600115 东方航空 — 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: ¥33.4万
策略: 缺口回补
K线 & 交易信号（策略收益 -66.58%）
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 25 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 |
2015-02-05 |
5.2167745629999995 |
5.04495 |
¥-3.3万 |
-3.32% |
缺口回补 |
| 2 |
2015-03-19 |
2015-03-23 |
7.372211 |
7.01298 |
¥-4.7万 |
-4.90% |
缺口回补 |
| 3 |
2015-04-28 |
2015-04-30 |
8.811442640000001 |
8.611379999999999 |
¥-2.1万 |
-2.30% |
缺口回补 |
| 4 |
2015-05-21 |
2015-07-09 |
8.060467415 |
6.81 |
¥-13.9万 |
-15.54% |
缺口回补 |
| 5 |
2015-10-19 |
2015-10-22 |
8.370870508 |
7.982010000000001 |
¥-3.5万 |
-4.67% |
缺口回补 |
| 6 |
2015-12-09 |
2015-12-10 |
7.4296482259999985 |
7.392600000000001 |
¥-3,754 |
-0.53% |
缺口回补 |
| 7 |
2016-04-15 |
2016-04-26 |
6.228087865999998 |
6.16383 |
¥-7,642 |
-1.06% |
缺口回补 |
| 8 |
2016-06-07 |
2016-06-14 |
6.939011078999999 |
6.72327 |
¥-2.2万 |
-3.14% |
缺口回补 |
| 9 |
2016-12-23 |
2017-01-18 |
7.189336153999999 |
6.88 |
¥-3.0万 |
-4.33% |
缺口回补 |
| 10 |
2017-08-18 |
2017-09-29 |
6.959037084999999 |
6.75324 |
¥-1.9万 |
-2.99% |
缺口回补 |
| 11 |
2018-02-23 |
2018-03-05 |
8.012402999999999 |
7.57242 |
¥-3.5万 |
-5.52% |
缺口回补 |
| 12 |
2018-11-05 |
2018-12-19 |
5.497138647 |
5.1748199999999995 |
¥-3.6万 |
-5.89% |
缺口回补 |
| 13 |
2019-04-08 |
2019-04-12 |
8.162448 |
7.46253 |
¥-4.9万 |
-8.60% |
缺口回补 |
| 14 |
2019-06-20 |
2019-08-02 |
6.067879817999999 |
5.61438 |
¥-3.9万 |
-7.50% |
缺口回补 |
| 15 |
2019-12-16 |
2020-01-22 |
5.40702162 |
5.16483 |
¥-2.2万 |
-4.51% |
缺口回补 |
| 16 |
2020-03-26 |
2020-04-28 |
4.285565284 |
4.1058900000000005 |
¥-1.9万 |
-4.22% |
缺口回补 |
| 17 |
2020-05-06 |
2020-05-15 |
4.225487265999999 |
4.14585 |
¥-8,161 |
-1.91% |
缺口回补 |
| 18 |
2020-05-20 |
2020-05-21 |
4.185435254 |
4.13586 |
¥-5,234 |
-1.21% |
缺口回补 |
| 19 |
2020-05-28 |
2023-10-20 |
4.1553962449999995 |
4.02597 |
¥-1.3万 |
-3.14% |
缺口回补 |
| 20 |
2025-06-25 |
2025-07-03 |
4.0352402089999995 |
3.92607 |
¥-1.1万 |
-2.73% |
缺口回补 |
| 21 |
2025-07-24 |
2025-07-31 |
3.9050711699999994 |
3.85614 |
¥-5,174 |
-1.28% |
缺口回补 |
| 22 |
2026-03-26 |
2026-05-18 |
4.345643301999998 |
4.05594 |
¥-2.6万 |
-6.69% |
缺口回补 |
| 23 |
2026-05-26 |
2026-06-03 |
4.365669307999999 |
4.095899999999999 |
¥-2.3万 |
-6.21% |
缺口回补 |
| 24 |
2026-06-16 |
2026-06-22 |
4.115344232999999 |
3.83616 |
¥-2.4万 |
-6.81% |
缺口回补 |
| 25 |
2026-11-04 |
2026-11-13 |
3.414434023 |
3.49 |
¥7,079 |
+2.18% |
强平 |
逐笔成交记录（共 50 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 |
5.215209999999999 |
191300.0 |
¥99.8万 |
首仓入场 |
| 2015-02-05 |
缺口回补 |
卖出 |
5.04495 |
191300.0 |
¥96.5万 |
|
| 2015-03-19 |
跳空缺口买入 |
买入 |
7.37 |
129000.0 |
¥95.1万 |
首仓入场 |
| 2015-03-23 |
缺口回补 |
卖出 |
7.01298 |
129000.0 |
¥90.4万 |
|
| 2015-04-28 |
跳空缺口买入 |
买入 |
8.8088 |
102000.0 |
¥89.9万 |
首仓入场 |
| 2015-04-30 |
缺口回补 |
卖出 |
8.611379999999999 |
102000.0 |
¥87.8万 |
|
| 2015-05-21 |
跳空缺口买入 |
买入 |
8.05805 |
110600.0 |
¥89.1万 |
首仓入场 |
| 2015-07-09 |
缺口回补 |
卖出 |
6.81 |
110600.0 |
¥75.3万 |
|
| 2015-10-19 |
跳空缺口买入 |
买入 |
8.36836 |
90400.0 |
¥75.7万 |
首仓入场 |
| 2015-10-22 |
缺口回补 |
卖出 |
7.982010000000001 |
90400.0 |
¥72.1万 |
|
| 2015-12-09 |
跳空缺口买入 |
买入 |
7.427419999999998 |
95600.0 |
¥71.0万 |
首仓入场 |
| 2015-12-10 |
缺口回补 |
卖出 |
7.392600000000001 |
95600.0 |
¥70.7万 |
|
| 2016-04-15 |
跳空缺口买入 |
买入 |
6.226219999999999 |
115600.0 |
¥72.0万 |
首仓入场 |
| 2016-04-26 |
缺口回补 |
卖出 |
6.16383 |
115600.0 |
¥71.2万 |
|
| 2016-06-07 |
跳空缺口买入 |
买入 |
6.936929999999999 |
101900.0 |
¥70.7万 |
首仓入场 |
| 2016-06-14 |
缺口回补 |
卖出 |
6.72327 |
101900.0 |
¥68.5万 |
|
| 2016-12-23 |
跳空缺口买入 |
买入 |
7.187179999999999 |
95800.0 |
¥68.9万 |
首仓入场 |
| 2017-01-18 |
缺口回补 |
卖出 |
6.88 |
95800.0 |
¥65.9万 |
|
| 2017-08-18 |
跳空缺口买入 |
买入 |
6.95695 |
93700.0 |
¥65.2万 |
首仓入场 |
| 2017-09-29 |
缺口回补 |
卖出 |
6.75324 |
93700.0 |
¥63.3万 |
|
| 2018-02-23 |
跳空缺口买入 |
买入 |
8.01 |
79800.0 |
¥63.9万 |
首仓入场 |
| 2018-03-05 |
缺口回补 |
卖出 |
7.57242 |
79800.0 |
¥60.4万 |
|
| 2018-11-05 |
跳空缺口买入 |
买入 |
5.495489999999999 |
109800.0 |
¥60.4万 |
首仓入场 |
| 2018-12-19 |
缺口回补 |
卖出 |
5.1748199999999995 |
109800.0 |
¥56.8万 |
|
| 2019-04-08 |
跳空缺口买入 |
买入 |
8.16 |
69100.0 |
¥56.4万 |
首仓入场 |
| 2019-04-12 |
缺口回补 |
卖出 |
7.46253 |
69100.0 |
¥51.6万 |
|
| 2019-06-20 |
跳空缺口买入 |
买入 |
6.066059999999999 |
85200.0 |
¥51.7万 |
首仓入场 |
| 2019-08-02 |
缺口回补 |
卖出 |
5.61438 |
85200.0 |
¥47.8万 |
|
| 2019-12-16 |
跳空缺口买入 |
买入 |
5.4054 |
88600.0 |
¥47.9万 |
首仓入场 |
| 2020-01-22 |
缺口回补 |
卖出 |
5.16483 |
88600.0 |
¥45.7万 |
|
| 2020-03-26 |
跳空缺口买入 |
买入 |
4.28428 |
107300.0 |
¥46.0万 |
首仓入场 |
| 2020-04-28 |
缺口回补 |
卖出 |
4.1058900000000005 |
107300.0 |
¥44.0万 |
|
| 2020-05-06 |
跳空缺口买入 |
买入 |
4.224219999999999 |
100900.0 |
¥42.6万 |
首仓入场 |
| 2020-05-15 |
缺口回补 |
卖出 |
4.14585 |
100900.0 |
¥41.8万 |
|
| 2020-05-20 |
跳空缺口买入 |
买入 |
4.18418 |
103000.0 |
¥43.1万 |
首仓入场 |
| 2020-05-21 |
缺口回补 |
卖出 |
4.13586 |
103000.0 |
¥42.6万 |
|
| 2020-05-28 |
跳空缺口买入 |
买入 |
4.15415 |
103000.0 |
¥42.8万 |
首仓入场 |
| 2023-10-20 |
缺口回补 |
卖出 |
4.02597 |
103000.0 |
¥41.5万 |
|
| 2025-06-25 |
跳空缺口买入 |
买入 |
4.03403 |
103000.0 |
¥41.6万 |
首仓入场 |
| 2025-07-03 |
缺口回补 |
卖出 |
3.92607 |
103000.0 |
¥40.4万 |
|
| 2025-07-24 |
跳空缺口买入 |
买入 |
3.9038999999999993 |
103300.0 |
¥40.3万 |
首仓入场 |
| 2025-07-31 |
缺口回补 |
卖出 |
3.85614 |
103300.0 |
¥39.8万 |
|
| 2026-03-26 |
跳空缺口买入 |
买入 |
4.344339999999999 |
91000.0 |
¥39.5万 |
首仓入场 |
| 2026-05-18 |
缺口回补 |
卖出 |
4.05594 |
91000.0 |
¥36.9万 |
|
| 2026-05-26 |
跳空缺口买入 |
买入 |
4.36436 |
84600.0 |
¥36.9万 |
首仓入场 |
| 2026-06-03 |
缺口回补 |
卖出 |
4.095899999999999 |
84600.0 |
¥34.6万 |
|
| 2026-06-16 |
跳空缺口买入 |
买入 |
4.11411 |
84800.0 |
¥34.9万 |
首仓入场 |
| 2026-06-22 |
缺口回补 |
卖出 |
3.83616 |
84800.0 |
¥32.5万 |
|
| 2026-11-04 |
跳空缺口买入 |
买入 |
3.4134100000000003 |
95000.0 |
¥32.4万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
3.49 |
95000 |
¥33.1万 |
回测结束强平 |