600029 南方航空 — 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: ¥36.3万
策略: 缺口回补
K线 & 交易信号（策略收益 -63.67%）
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 22 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 |
2015-01-22 |
2015-02-02 |
5.236800569 |
4.845149999999999 |
¥-7.5万 |
-7.51% |
缺口回补 |
| 2 |
2015-03-17 |
2016-01-29 |
7.119245133 |
6.0839099999999995 |
¥-13.4万 |
-14.57% |
缺口回补 |
| 3 |
2016-05-06 |
2016-05-26 |
7.0691801179999985 |
6.733260000000001 |
¥-3.8万 |
-4.78% |
缺口回补 |
| 4 |
2016-06-07 |
2016-06-13 |
7.2093621599999995 |
6.993 |
¥-2.3万 |
-3.03% |
缺口回补 |
| 5 |
2016-07-14 |
2016-07-20 |
8.61118258 |
8.15184 |
¥-3.9万 |
-5.36% |
缺口回补 |
| 6 |
2018-02-23 |
2018-03-05 |
12.265928674999998 |
11.37861 |
¥-5.0万 |
-7.26% |
缺口回补 |
| 7 |
2018-11-05 |
2020-02-04 |
6.688686003999998 |
5.34 |
¥-12.9万 |
-20.19% |
缺口回补 |
| 8 |
2020-03-26 |
2020-03-31 |
5.40702162 |
5.2347600000000005 |
¥-1.6万 |
-3.21% |
缺口回补 |
| 9 |
2020-05-06 |
2020-05-08 |
5.2067615599999995 |
5.184810000000001 |
¥-2,153 |
-0.45% |
缺口回补 |
| 10 |
2020-05-20 |
2020-05-22 |
5.156696545 |
5.07492 |
¥-7,947 |
-1.62% |
缺口回补 |
| 11 |
2020-11-11 |
2020-11-16 |
6.017814802999999 |
5.96403 |
¥-4,413 |
-0.92% |
缺口回补 |
| 12 |
2021-10-11 |
2022-05-10 |
6.077892821 |
5.67432 |
¥-3.2万 |
-6.67% |
缺口回补 |
| 13 |
2023-07-26 |
2023-08-22 |
6.8488940519999995 |
6.473520000000001 |
¥-2.5万 |
-5.51% |
缺口回补 |
| 14 |
2024-09-26 |
2025-04-08 |
5.627307686 |
5.47452 |
¥-1.2万 |
-2.74% |
缺口回补 |
| 15 |
2025-07-24 |
2025-08-01 |
5.817554742999999 |
5.66433 |
¥-1.1万 |
-2.66% |
缺口回补 |
| 16 |
2026-03-26 |
2026-04-08 |
5.747463721999999 |
5.94405 |
¥1.4万 |
+3.39% |
缺口回补 |
| 17 |
2026-04-09 |
2026-04-24 |
5.887645763999999 |
5.58441 |
¥-2.1万 |
-5.18% |
缺口回补 |
| 18 |
2026-05-08 |
2026-05-15 |
5.567229667999999 |
5.47452 |
¥-6,605 |
-1.69% |
缺口回补 |
| 19 |
2026-05-22 |
2026-05-25 |
5.386995614 |
5.42457 |
¥2,592 |
+0.67% |
缺口回补 |
| 20 |
2026-05-26 |
2026-06-03 |
5.507151649999999 |
5.27472 |
¥-1.6万 |
-4.25% |
缺口回补 |
| 21 |
2026-06-16 |
2026-06-22 |
5.4470736319999995 |
5.20479 |
¥-1.7万 |
-4.48% |
缺口回补 |
| 22 |
2026-11-04 |
2026-11-13 |
5.016514502999999 |
5.09 |
¥5,095 |
+1.43% |
强平 |
逐笔成交记录（共 44 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-01-22 |
跳空缺口买入 |
买入 |
5.23523 |
190500.0 |
¥99.8万 |
首仓入场 |
| 2015-02-02 |
缺口回补 |
卖出 |
4.845149999999999 |
190500.0 |
¥92.3万 |
|
| 2015-03-17 |
跳空缺口买入 |
买入 |
7.117109999999999 |
129600.0 |
¥92.3万 |
首仓入场 |
| 2016-01-29 |
缺口回补 |
卖出 |
6.0839099999999995 |
129600.0 |
¥78.8万 |
|
| 2016-05-06 |
跳空缺口买入 |
买入 |
7.067059999999999 |
111400.0 |
¥78.8万 |
首仓入场 |
| 2016-05-26 |
缺口回补 |
卖出 |
6.733260000000001 |
111400.0 |
¥75.0万 |
|
| 2016-06-07 |
跳空缺口买入 |
买入 |
7.207199999999999 |
103900.0 |
¥74.9万 |
首仓入场 |
| 2016-06-13 |
缺口回补 |
卖出 |
6.993 |
103900.0 |
¥72.6万 |
|
| 2016-07-14 |
跳空缺口买入 |
买入 |
8.6086 |
84400.0 |
¥72.7万 |
首仓入场 |
| 2016-07-20 |
缺口回补 |
卖出 |
8.15184 |
84400.0 |
¥68.8万 |
|
| 2018-02-23 |
跳空缺口买入 |
买入 |
12.262249999999998 |
55600.0 |
¥68.2万 |
首仓入场 |
| 2018-03-05 |
缺口回补 |
卖出 |
11.37861 |
55600.0 |
¥63.2万 |
|
| 2018-11-05 |
跳空缺口买入 |
买入 |
6.686679999999999 |
95600.0 |
¥63.9万 |
首仓入场 |
| 2020-02-04 |
缺口回补 |
卖出 |
5.34 |
95600.0 |
¥51.0万 |
|
| 2020-03-26 |
跳空缺口买入 |
买入 |
5.4054 |
94200.0 |
¥50.9万 |
首仓入场 |
| 2020-03-31 |
缺口回补 |
卖出 |
5.2347600000000005 |
94200.0 |
¥49.3万 |
|
| 2020-05-06 |
跳空缺口买入 |
买入 |
5.2052 |
91600.0 |
¥47.7万 |
首仓入场 |
| 2020-05-08 |
缺口回补 |
卖出 |
5.184810000000001 |
91600.0 |
¥47.5万 |
|
| 2020-05-20 |
跳空缺口买入 |
买入 |
5.15515 |
95400.0 |
¥49.2万 |
首仓入场 |
| 2020-05-22 |
缺口回补 |
卖出 |
5.07492 |
95400.0 |
¥48.4万 |
|
| 2020-11-11 |
跳空缺口买入 |
买入 |
6.016009999999999 |
79400.0 |
¥47.8万 |
首仓入场 |
| 2020-11-16 |
缺口回补 |
卖出 |
5.96403 |
79400.0 |
¥47.3万 |
|
| 2021-10-11 |
跳空缺口买入 |
买入 |
6.07607 |
79100.0 |
¥48.1万 |
首仓入场 |
| 2022-05-10 |
缺口回补 |
卖出 |
5.67432 |
79100.0 |
¥44.9万 |
|
| 2023-07-26 |
跳空缺口买入 |
买入 |
6.846839999999999 |
65500.0 |
¥44.9万 |
首仓入场 |
| 2023-08-22 |
缺口回补 |
卖出 |
6.473520000000001 |
65500.0 |
¥42.4万 |
|
| 2024-09-26 |
跳空缺口买入 |
买入 |
5.62562 |
75300.0 |
¥42.4万 |
首仓入场 |
| 2025-04-08 |
缺口回补 |
卖出 |
5.47452 |
75300.0 |
¥41.2万 |
|
| 2025-07-24 |
跳空缺口买入 |
买入 |
5.815809999999999 |
70500.0 |
¥41.0万 |
首仓入场 |
| 2025-08-01 |
缺口回补 |
卖出 |
5.66433 |
70500.0 |
¥39.9万 |
|
| 2026-03-26 |
跳空缺口买入 |
买入 |
5.74574 |
69600.0 |
¥40.0万 |
首仓入场 |
| 2026-04-08 |
缺口回补 |
卖出 |
5.94405 |
69600.0 |
¥41.4万 |
|
| 2026-04-09 |
跳空缺口买入 |
买入 |
5.885879999999999 |
68500.0 |
¥40.3万 |
首仓入场 |
| 2026-04-24 |
缺口回补 |
卖出 |
5.58441 |
68500.0 |
¥38.2万 |
|
| 2026-05-08 |
跳空缺口买入 |
买入 |
5.565559999999999 |
70000.0 |
¥39.0万 |
首仓入场 |
| 2026-05-15 |
缺口回补 |
卖出 |
5.47452 |
70000.0 |
¥38.3万 |
|
| 2026-05-22 |
跳空缺口买入 |
买入 |
5.38538 |
72100.0 |
¥38.8万 |
首仓入场 |
| 2026-05-25 |
缺口回补 |
卖出 |
5.42457 |
72100.0 |
¥39.1万 |
|
| 2026-05-26 |
跳空缺口买入 |
买入 |
5.5055 |
70300.0 |
¥38.7万 |
首仓入场 |
| 2026-06-03 |
缺口回补 |
卖出 |
5.27472 |
70300.0 |
¥37.1万 |
|
| 2026-06-16 |
跳空缺口买入 |
买入 |
5.44544 |
68400.0 |
¥37.3万 |
首仓入场 |
| 2026-06-22 |
缺口回补 |
卖出 |
5.20479 |
68400.0 |
¥35.6万 |
|
| 2026-11-04 |
跳空缺口买入 |
买入 |
5.015009999999999 |
70800.0 |
¥35.5万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
5.09 |
70800 |
¥36.0万 |
回测结束强平 |