601238 广汽集团 — 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: ¥45.2万
策略: 缺口回补
K线 & 交易信号(策略收益 -54.77%)
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 23 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 |
2017-09-12 |
2017-09-15 |
27.035108099999995 |
25.95402 |
¥-4.0万 |
-4.03% |
缺口回补 |
| 2 |
2018-04-02 |
2018-04-09 |
22.248892665999996 |
21.20877 |
¥-4.5万 |
-4.70% |
缺口回补 |
| 3 |
2019-01-10 |
2019-01-15 |
10.553705161999998 |
10.2897 |
¥-2.3万 |
-2.53% |
缺口回补 |
| 4 |
2019-10-15 |
2019-10-23 |
13.327306992999999 |
12.76722 |
¥-3.7万 |
-4.23% |
缺口回补 |
| 5 |
2020-02-24 |
2020-03-02 |
11.675161498000001 |
10.92906 |
¥-5.5万 |
-6.42% |
缺口回补 |
| 6 |
2020-03-26 |
2020-04-01 |
11.024316302999999 |
10.50948 |
¥-3.7万 |
-4.70% |
缺口回补 |
| 7 |
2020-05-06 |
2020-06-01 |
9.712612909999999 |
9.28071 |
¥-3.4万 |
-4.48% |
缺口回补 |
| 8 |
2020-07-31 |
2020-08-27 |
10.854095251999999 |
10.32966 |
¥-3.5万 |
-4.86% |
缺口回补 |
| 9 |
2020-11-20 |
2020-12-11 |
12.976851888 |
12.6 |
¥-2.0万 |
-2.93% |
缺口回补 |
| 10 |
2021-01-19 |
2021-01-20 |
12.596357774 |
11.94804 |
¥-3.3万 |
-5.18% |
缺口回补 |
| 11 |
2021-07-09 |
2021-07-19 |
14.879322457999999 |
14.29569 |
¥-2.5万 |
-3.95% |
缺口回补 |
| 12 |
2022-05-25 |
2022-08-25 |
14.308581286999997 |
13.95603 |
¥-1.5万 |
-2.49% |
缺口回补 |
| 13 |
2023-01-31 |
2023-02-17 |
11.685174500999999 |
11.438549999999998 |
¥-1.3万 |
-2.14% |
缺口回补 |
| 14 |
2023-06-12 |
2023-08-24 |
10.293367083999998 |
10.14984 |
¥-8,311 |
-1.42% |
缺口回补 |
| 15 |
2024-02-27 |
2024-02-29 |
8.871520657999996 |
8.65134 |
¥-1.5万 |
-2.51% |
缺口回补 |
| 16 |
2024-03-19 |
2024-03-26 |
9.121845733 |
8.70129 |
¥-2.6万 |
-4.64% |
缺口回补 |
| 17 |
2024-07-12 |
2024-08-13 |
7.760077324999999 |
7.54245 |
¥-1.5万 |
-2.83% |
缺口回补 |
| 18 |
2024-09-26 |
2025-04-08 |
7.730038315999999 |
7.48251 |
¥-1.7万 |
-3.23% |
缺口回补 |
| 19 |
2025-08-26 |
2025-08-28 |
8.080493420999998 |
7.87212 |
¥-1.3万 |
-2.61% |
缺口回补 |
| 20 |
2025-10-16 |
2025-11-24 |
8.000389397 |
8.35164 |
¥2.1万 |
+4.36% |
缺口回补 |
| 21 |
2025-11-26 |
2025-11-27 |
8.531078555999999 |
8.211780000000001 |
¥-1.9万 |
-3.77% |
缺口回补 |
| 22 |
2026-04-09 |
2026-04-24 |
7.252175 |
7.092899999999999 |
¥-1.1万 |
-2.23% |
缺口回补 |
| 23 |
2026-10-08 |
2026-10-09 |
5.687385703999999 |
5.2947 |
¥-3.3万 |
-6.93% |
缺口回补 |
逐笔成交记录(共 46 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2017-09-12 |
跳空缺口买入 |
买入 |
27.026999999999997 |
36400.0 |
¥98.4万 |
首仓入场 |
| 2017-09-15 |
缺口回补 |
卖出 |
25.95402 |
36400.0 |
¥94.4万 |
|
| 2018-04-02 |
跳空缺口买入 |
买入 |
22.242219999999996 |
43000.0 |
¥95.7万 |
首仓入场 |
| 2018-04-09 |
缺口回补 |
卖出 |
21.20877 |
43000.0 |
¥91.2万 |
|
| 2019-01-10 |
跳空缺口买入 |
买入 |
10.550539999999998 |
86400.0 |
¥91.2万 |
首仓入场 |
| 2019-01-15 |
缺口回补 |
卖出 |
10.2897 |
86400.0 |
¥88.9万 |
|
| 2019-10-15 |
跳空缺口买入 |
买入 |
13.32331 |
66000.0 |
¥88.0万 |
首仓入场 |
| 2019-10-23 |
缺口回补 |
卖出 |
12.76722 |
66000.0 |
¥84.2万 |
|
| 2020-02-24 |
跳空缺口买入 |
买入 |
11.67166 |
72800.0 |
¥85.0万 |
首仓入场 |
| 2020-03-02 |
缺口回补 |
卖出 |
10.92906 |
72800.0 |
¥79.5万 |
|
| 2020-03-26 |
跳空缺口买入 |
买入 |
11.021009999999999 |
71300.0 |
¥78.6万 |
首仓入场 |
| 2020-04-01 |
缺口回补 |
卖出 |
10.50948 |
71300.0 |
¥74.9万 |
|
| 2020-05-06 |
跳空缺口买入 |
买入 |
9.709699999999998 |
77600.0 |
¥75.4万 |
首仓入场 |
| 2020-06-01 |
缺口回补 |
卖出 |
9.28071 |
77600.0 |
¥72.0万 |
|
| 2020-07-31 |
跳空缺口买入 |
买入 |
10.850839999999998 |
66800.0 |
¥72.5万 |
首仓入场 |
| 2020-08-27 |
缺口回补 |
卖出 |
10.32966 |
66800.0 |
¥69.0万 |
|
| 2020-11-20 |
跳空缺口买入 |
买入 |
12.972959999999999 |
53200.0 |
¥69.0万 |
首仓入场 |
| 2020-12-11 |
缺口回补 |
卖出 |
12.6 |
53200.0 |
¥67.0万 |
|
| 2021-01-19 |
跳空缺口买入 |
买入 |
12.592579999999998 |
50900.0 |
¥64.1万 |
首仓入场 |
| 2021-01-20 |
缺口回补 |
卖出 |
11.94804 |
50900.0 |
¥60.8万 |
|
| 2021-07-09 |
跳空缺口买入 |
买入 |
14.874859999999996 |
42700.0 |
¥63.5万 |
首仓入场 |
| 2021-07-19 |
缺口回补 |
卖出 |
14.29569 |
42700.0 |
¥61.0万 |
|
| 2022-05-25 |
跳空缺口买入 |
买入 |
14.30429 |
42800.0 |
¥61.2万 |
首仓入场 |
| 2022-08-25 |
缺口回补 |
卖出 |
13.95603 |
42800.0 |
¥59.7万 |
|
| 2023-01-31 |
跳空缺口买入 |
买入 |
11.681669999999999 |
51100.0 |
¥59.7万 |
首仓入场 |
| 2023-02-17 |
缺口回补 |
卖出 |
11.438549999999998 |
51100.0 |
¥58.4万 |
|
| 2023-06-12 |
跳空缺口买入 |
买入 |
10.290279999999997 |
56700.0 |
¥58.4万 |
首仓入场 |
| 2023-08-24 |
缺口回补 |
卖出 |
10.14984 |
56700.0 |
¥57.5万 |
|
| 2024-02-27 |
跳空缺口买入 |
买入 |
8.868859999999998 |
65100.0 |
¥57.8万 |
首仓入场 |
| 2024-02-29 |
缺口回补 |
卖出 |
8.65134 |
65100.0 |
¥56.3万 |
|
| 2024-03-19 |
跳空缺口买入 |
买入 |
9.11911 |
61700.0 |
¥56.3万 |
首仓入场 |
| 2024-03-26 |
缺口回补 |
卖出 |
8.70129 |
61700.0 |
¥53.7万 |
|
| 2024-07-12 |
跳空缺口买入 |
买入 |
7.757749999999998 |
69000.0 |
¥53.5万 |
首仓入场 |
| 2024-08-13 |
缺口回补 |
卖出 |
7.54245 |
69000.0 |
¥52.0万 |
|
| 2024-09-26 |
跳空缺口买入 |
买入 |
7.727719999999999 |
67600.0 |
¥52.3万 |
首仓入场 |
| 2025-04-08 |
缺口回补 |
卖出 |
7.48251 |
67600.0 |
¥50.6万 |
|
| 2025-08-26 |
跳空缺口买入 |
买入 |
8.078069999999999 |
62100.0 |
¥50.2万 |
首仓入场 |
| 2025-08-28 |
缺口回补 |
卖出 |
7.87212 |
62100.0 |
¥48.9万 |
|
| 2025-10-16 |
跳空缺口买入 |
买入 |
7.99799 |
60800.0 |
¥48.6万 |
首仓入场 |
| 2025-11-24 |
缺口回补 |
卖出 |
8.35164 |
60800.0 |
¥50.8万 |
|
| 2025-11-26 |
跳空缺口买入 |
买入 |
8.528519999999999 |
60200.0 |
¥51.4万 |
首仓入场 |
| 2025-11-27 |
缺口回补 |
卖出 |
8.211780000000001 |
60200.0 |
¥49.4万 |
|
| 2026-04-09 |
跳空缺口买入 |
买入 |
7.25 |
67600.0 |
¥49.0万 |
首仓入场 |
| 2026-04-24 |
缺口回补 |
卖出 |
7.092899999999999 |
67600.0 |
¥47.9万 |
|
| 2026-10-08 |
跳空缺口买入 |
买入 |
5.685679999999999 |
82700.0 |
¥47.0万 |
首仓入场 |
| 2026-10-09 |
缺口回补 |
卖出 |
5.2947 |
82700.0 |
¥43.8万 |
|