300418 昆仑万维 — 缺口回补 回测明细
数据区间: 2015-01-21 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.23M
策略: 缺口回补
K线 & 交易信号(策略收益 +22.98%)
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 16 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 |
2015-04-09 |
2015-08-26 |
103.83484110999999 |
84.79512 |
¥-17.7万 |
-18.36% |
缺口回补 |
| 2 |
2016-03-15 |
2016-05-10 |
29.197916747999997 |
26.982989999999997 |
¥-6.2万 |
-7.61% |
缺口回补 |
| 3 |
2017-02-23 |
2017-04-17 |
21.337709392999994 |
20.56941 |
¥-2.7万 |
-3.63% |
缺口回补 |
| 4 |
2017-05-11 |
2017-05-22 |
22.999867890999997 |
22.377599999999997 |
¥-2.0万 |
-2.73% |
缺口回补 |
| 5 |
2017-07-27 |
2017-11-20 |
22.529256749999995 |
21.1788 |
¥-4.2万 |
-6.02% |
缺口回补 |
| 6 |
2018-07-03 |
2018-07-05 |
19.0247057 |
18.631349999999998 |
¥-1.4万 |
-2.10% |
缺口回补 |
| 7 |
2018-12-04 |
2018-12-07 |
14.198438253999997 |
13.86612 |
¥-1.5万 |
-2.37% |
缺口回补 |
| 8 |
2019-06-20 |
2019-07-01 |
12.966838884999996 |
13.13685 |
¥8,154 |
+1.28% |
缺口回补 |
| 9 |
2021-01-22 |
2021-02-05 |
22.569308761999995 |
21.0789 |
¥-4.2万 |
-6.63% |
缺口回补 |
| 10 |
2021-02-19 |
2021-04-13 |
23.029906899999997 |
20.419559999999997 |
¥-6.9万 |
-11.36% |
缺口回补 |
| 11 |
2021-07-05 |
2021-07-28 |
16.741741016 |
16.65333 |
¥-2,812 |
-0.56% |
缺口回补 |
| 12 |
2021-09-09 |
2021-09-28 |
19.535368852999998 |
17.132849999999998 |
¥-6.3万 |
-12.32% |
缺口回补 |
| 13 |
2021-10-12 |
2022-02-25 |
18.52405555 |
17.35 |
¥-3.0万 |
-6.37% |
缺口回补 |
| 14 |
2022-03-18 |
2022-04-12 |
16.521454949999995 |
16.54344 |
¥449 |
+0.10% |
缺口回补 |
| 15 |
2022-05-05 |
2022-09-20 |
14.118334229999999 |
13.16682 |
¥-3.0万 |
-6.77% |
缺口回补 |
| 16 |
2022-11-03 |
2026-11-13 |
13.427437022999998 |
40.14 |
¥81.4万 |
+198.85% |
强平 |
逐笔成交记录(共 32 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-04-09 |
跳空缺口买入 |
买入 |
103.80369999999999 |
9300.0 |
¥96.6万 |
首仓入场 |
| 2015-08-26 |
缺口回补 |
卖出 |
84.79512 |
9300.0 |
¥78.8万 |
|
| 2016-03-15 |
跳空缺口买入 |
买入 |
29.189159999999998 |
27900.0 |
¥81.5万 |
首仓入场 |
| 2016-05-10 |
缺口回补 |
卖出 |
26.982989999999997 |
27900.0 |
¥75.3万 |
|
| 2017-02-23 |
跳空缺口买入 |
买入 |
21.331309999999995 |
35500.0 |
¥75.7万 |
首仓入场 |
| 2017-04-17 |
缺口回补 |
卖出 |
20.56941 |
35500.0 |
¥73.0万 |
|
| 2017-05-11 |
跳空缺口买入 |
买入 |
22.992969999999996 |
31400.0 |
¥72.2万 |
首仓入场 |
| 2017-05-22 |
缺口回补 |
卖出 |
22.377599999999997 |
31400.0 |
¥70.2万 |
|
| 2017-07-27 |
跳空缺口买入 |
买入 |
22.522499999999997 |
30700.0 |
¥69.2万 |
首仓入场 |
| 2017-11-20 |
缺口回补 |
卖出 |
21.1788 |
30700.0 |
¥65.0万 |
|
| 2018-07-03 |
跳空缺口买入 |
买入 |
19.019 |
34900.0 |
¥66.4万 |
首仓入场 |
| 2018-07-05 |
缺口回补 |
卖出 |
18.631349999999998 |
34900.0 |
¥65.0万 |
|
| 2018-12-04 |
跳空缺口买入 |
买入 |
14.194179999999998 |
45900.0 |
¥65.2万 |
首仓入场 |
| 2018-12-07 |
缺口回补 |
卖出 |
13.86612 |
45900.0 |
¥63.6万 |
|
| 2019-06-20 |
跳空缺口买入 |
买入 |
12.962949999999998 |
49100.0 |
¥63.7万 |
首仓入场 |
| 2019-07-01 |
缺口回补 |
卖出 |
13.13685 |
49100.0 |
¥64.5万 |
|
| 2021-01-22 |
跳空缺口买入 |
买入 |
22.562539999999995 |
28300.0 |
¥63.9万 |
首仓入场 |
| 2021-02-05 |
缺口回补 |
卖出 |
21.0789 |
28300.0 |
¥59.6万 |
|
| 2021-02-19 |
跳空缺口买入 |
买入 |
23.023 |
26400.0 |
¥60.8万 |
首仓入场 |
| 2021-04-13 |
缺口回补 |
卖出 |
20.419559999999997 |
26400.0 |
¥53.9万 |
|
| 2021-07-05 |
跳空缺口买入 |
买入 |
16.73672 |
30100.0 |
¥50.4万 |
首仓入场 |
| 2021-07-28 |
缺口回补 |
卖出 |
16.65333 |
30100.0 |
¥50.1万 |
|
| 2021-09-09 |
跳空缺口买入 |
买入 |
19.52951 |
26000.0 |
¥50.8万 |
首仓入场 |
| 2021-09-28 |
缺口回补 |
卖出 |
17.132849999999998 |
26000.0 |
¥44.5万 |
|
| 2021-10-12 |
跳空缺口买入 |
买入 |
18.5185 |
25100.0 |
¥46.5万 |
首仓入场 |
| 2022-02-25 |
缺口回补 |
卖出 |
17.35 |
25100.0 |
¥43.5万 |
|
| 2022-03-18 |
跳空缺口买入 |
买入 |
16.516499999999997 |
26400.0 |
¥43.6万 |
首仓入场 |
| 2022-04-12 |
缺口回补 |
卖出 |
16.54344 |
26400.0 |
¥43.7万 |
|
| 2022-05-05 |
跳空缺口买入 |
买入 |
14.114099999999999 |
30900.0 |
¥43.6万 |
首仓入场 |
| 2022-09-20 |
缺口回补 |
卖出 |
13.16682 |
30900.0 |
¥40.7万 |
|
| 2022-11-03 |
跳空缺口买入 |
买入 |
13.423409999999999 |
30500.0 |
¥41.0万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
40.14 |
30500 |
¥1.22M |
回测结束强平 |