600999 招商证券 — 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: ¥52.2万
策略: 缺口回补
K线 & 交易信号（策略收益 -47.84%）
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 14 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 |
2015-10-09 |
2016-01-18 |
17.022105099999997 |
16.183799999999998 |
¥-4.9万 |
-4.95% |
缺口回补 |
| 2 |
2016-03-22 |
2016-03-25 |
18.774380625 |
17.51 |
¥-6.3万 |
-6.76% |
缺口回补 |
| 3 |
2016-04-12 |
2016-04-22 |
17.843171346 |
17.16282 |
¥-3.4万 |
-3.84% |
缺口回补 |
| 4 |
2017-08-29 |
2017-12-13 |
19.495316840999998 |
18.0819 |
¥-6.2万 |
-7.28% |
缺口回补 |
| 5 |
2018-12-04 |
2018-12-19 |
14.168399244999998 |
13.686299999999997 |
¥-2.7万 |
-3.43% |
缺口回补 |
| 6 |
2018-12-28 |
2022-04-27 |
13.127046932999997 |
12.24774 |
¥-5.1万 |
-6.73% |
缺口回补 |
| 7 |
2023-08-07 |
2023-08-14 |
15.169699545 |
14.76522 |
¥-1.9万 |
-2.70% |
缺口回补 |
| 8 |
2023-08-29 |
2023-08-31 |
14.729127413 |
14.475510000000002 |
¥-1.2万 |
-1.75% |
缺口回补 |
| 9 |
2023-11-07 |
2023-11-28 |
14.368659304999998 |
14.07591 |
¥-1.4万 |
-2.07% |
缺口回补 |
| 10 |
2024-10-10 |
2024-10-11 |
22.916873000000002 |
19.98 |
¥-8.6万 |
-12.84% |
缺口回补 |
| 11 |
2024-12-11 |
2024-12-16 |
19.975940984999998 |
19.60038 |
¥-1.1万 |
-1.91% |
缺口回补 |
| 12 |
2025-08-26 |
2025-08-28 |
19.875961 |
19.03095 |
¥-2.4万 |
-4.28% |
缺口回补 |
| 13 |
2025-12-09 |
2025-12-10 |
16.801819033999994 |
16.563419999999997 |
¥-7,885 |
-1.45% |
缺口回补 |
| 14 |
2026-06-24 |
2026-07-17 |
19.955914979 |
19.270709999999998 |
¥-1.8万 |
-3.46% |
缺口回补 |
逐笔成交记录（共 28 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-10-09 |
跳空缺口买入 |
买入 |
17.017 |
58600.0 |
¥99.7万 |
首仓入场 |
| 2016-01-18 |
缺口回补 |
卖出 |
16.183799999999998 |
58600.0 |
¥94.8万 |
|
| 2016-03-22 |
跳空缺口买入 |
买入 |
18.768749999999997 |
49400.0 |
¥92.7万 |
首仓入场 |
| 2016-03-25 |
缺口回补 |
卖出 |
17.51 |
49400.0 |
¥86.5万 |
|
| 2016-04-12 |
跳空缺口买入 |
买入 |
17.837819999999997 |
49700.0 |
¥88.7万 |
首仓入场 |
| 2016-04-22 |
缺口回补 |
卖出 |
17.16282 |
49700.0 |
¥85.3万 |
|
| 2017-08-29 |
跳空缺口买入 |
买入 |
19.489469999999997 |
43600.0 |
¥85.0万 |
首仓入场 |
| 2017-12-13 |
缺口回补 |
卖出 |
18.0819 |
43600.0 |
¥78.8万 |
|
| 2018-12-04 |
跳空缺口买入 |
买入 |
14.16415 |
55400.0 |
¥78.5万 |
首仓入场 |
| 2018-12-19 |
缺口回补 |
卖出 |
13.686299999999997 |
55400.0 |
¥75.8万 |
|
| 2018-12-28 |
跳空缺口买入 |
买入 |
13.123109999999999 |
58100.0 |
¥76.3万 |
首仓入场 |
| 2022-04-27 |
缺口回补 |
卖出 |
12.24774 |
58100.0 |
¥71.1万 |
|
| 2023-08-07 |
跳空缺口买入 |
买入 |
15.16515 |
45800.0 |
¥69.5万 |
首仓入场 |
| 2023-08-14 |
缺口回补 |
卖出 |
14.76522 |
45800.0 |
¥67.6万 |
|
| 2023-08-29 |
跳空缺口买入 |
买入 |
14.724710000000002 |
46700.0 |
¥68.8万 |
首仓入场 |
| 2023-08-31 |
缺口回补 |
卖出 |
14.475510000000002 |
46700.0 |
¥67.6万 |
|
| 2023-11-07 |
跳空缺口买入 |
买入 |
14.364349999999998 |
47200.0 |
¥67.8万 |
首仓入场 |
| 2023-11-28 |
缺口回补 |
卖出 |
14.07591 |
47200.0 |
¥66.4万 |
|
| 2024-10-10 |
跳空缺口买入 |
买入 |
22.91 |
29100.0 |
¥66.7万 |
首仓入场 |
| 2024-10-11 |
缺口回补 |
卖出 |
19.98 |
29100.0 |
¥58.1万 |
|
| 2024-12-11 |
跳空缺口买入 |
买入 |
19.969949999999997 |
28900.0 |
¥57.7万 |
首仓入场 |
| 2024-12-16 |
缺口回补 |
卖出 |
19.60038 |
28900.0 |
¥56.6万 |
|
| 2025-08-26 |
跳空缺口买入 |
买入 |
19.87 |
28600.0 |
¥56.8万 |
首仓入场 |
| 2025-08-28 |
缺口回补 |
卖出 |
19.03095 |
28600.0 |
¥54.4万 |
|
| 2025-12-09 |
跳空缺口买入 |
买入 |
16.79678 |
32400.0 |
¥54.4万 |
首仓入场 |
| 2025-12-10 |
缺口回补 |
卖出 |
16.563419999999997 |
32400.0 |
¥53.6万 |
|
| 2026-06-24 |
跳空缺口买入 |
买入 |
19.94993 |
26700.0 |
¥53.3万 |
首仓入场 |
| 2026-07-17 |
缺口回补 |
卖出 |
19.270709999999998 |
26700.0 |
¥51.4万 |
|