600875 东方电气 — 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: ¥87.5万
策略: 缺口回补
K线 & 交易信号(策略收益 -12.52%)
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 13 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 |
2015-04-20 |
2015-05-07 |
27.515732243999995 |
25.174799999999998 |
¥-8.5万 |
-8.54% |
缺口回补 |
| 2 |
2015-08-31 |
2015-09-16 |
13.016903899999997 |
11.788200000000002 |
¥-8.4万 |
-9.47% |
缺口回补 |
| 3 |
2015-10-09 |
2016-01-05 |
13.287254980999998 |
12.12786 |
¥-7.2万 |
-8.75% |
缺口回补 |
| 4 |
2016-03-15 |
2016-05-03 |
10.603770177 |
10.31967 |
¥-2.0万 |
-2.71% |
缺口回补 |
| 5 |
2016-09-20 |
2016-09-27 |
9.782703931 |
9.54045 |
¥-1.8万 |
-2.51% |
缺口回补 |
| 6 |
2019-03-20 |
2019-03-26 |
10.91417327 |
10.569420000000001 |
¥-2.3万 |
-3.19% |
缺口回补 |
| 7 |
2021-01-15 |
2021-01-18 |
11.41482342 |
11.18 |
¥-1.4万 |
-2.09% |
缺口回补 |
| 8 |
2021-03-09 |
2021-03-10 |
12.70381 |
11.938049999999997 |
¥-4.1万 |
-6.06% |
缺口回补 |
| 9 |
2021-08-18 |
2022-03-16 |
14.218464259999998 |
13.74624 |
¥-2.1万 |
-3.35% |
缺口回补 |
| 10 |
2022-03-24 |
2022-03-25 |
14.618984379999997 |
14.255729999999998 |
¥-1.5万 |
-2.51% |
缺口回补 |
| 11 |
2022-09-06 |
2022-12-19 |
21.317683387 |
19.98 |
¥-3.8万 |
-6.30% |
缺口回补 |
| 12 |
2023-07-13 |
2023-07-20 |
19.805719934 |
19.260720000000006 |
¥-1.6万 |
-2.78% |
缺口回补 |
| 13 |
2024-09-26 |
2026-11-13 |
13.517554050000001 |
21.49 |
¥32.3万 |
+58.93% |
强平 |
逐笔成交记录(共 26 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-04-20 |
跳空缺口买入 |
买入 |
27.507479999999997 |
36300.0 |
¥99.9万 |
首仓入场 |
| 2015-05-07 |
缺口回补 |
卖出 |
25.174799999999998 |
36300.0 |
¥91.4万 |
|
| 2015-08-31 |
跳空缺口买入 |
买入 |
13.012999999999998 |
68300.0 |
¥88.9万 |
首仓入场 |
| 2015-09-16 |
缺口回补 |
卖出 |
11.788200000000002 |
68300.0 |
¥80.5万 |
|
| 2015-10-09 |
跳空缺口买入 |
买入 |
13.283269999999998 |
62300.0 |
¥82.8万 |
首仓入场 |
| 2016-01-05 |
缺口回补 |
卖出 |
12.12786 |
62300.0 |
¥75.5万 |
|
| 2016-03-15 |
跳空缺口买入 |
买入 |
10.600589999999999 |
71000.0 |
¥75.3万 |
首仓入场 |
| 2016-05-03 |
缺口回补 |
卖出 |
10.31967 |
71000.0 |
¥73.2万 |
|
| 2016-09-20 |
跳空缺口买入 |
买入 |
9.77977 |
75100.0 |
¥73.5万 |
首仓入场 |
| 2016-09-27 |
缺口回补 |
卖出 |
9.54045 |
75100.0 |
¥71.6万 |
|
| 2019-03-20 |
跳空缺口买入 |
买入 |
10.9109 |
65100.0 |
¥71.1万 |
首仓入场 |
| 2019-03-26 |
缺口回补 |
卖出 |
10.569420000000001 |
65100.0 |
¥68.8万 |
|
| 2021-01-15 |
跳空缺口买入 |
买入 |
11.411399999999999 |
60000.0 |
¥68.5万 |
首仓入场 |
| 2021-01-18 |
缺口回补 |
卖出 |
11.18 |
60000.0 |
¥67.1万 |
|
| 2021-03-09 |
跳空缺口买入 |
买入 |
12.7 |
53400.0 |
¥67.8万 |
首仓入场 |
| 2021-03-10 |
缺口回补 |
卖出 |
11.938049999999997 |
53400.0 |
¥63.7万 |
|
| 2021-08-18 |
跳空缺口买入 |
买入 |
14.214199999999998 |
45100.0 |
¥64.1万 |
首仓入场 |
| 2022-03-16 |
缺口回补 |
卖出 |
13.74624 |
45100.0 |
¥62.0万 |
|
| 2022-03-24 |
跳空缺口买入 |
买入 |
14.614599999999998 |
41900.0 |
¥61.3万 |
首仓入场 |
| 2022-03-25 |
缺口回补 |
卖出 |
14.255729999999998 |
41900.0 |
¥59.7万 |
|
| 2022-09-06 |
跳空缺口买入 |
买入 |
21.311289999999996 |
28000.0 |
¥59.7万 |
首仓入场 |
| 2022-12-19 |
缺口回补 |
卖出 |
19.98 |
28000.0 |
¥55.9万 |
|
| 2023-07-13 |
跳空缺口买入 |
买入 |
19.79978 |
28500.0 |
¥56.4万 |
首仓入场 |
| 2023-07-20 |
缺口回补 |
卖出 |
19.260720000000006 |
28500.0 |
¥54.9万 |
|
| 2024-09-26 |
跳空缺口买入 |
买入 |
13.513499999999999 |
40600.0 |
¥54.9万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
21.49 |
40600 |
¥87.2万 |
回测结束强平 |