601919 中国远洋 — 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: ¥50.3万
策略: 缺口回补
K线 & 交易信号（策略收益 -49.69%）
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 17 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 |
2015-05-25 |
2015-05-29 |
14.118334229999999 |
13.986 |
¥-9,380 |
-0.97% |
缺口回补 |
| 2 |
2016-07-06 |
2016-07-11 |
5.256826575 |
5.2347600000000005 |
¥-4,411 |
-0.45% |
缺口回补 |
| 3 |
2017-04-06 |
2017-04-18 |
6.077892821 |
5.95404 |
¥-2.0万 |
-2.07% |
缺口回补 |
| 4 |
2017-07-28 |
2018-04-03 |
6.1579968449999996 |
5.7942 |
¥-5.6万 |
-5.94% |
缺口回补 |
| 5 |
2018-05-22 |
2018-05-31 |
6.318204892999998 |
6.0939 |
¥-3.2万 |
-3.58% |
缺口回补 |
| 6 |
2018-11-05 |
2020-04-14 |
4.091227 |
3.77622 |
¥-6.7万 |
-7.73% |
缺口回补 |
| 7 |
2021-05-07 |
2021-05-12 |
19.625485879999996 |
18.79119 |
¥-3.5万 |
-4.28% |
缺口回补 |
| 8 |
2021-10-20 |
2021-10-25 |
16.885064 |
15.484500000000002 |
¥-6.4万 |
-8.32% |
缺口回补 |
| 9 |
2022-01-05 |
2022-01-07 |
19.565407861999997 |
18.491490000000002 |
¥-3.9万 |
-5.52% |
缺口回补 |
| 10 |
2022-05-06 |
2022-05-11 |
14.588945371 |
14.26572 |
¥-1.5万 |
-2.24% |
缺口回补 |
| 11 |
2023-07-05 |
2023-08-22 |
10.11313303 |
9.34065 |
¥-5.0万 |
-7.67% |
缺口回补 |
| 12 |
2023-12-19 |
2023-12-21 |
10.673861198 |
9.98001 |
¥-4.0万 |
-6.53% |
缺口回补 |
| 13 |
2024-01-16 |
2024-01-18 |
9.81274294 |
9.52047 |
¥-1.7万 |
-3.01% |
缺口回补 |
| 14 |
2024-05-28 |
2024-07-12 |
15.089595520999998 |
13.8861 |
¥-4.4万 |
-8.00% |
缺口回补 |
| 15 |
2025-01-24 |
2025-02-06 |
14.31859429 |
14.085899999999999 |
¥-8,363 |
-1.65% |
缺口回补 |
| 16 |
2025-04-11 |
2026-06-29 |
14.124236 |
13.3866 |
¥-2.6万 |
-5.25% |
缺口回补 |
| 17 |
2026-08-18 |
2026-11-13 |
15.990765790999998 |
17.03 |
¥3.0万 |
+6.47% |
强平 |
逐笔成交记录（共 34 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-05-25 |
跳空缺口买入 |
买入 |
14.114099999999999 |
68700.0 |
¥97.0万 |
首仓入场 |
| 2015-05-29 |
缺口回补 |
卖出 |
13.986 |
68700.0 |
¥96.1万 |
|
| 2016-07-06 |
跳空缺口买入 |
买入 |
5.255249999999999 |
186600.0 |
¥98.1万 |
首仓入场 |
| 2016-07-11 |
缺口回补 |
卖出 |
5.2347600000000005 |
186600.0 |
¥97.7万 |
|
| 2017-04-06 |
跳空缺口买入 |
买入 |
6.07607 |
161600.0 |
¥98.2万 |
首仓入场 |
| 2017-04-18 |
缺口回补 |
卖出 |
5.95404 |
161600.0 |
¥96.2万 |
|
| 2017-07-28 |
跳空缺口买入 |
买入 |
6.156149999999999 |
154000.0 |
¥94.8万 |
首仓入场 |
| 2018-04-03 |
缺口回补 |
卖出 |
5.7942 |
154000.0 |
¥89.2万 |
|
| 2018-05-22 |
跳空缺口买入 |
买入 |
6.316309999999999 |
141800.0 |
¥89.6万 |
首仓入场 |
| 2018-05-31 |
缺口回补 |
卖出 |
6.0939 |
141800.0 |
¥86.4万 |
|
| 2018-11-05 |
跳空缺口买入 |
买入 |
4.09 |
213300.0 |
¥87.3万 |
首仓入场 |
| 2020-04-14 |
缺口回补 |
卖出 |
3.77622 |
213300.0 |
¥80.5万 |
|
| 2021-05-07 |
跳空缺口买入 |
买入 |
19.6196 |
41200.0 |
¥80.9万 |
首仓入场 |
| 2021-05-12 |
缺口回补 |
卖出 |
18.79119 |
41200.0 |
¥77.4万 |
|
| 2021-10-20 |
跳空缺口买入 |
买入 |
16.88 |
45600.0 |
¥77.0万 |
首仓入场 |
| 2021-10-25 |
缺口回补 |
卖出 |
15.484500000000002 |
45600.0 |
¥70.6万 |
|
| 2022-01-05 |
跳空缺口买入 |
买入 |
19.55954 |
36100.0 |
¥70.6万 |
首仓入场 |
| 2022-01-07 |
缺口回补 |
卖出 |
18.491490000000002 |
36100.0 |
¥66.7万 |
|
| 2022-05-06 |
跳空缺口买入 |
买入 |
14.584569999999998 |
44600.0 |
¥65.1万 |
首仓入场 |
| 2022-05-11 |
缺口回补 |
卖出 |
14.26572 |
44600.0 |
¥63.6万 |
|
| 2023-07-05 |
跳空缺口买入 |
买入 |
10.1101 |
64700.0 |
¥65.4万 |
首仓入场 |
| 2023-08-22 |
缺口回补 |
卖出 |
9.34065 |
64700.0 |
¥60.4万 |
|
| 2023-12-19 |
跳空缺口买入 |
买入 |
10.67066 |
56900.0 |
¥60.7万 |
首仓入场 |
| 2023-12-21 |
缺口回补 |
卖出 |
9.98001 |
56900.0 |
¥56.8万 |
|
| 2024-01-16 |
跳空缺口买入 |
买入 |
9.8098 |
57700.0 |
¥56.6万 |
首仓入场 |
| 2024-01-18 |
缺口回补 |
卖出 |
9.52047 |
57700.0 |
¥54.9万 |
|
| 2024-05-28 |
跳空缺口买入 |
买入 |
15.085069999999998 |
36500.0 |
¥55.1万 |
首仓入场 |
| 2024-07-12 |
缺口回补 |
卖出 |
13.8861 |
36500.0 |
¥50.7万 |
|
| 2025-01-24 |
跳空缺口买入 |
买入 |
14.3143 |
35300.0 |
¥50.5万 |
首仓入场 |
| 2025-02-06 |
缺口回补 |
卖出 |
14.085899999999999 |
35300.0 |
¥49.7万 |
|
| 2025-04-11 |
跳空缺口买入 |
买入 |
14.12 |
35100.0 |
¥49.6万 |
首仓入场 |
| 2026-06-29 |
缺口回补 |
卖出 |
13.3866 |
35100.0 |
¥47.0万 |
|
| 2026-08-18 |
跳空缺口买入 |
买入 |
15.985969999999998 |
29400.0 |
¥47.0万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
17.03 |
29400 |
¥50.1万 |
回测结束强平 |