600760 中航沈飞 — 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: ¥21.3万
策略: 缺口回补
K线 & 交易信号（策略收益 -78.71%）
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 19 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 |
2015-07-15 |
2015-07-16 |
16.421324919999996 |
14.835150000000002 |
¥-9.2万 |
-9.69% |
缺口回补 |
| 2 |
2015-08-13 |
2015-08-21 |
21.938489573 |
18.671310000000002 |
¥-13.4万 |
-14.92% |
缺口回补 |
| 3 |
2015-10-09 |
2015-10-22 |
15.750453718999998 |
14.835150000000002 |
¥-4.4万 |
-5.84% |
缺口回补 |
| 4 |
2017-03-16 |
2017-03-23 |
38.910529657999994 |
35.50446 |
¥-6.3万 |
-8.78% |
缺口回补 |
| 5 |
2017-08-08 |
2017-09-01 |
32.462155726 |
30.91905 |
¥-3.1万 |
-4.78% |
缺口回补 |
| 6 |
2018-05-17 |
2018-05-29 |
38.39986650499999 |
34.18578 |
¥-7.0万 |
-11.00% |
缺口回补 |
| 7 |
2018-10-23 |
2018-10-30 |
35.476069628999994 |
32.61735 |
¥-4.6万 |
-8.09% |
缺口回补 |
| 8 |
2019-01-08 |
2019-05-07 |
30.529646146999994 |
28.2717 |
¥-3.8万 |
-7.42% |
缺口回补 |
| 9 |
2019-11-07 |
2019-11-08 |
29.928976000000002 |
29.25072 |
¥-1.1万 |
-2.30% |
缺口回补 |
| 10 |
2020-03-12 |
2020-03-19 |
30.339399089999997 |
27.12285 |
¥-4.9万 |
-10.63% |
缺口回补 |
| 11 |
2020-07-13 |
2020-11-12 |
55.071516499999994 |
51.258689999999994 |
¥-2.8万 |
-6.95% |
缺口回补 |
| 12 |
2021-01-05 |
2021-01-29 |
87.11312609999999 |
78.8211 |
¥-3.7万 |
-9.55% |
缺口回补 |
| 13 |
2021-03-31 |
2021-04-13 |
68.78933061 |
60.92901 |
¥-4.0万 |
-11.45% |
缺口回补 |
| 14 |
2022-03-11 |
2022-04-12 |
52.86865583999998 |
51.2487 |
¥-9,648 |
-3.09% |
缺口回补 |
| 15 |
2024-10-09 |
2024-10-14 |
50.905267 |
45.95399999999999 |
¥-2.9万 |
-9.75% |
缺口回补 |
| 16 |
2024-11-07 |
2024-11-15 |
58.017399999999995 |
51.80814 |
¥-2.9万 |
-10.73% |
缺口回补 |
| 17 |
2024-12-13 |
2024-12-16 |
50.04498899399999 |
48.5514 |
¥-7,390 |
-3.01% |
缺口回补 |
| 18 |
2025-04-02 |
2025-04-03 |
44.503347000000005 |
42.63732 |
¥-1.0万 |
-4.22% |
缺口回补 |
| 19 |
2025-05-08 |
2026-05-28 |
46.21000884499999 |
42.58737 |
¥-1.8万 |
-7.87% |
缺口回补 |
逐笔成交记录（共 38 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-07-15 |
跳空缺口买入 |
买入 |
16.416399999999996 |
58100.0 |
¥95.4万 |
首仓入场 |
| 2015-07-16 |
缺口回补 |
卖出 |
14.835150000000002 |
58100.0 |
¥86.2万 |
|
| 2015-08-13 |
跳空缺口买入 |
买入 |
21.93191 |
41000.0 |
¥89.9万 |
首仓入场 |
| 2015-08-21 |
缺口回补 |
卖出 |
18.671310000000002 |
41000.0 |
¥76.5万 |
|
| 2015-10-09 |
跳空缺口买入 |
买入 |
15.745729999999998 |
48000.0 |
¥75.6万 |
首仓入场 |
| 2015-10-22 |
缺口回补 |
卖出 |
14.835150000000002 |
48000.0 |
¥71.2万 |
|
| 2017-03-16 |
跳空缺口买入 |
买入 |
38.89885999999999 |
18500.0 |
¥72.0万 |
首仓入场 |
| 2017-03-23 |
缺口回补 |
卖出 |
35.50446 |
18500.0 |
¥65.7万 |
|
| 2017-08-08 |
跳空缺口买入 |
买入 |
32.45242 |
19900.0 |
¥64.6万 |
首仓入场 |
| 2017-09-01 |
缺口回补 |
卖出 |
30.91905 |
19900.0 |
¥61.5万 |
|
| 2018-05-17 |
跳空缺口买入 |
买入 |
38.388349999999996 |
16500.0 |
¥63.4万 |
首仓入场 |
| 2018-05-29 |
缺口回补 |
卖出 |
34.18578 |
16500.0 |
¥56.4万 |
|
| 2018-10-23 |
跳空缺口买入 |
买入 |
35.46543 |
15900.0 |
¥56.4万 |
首仓入场 |
| 2018-10-30 |
缺口回补 |
卖出 |
32.61735 |
15900.0 |
¥51.8万 |
|
| 2019-01-08 |
跳空缺口买入 |
买入 |
30.520489999999995 |
16800.0 |
¥51.3万 |
首仓入场 |
| 2019-05-07 |
缺口回补 |
卖出 |
28.2717 |
16800.0 |
¥47.5万 |
|
| 2019-11-07 |
跳空缺口买入 |
买入 |
29.92 |
15900.0 |
¥47.6万 |
首仓入场 |
| 2019-11-08 |
缺口回补 |
卖出 |
29.25072 |
15900.0 |
¥46.5万 |
|
| 2020-03-12 |
跳空缺口买入 |
买入 |
30.330299999999998 |
15100.0 |
¥45.8万 |
首仓入场 |
| 2020-03-19 |
缺口回补 |
卖出 |
27.12285 |
15100.0 |
¥40.9万 |
|
| 2020-07-13 |
跳空缺口买入 |
买入 |
55.05499999999999 |
7400.0 |
¥40.8万 |
首仓入场 |
| 2020-11-12 |
缺口回补 |
卖出 |
51.258689999999994 |
7400.0 |
¥37.9万 |
|
| 2021-01-05 |
跳空缺口买入 |
买入 |
87.08699999999999 |
4500.0 |
¥39.2万 |
首仓入场 |
| 2021-01-29 |
缺口回补 |
卖出 |
78.8211 |
4500.0 |
¥35.5万 |
|
| 2021-03-31 |
跳空缺口买入 |
买入 |
68.7687 |
5100.0 |
¥35.1万 |
首仓入场 |
| 2021-04-13 |
缺口回补 |
卖出 |
60.92901 |
5100.0 |
¥31.1万 |
|
| 2022-03-11 |
跳空缺口买入 |
买入 |
52.85279999999998 |
5900.0 |
¥31.2万 |
首仓入场 |
| 2022-04-12 |
缺口回补 |
卖出 |
51.2487 |
5900.0 |
¥30.2万 |
|
| 2024-10-09 |
跳空缺口买入 |
买入 |
50.89 |
5900.0 |
¥30.0万 |
首仓入场 |
| 2024-10-14 |
缺口回补 |
卖出 |
45.95399999999999 |
5900.0 |
¥27.1万 |
|
| 2024-11-07 |
跳空缺口买入 |
买入 |
58.0 |
4600.0 |
¥26.7万 |
首仓入场 |
| 2024-11-15 |
缺口回补 |
卖出 |
51.80814 |
4600.0 |
¥23.8万 |
|
| 2024-12-13 |
跳空缺口买入 |
买入 |
50.029979999999995 |
4900.0 |
¥24.5万 |
首仓入场 |
| 2024-12-16 |
缺口回补 |
卖出 |
48.5514 |
4900.0 |
¥23.8万 |
|
| 2025-04-02 |
跳空缺口买入 |
买入 |
44.49 |
5400.0 |
¥24.0万 |
首仓入场 |
| 2025-04-03 |
缺口回补 |
卖出 |
42.63732 |
5400.0 |
¥23.0万 |
|
| 2025-05-08 |
跳空缺口买入 |
买入 |
46.196149999999996 |
5000.0 |
¥23.1万 |
首仓入场 |
| 2026-05-28 |
缺口回补 |
卖出 |
42.58737 |
5000.0 |
¥21.3万 |
|