600585 海螺水泥 — 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: ¥38.5万
策略: 缺口回补
K线 & 交易信号（策略收益 -61.51%）
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 21 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 |
2015-05-27 |
2015-06-19 |
25.613261673999997 |
24.24573 |
¥-5.3万 |
-5.37% |
缺口回补 |
| 2 |
2015-08-06 |
2015-08-19 |
20.486604138 |
19.76022 |
¥-3.3万 |
-3.57% |
缺口回补 |
| 3 |
2015-08-31 |
2015-09-30 |
17.913262366999998 |
16.86312 |
¥-5.3万 |
-5.89% |
缺口回补 |
| 4 |
2015-10-09 |
2015-11-30 |
17.993366390999995 |
16.34364 |
¥-7.9万 |
-9.20% |
缺口回补 |
| 5 |
2017-08-23 |
2017-09-01 |
23.881012154999997 |
23.43654 |
¥-1.5万 |
-1.89% |
缺口回补 |
| 6 |
2017-09-15 |
2017-09-18 |
25.517653 |
24.675299999999996 |
¥-2.5万 |
-3.33% |
缺口回补 |
| 7 |
2017-10-20 |
2017-11-02 |
25.162676539 |
24.92505 |
¥-7,133 |
-0.97% |
缺口回补 |
| 8 |
2018-04-25 |
2018-05-31 |
33.853963143 |
33.04692 |
¥-1.7万 |
-2.41% |
缺口回补 |
| 9 |
2018-07-11 |
2018-09-12 |
32.54225975 |
32.5674 |
¥324 |
+0.05% |
缺口回补 |
| 10 |
2018-12-04 |
2018-12-06 |
32.529756000000006 |
31.01895 |
¥-3.3万 |
-4.67% |
缺口回补 |
| 11 |
2019-06-12 |
2019-08-05 |
40.85305224 |
38.24172 |
¥-4.4万 |
-6.42% |
缺口回补 |
| 12 |
2019-11-05 |
2019-11-11 |
44.587902359000005 |
43.4565 |
¥-1.6万 |
-2.57% |
缺口回补 |
| 13 |
2020-04-08 |
2020-06-19 |
57.08413010299999 |
54.445499999999996 |
¥-2.8万 |
-4.65% |
缺口回补 |
| 14 |
2020-07-21 |
2020-09-25 |
62.77151580699999 |
57.14280000000001 |
¥-5.3万 |
-8.99% |
缺口回补 |
| 15 |
2021-03-12 |
2021-03-25 |
53.619631064999986 |
50.71923 |
¥-2.9万 |
-5.44% |
缺口回补 |
| 16 |
2021-12-14 |
2021-12-15 |
40.56216499999999 |
39.35061 |
¥-1.5万 |
-3.02% |
缺口回补 |
| 17 |
2022-03-18 |
2022-06-07 |
37.088163112 |
35.074889999999996 |
¥-2.7万 |
-5.46% |
缺口回补 |
| 18 |
2022-11-30 |
2022-12-30 |
29.027695696999995 |
27.4725 |
¥-2.5万 |
-5.39% |
缺口回补 |
| 19 |
2023-07-26 |
2023-10-24 |
24.732117409999994 |
23.65632 |
¥-1.9万 |
-4.38% |
缺口回补 |
| 20 |
2023-10-26 |
2023-11-03 |
24.732117409999997 |
23.69 |
¥-1.8万 |
-4.24% |
缺口回补 |
| 21 |
2024-09-26 |
2026-05-18 |
21.507930444 |
20.28969 |
¥-2.3万 |
-5.69% |
缺口回补 |
逐笔成交记录（共 42 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-27 |
跳空缺口买入 |
买入 |
25.605579999999996 |
38900.0 |
¥99.6万 |
首仓入场 |
| 2015-06-19 |
缺口回补 |
卖出 |
24.24573 |
38900.0 |
¥94.3万 |
|
| 2015-08-06 |
跳空缺口买入 |
买入 |
20.480459999999997 |
44700.0 |
¥91.6万 |
首仓入场 |
| 2015-08-19 |
缺口回补 |
卖出 |
19.76022 |
44700.0 |
¥88.3万 |
|
| 2015-08-31 |
跳空缺口买入 |
买入 |
17.90789 |
50500.0 |
¥90.5万 |
首仓入场 |
| 2015-09-30 |
缺口回补 |
卖出 |
16.86312 |
50500.0 |
¥85.1万 |
|
| 2015-10-09 |
跳空缺口买入 |
买入 |
17.987969999999997 |
47700.0 |
¥85.8万 |
首仓入场 |
| 2015-11-30 |
缺口回补 |
卖出 |
16.34364 |
47700.0 |
¥77.9万 |
|
| 2017-08-23 |
跳空缺口买入 |
买入 |
23.873849999999997 |
32700.0 |
¥78.1万 |
首仓入场 |
| 2017-09-01 |
缺口回补 |
卖出 |
23.43654 |
32700.0 |
¥76.6万 |
|
| 2017-09-15 |
跳空缺口买入 |
买入 |
25.51 |
29800.0 |
¥76.0万 |
首仓入场 |
| 2017-09-18 |
缺口回补 |
卖出 |
24.675299999999996 |
29800.0 |
¥73.5万 |
|
| 2017-10-20 |
跳空缺口买入 |
买入 |
25.155129999999996 |
29100.0 |
¥73.2万 |
首仓入场 |
| 2017-11-02 |
缺口回补 |
卖出 |
24.92505 |
29100.0 |
¥72.5万 |
|
| 2018-04-25 |
跳空缺口买入 |
买入 |
33.84381 |
21400.0 |
¥72.4万 |
首仓入场 |
| 2018-05-31 |
缺口回补 |
卖出 |
33.04692 |
21400.0 |
¥70.7万 |
|
| 2018-07-11 |
跳空缺口买入 |
买入 |
32.5325 |
21100.0 |
¥68.7万 |
首仓入场 |
| 2018-09-12 |
缺口回补 |
卖出 |
32.5674 |
21100.0 |
¥68.7万 |
|
| 2018-12-04 |
跳空缺口买入 |
买入 |
32.52 |
21900.0 |
¥71.2万 |
首仓入场 |
| 2018-12-06 |
缺口回补 |
卖出 |
31.01895 |
21900.0 |
¥67.9万 |
|
| 2019-06-12 |
跳空缺口买入 |
买入 |
40.840799999999994 |
16700.0 |
¥68.2万 |
首仓入场 |
| 2019-08-05 |
缺口回补 |
卖出 |
38.24172 |
16700.0 |
¥63.8万 |
|
| 2019-11-05 |
跳空缺口买入 |
买入 |
44.574529999999996 |
14300.0 |
¥63.8万 |
首仓入场 |
| 2019-11-11 |
缺口回补 |
卖出 |
43.4565 |
14300.0 |
¥62.1万 |
|
| 2020-04-08 |
跳空缺口买入 |
买入 |
57.06700999999999 |
10700.0 |
¥61.1万 |
首仓入场 |
| 2020-06-19 |
缺口回补 |
卖出 |
54.445499999999996 |
10700.0 |
¥58.2万 |
|
| 2020-07-21 |
跳空缺口买入 |
买入 |
62.752689999999994 |
9400.0 |
¥59.0万 |
首仓入场 |
| 2020-09-25 |
缺口回补 |
卖出 |
57.14280000000001 |
9400.0 |
¥53.7万 |
|
| 2021-03-12 |
跳空缺口买入 |
买入 |
53.603549999999984 |
10100.0 |
¥54.2万 |
首仓入场 |
| 2021-03-25 |
缺口回补 |
卖出 |
50.71923 |
10100.0 |
¥51.2万 |
|
| 2021-12-14 |
跳空缺口买入 |
买入 |
40.55 |
12500.0 |
¥50.7万 |
首仓入场 |
| 2021-12-15 |
缺口回补 |
卖出 |
39.35061 |
12500.0 |
¥49.2万 |
|
| 2022-03-18 |
跳空缺口买入 |
买入 |
37.07704 |
13400.0 |
¥49.7万 |
首仓入场 |
| 2022-06-07 |
缺口回补 |
卖出 |
35.074889999999996 |
13400.0 |
¥47.0万 |
|
| 2022-11-30 |
跳空缺口买入 |
买入 |
29.018989999999995 |
16100.0 |
¥46.7万 |
首仓入场 |
| 2022-12-30 |
缺口回补 |
卖出 |
27.4725 |
16100.0 |
¥44.2万 |
|
| 2023-07-26 |
跳空缺口买入 |
买入 |
24.724699999999995 |
17900.0 |
¥44.3万 |
首仓入场 |
| 2023-10-24 |
缺口回补 |
卖出 |
23.65632 |
17900.0 |
¥42.3万 |
|
| 2023-10-26 |
跳空缺口买入 |
买入 |
24.724699999999995 |
17000.0 |
¥42.0万 |
首仓入场 |
| 2023-11-03 |
缺口回补 |
卖出 |
23.69 |
17000.0 |
¥40.3万 |
|
| 2024-09-26 |
跳空缺口买入 |
买入 |
21.501479999999997 |
18900.0 |
¥40.6万 |
首仓入场 |
| 2026-05-18 |
缺口回补 |
卖出 |
20.28969 |
18900.0 |
¥38.3万 |
|