601117 中国化学 — 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: ¥51.7万
策略: 缺口回补
K线 & 交易信号(策略收益 -48.32%)
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 15 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 |
2016-01-08 |
6.458386934999999 |
6.293699999999999 |
¥-2.6万 |
-2.58% |
缺口回补 |
| 2 |
2018-07-25 |
2018-08-03 |
7.019115102999999 |
6.7332600000000005 |
¥-4.0万 |
-4.10% |
缺口回补 |
| 3 |
2018-10-23 |
2018-10-26 |
5.867619758 |
5.70429 |
¥-2.6万 |
-2.81% |
缺口回补 |
| 4 |
2019-10-15 |
2019-10-25 |
6.20806186 |
5.934060000000001 |
¥-4.0万 |
-4.44% |
缺口回补 |
| 5 |
2020-11-17 |
2020-12-15 |
6.047853812 |
5.754239999999999 |
¥-4.2万 |
-4.88% |
缺口回补 |
| 6 |
2020-12-21 |
2020-12-22 |
5.857606755 |
5.724270000000001 |
¥-1.9万 |
-2.31% |
缺口回补 |
| 7 |
2021-08-31 |
2021-09-22 |
13.127046932999997 |
11.878110000000001 |
¥-7.6万 |
-9.54% |
缺口回补 |
| 8 |
2022-08-17 |
2022-08-22 |
9.732638916 |
9.33066 |
¥-3.0万 |
-4.16% |
缺口回补 |
| 9 |
2022-12-06 |
2022-12-20 |
9.051754711999997 |
8.39 |
¥-5.1万 |
-7.34% |
缺口回补 |
| 10 |
2023-06-19 |
2023-06-21 |
8.340831498999998 |
8.08191 |
¥-2.0万 |
-3.13% |
缺口回补 |
| 11 |
2023-08-29 |
2023-09-18 |
7.8001293369999996 |
7.64235 |
¥-1.3万 |
-2.05% |
缺口回补 |
| 12 |
2023-10-26 |
2023-10-31 |
7.159297145 |
7.032960000000001 |
¥-1.1万 |
-1.79% |
缺口回补 |
| 13 |
2024-09-26 |
2025-04-08 |
7.099219127 |
6.77 |
¥-2.8万 |
-4.67% |
缺口回补 |
| 14 |
2026-03-13 |
2026-03-17 |
9.982963990999998 |
9.580409999999999 |
¥-2.3万 |
-4.06% |
缺口回补 |
| 15 |
2026-03-26 |
2026-04-07 |
9.372170808 |
8.73 |
¥-3.8万 |
-6.88% |
缺口回补 |
逐笔成交记录(共 30 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 |
6.456449999999999 |
154700.0 |
¥99.9万 |
首仓入场 |
| 2016-01-08 |
缺口回补 |
卖出 |
6.293699999999999 |
154700.0 |
¥97.3万 |
|
| 2018-07-25 |
跳空缺口买入 |
买入 |
7.017009999999999 |
138100.0 |
¥96.9万 |
首仓入场 |
| 2018-08-03 |
缺口回补 |
卖出 |
6.7332600000000005 |
138100.0 |
¥93.0万 |
|
| 2018-10-23 |
跳空缺口买入 |
买入 |
5.86586 |
158600.0 |
¥93.1万 |
首仓入场 |
| 2018-10-26 |
缺口回补 |
卖出 |
5.70429 |
158600.0 |
¥90.4万 |
|
| 2019-10-15 |
跳空缺口买入 |
买入 |
6.2062 |
143400.0 |
¥89.0万 |
首仓入场 |
| 2019-10-25 |
缺口回补 |
卖出 |
5.934060000000001 |
143400.0 |
¥85.1万 |
|
| 2020-11-17 |
跳空缺口买入 |
买入 |
6.04604 |
142800.0 |
¥86.4万 |
首仓入场 |
| 2020-12-15 |
缺口回补 |
卖出 |
5.754239999999999 |
142800.0 |
¥82.1万 |
|
| 2020-12-21 |
跳空缺口买入 |
买入 |
5.855849999999999 |
140100.0 |
¥82.1万 |
首仓入场 |
| 2020-12-22 |
缺口回补 |
卖出 |
5.724270000000001 |
140100.0 |
¥80.2万 |
|
| 2021-08-31 |
跳空缺口买入 |
买入 |
13.123109999999999 |
60400.0 |
¥79.3万 |
首仓入场 |
| 2021-09-22 |
缺口回补 |
卖出 |
11.878110000000001 |
60400.0 |
¥71.7万 |
|
| 2022-08-17 |
跳空缺口买入 |
买入 |
9.72972 |
75000.0 |
¥73.0万 |
首仓入场 |
| 2022-08-22 |
缺口回补 |
卖出 |
9.33066 |
75000.0 |
¥70.0万 |
|
| 2022-12-06 |
跳空缺口买入 |
买入 |
9.049039999999998 |
76500.0 |
¥69.2万 |
首仓入场 |
| 2022-12-20 |
缺口回补 |
卖出 |
8.39 |
76500.0 |
¥64.2万 |
|
| 2023-06-19 |
跳空缺口买入 |
买入 |
8.33833 |
77800.0 |
¥64.9万 |
首仓入场 |
| 2023-06-21 |
缺口回补 |
卖出 |
8.08191 |
77800.0 |
¥62.9万 |
|
| 2023-08-29 |
跳空缺口买入 |
买入 |
7.797789999999999 |
80600.0 |
¥62.9万 |
首仓入场 |
| 2023-09-18 |
缺口回补 |
卖出 |
7.64235 |
80600.0 |
¥61.6万 |
|
| 2023-10-26 |
跳空缺口买入 |
买入 |
7.157149999999999 |
85600.0 |
¥61.3万 |
首仓入场 |
| 2023-10-31 |
缺口回补 |
卖出 |
7.032960000000001 |
85600.0 |
¥60.2万 |
|
| 2024-09-26 |
跳空缺口买入 |
买入 |
7.09709 |
85100.0 |
¥60.4万 |
首仓入场 |
| 2025-04-08 |
缺口回补 |
卖出 |
6.77 |
85100.0 |
¥57.6万 |
|
| 2026-03-13 |
跳空缺口买入 |
买入 |
9.97997 |
57800.0 |
¥57.7万 |
首仓入场 |
| 2026-03-17 |
缺口回补 |
卖出 |
9.580409999999999 |
57800.0 |
¥55.4万 |
|
| 2026-03-26 |
跳空缺口买入 |
买入 |
9.369359999999999 |
59200.0 |
¥55.5万 |
首仓入场 |
| 2026-04-07 |
缺口回补 |
卖出 |
8.73 |
59200.0 |
¥51.7万 |
|