 |
|
| 2019-02-26 |
跳空缺口买入 |
买入 |
57.15709999999999 |
9300.0 |
¥53.2万 |
首仓入场 |
| 2019-03-28 |
缺口回补 |
卖出 |
53.56 |
9300.0 |
¥49.8万 |
|
| 2019-06-20 |
跳空缺口买入 |
买入 |
33.05302 |
15300.0 |
¥50.6万 |
首仓入场 |
| 2019-07-09 |
缺口回补 |
卖出 |
31.62834 |
15300.0 |
¥48.4万 |
|
| 2020-02-10 |
跳空缺口买入 |
买入 |
62.98291999999999 |
7700.0 |
¥48.5万 |
首仓入场 |
| 2020-03-13 |
缺口回补 |
卖出 |
55.944 |
7700.0 |
¥43.1万 |
|
| 2020-11-04 |
跳空缺口买入 |
买入 |
50.24018999999999 |
8600.0 |
¥43.2万 |
首仓入场 |
| 2020-12-29 |
缺口回补 |
卖出 |
47.34 |
8600.0 |
¥40.7万 |
|
| 2022-07-20 |
跳空缺口买入 |
买入 |
33.43339999999999 |
12200.0 |
¥40.8万 |
首仓入场 |
| 2022-08-11 |
缺口回补 |
卖出 |
32.13 |
12200.0 |
¥39.2万 |
|
| 2022-10-28 |
跳空缺口买入 |
买入 |
29.129099999999998 |
13300.0 |
¥38.8万 |
首仓入场 |
| 2022-11-28 |
缺口回补 |
卖出 |
27.972 |
13300.0 |
¥37.2万 |
|
| 2023-05-19 |
跳空缺口买入 |
买入 |
96.10601 |
3900.0 |
¥37.5万 |
首仓入场 |
| 2025-04-08 |
缺口回补 |
卖出 |
75.11480999999999 |
3900.0 |
¥29.3万 |
|
| 2025-04-11 |
跳空缺口买入 |
买入 |
76.076 |
3700.0 |
¥28.2万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
466.2 |
3700 |
¥1.72M |
回测结束强平 |