300498 温氏股份 — 缺口回补 回测明细
数据区间: 2015-11-02 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥51.2万
策略: 缺口回补
K线 & 交易信号(策略收益 -48.79%)
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 11 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 |
2016-02-18 |
2016-06-02 |
44.267486262999995 |
37.55241 |
¥-15.1万 |
-15.19% |
缺口回补 |
| 2 |
2017-10-10 |
2018-03-20 |
21.768268521999996 |
20.829150000000002 |
¥-3.7万 |
-4.34% |
缺口回补 |
| 3 |
2019-03-06 |
2019-05-09 |
37.52873524399999 |
34.6653 |
¥-6.0万 |
-7.66% |
缺口回补 |
| 4 |
2019-05-29 |
2019-06-26 |
37.829125334 |
35.954010000000004 |
¥-3.7万 |
-4.99% |
缺口回补 |
| 5 |
2020-01-08 |
2020-01-13 |
38.299736474999996 |
36.013949999999994 |
¥-4.3万 |
-6.00% |
缺口回补 |
| 6 |
2021-06-29 |
2021-07-02 |
14.714413 |
14.06592 |
¥-2.9万 |
-4.44% |
缺口回补 |
| 7 |
2022-07-05 |
2022-08-11 |
24.251493265999997 |
22.24773 |
¥-5.3万 |
-8.29% |
缺口回补 |
| 8 |
2022-10-11 |
2022-10-20 |
21.858385548999994 |
20.879099999999998 |
¥-2.7万 |
-4.51% |
缺口回补 |
| 9 |
2023-04-03 |
2023-05-04 |
20.336409092999997 |
19.59039 |
¥-2.1万 |
-3.70% |
缺口回补 |
| 10 |
2025-09-09 |
2025-11-05 |
18.62418558 |
17.882099999999998 |
¥-2.2万 |
-4.01% |
缺口回补 |
| 11 |
2026-02-27 |
2026-05-13 |
15.650323689 |
15.3846 |
¥-8,975 |
-1.73% |
缺口回补 |
逐笔成交记录(共 22 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2016-02-18 |
跳空缺口买入 |
买入 |
44.25420999999999 |
22500.0 |
¥99.6万 |
首仓入场 |
| 2016-06-02 |
缺口回补 |
卖出 |
37.55241 |
22500.0 |
¥84.5万 |
|
| 2017-10-10 |
跳空缺口买入 |
买入 |
21.761739999999996 |
38700.0 |
¥84.2万 |
首仓入场 |
| 2018-03-20 |
缺口回补 |
卖出 |
20.829150000000002 |
38700.0 |
¥80.6万 |
|
| 2019-03-06 |
跳空缺口买入 |
买入 |
37.51747999999999 |
21000.0 |
¥78.8万 |
首仓入场 |
| 2019-05-09 |
缺口回补 |
卖出 |
34.6653 |
21000.0 |
¥72.8万 |
|
| 2019-05-29 |
跳空缺口买入 |
买入 |
37.81778 |
19500.0 |
¥73.8万 |
首仓入场 |
| 2019-06-26 |
缺口回补 |
卖出 |
35.954010000000004 |
19500.0 |
¥70.1万 |
|
| 2020-01-08 |
跳空缺口买入 |
买入 |
38.28825 |
18600.0 |
¥71.2万 |
首仓入场 |
| 2020-01-13 |
缺口回补 |
卖出 |
36.013949999999994 |
18600.0 |
¥67.0万 |
|
| 2021-06-29 |
跳空缺口买入 |
买入 |
14.71 |
45100.0 |
¥66.4万 |
首仓入场 |
| 2021-07-02 |
缺口回补 |
卖出 |
14.06592 |
45100.0 |
¥63.4万 |
|
| 2022-07-05 |
跳空缺口买入 |
买入 |
24.24422 |
26300.0 |
¥63.8万 |
首仓入场 |
| 2022-08-11 |
缺口回补 |
卖出 |
22.24773 |
26300.0 |
¥58.5万 |
|
| 2022-10-11 |
跳空缺口买入 |
买入 |
21.851829999999993 |
26900.0 |
¥58.8万 |
首仓入场 |
| 2022-10-20 |
缺口回补 |
卖出 |
20.879099999999998 |
26900.0 |
¥56.1万 |
|
| 2023-04-03 |
跳空缺口买入 |
买入 |
20.330309999999997 |
27400.0 |
¥55.7万 |
首仓入场 |
| 2023-05-04 |
缺口回补 |
卖出 |
19.59039 |
27400.0 |
¥53.7万 |
|
| 2025-09-09 |
跳空缺口买入 |
买入 |
18.6186 |
29100.0 |
¥54.2万 |
首仓入场 |
| 2025-11-05 |
缺口回补 |
卖出 |
17.882099999999998 |
29100.0 |
¥52.0万 |
|
| 2026-02-27 |
跳空缺口买入 |
买入 |
15.645629999999999 |
33200.0 |
¥52.0万 |
首仓入场 |
| 2026-05-13 |
缺口回补 |
卖出 |
15.3846 |
33200.0 |
¥51.1万 |
|