688303 大全能源 — 缺口回补 回测明细
数据区间: 2021-07-22 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥54.5万
策略: 缺口回补
K线 & 交易信号(策略收益 -45.49%)
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 9 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 |
2021-11-10 |
2021-11-16 |
71.0923213 |
69.18075 |
¥-2.7万 |
-2.72% |
缺口回补 |
| 2 |
2021-12-09 |
2021-12-27 |
63.27216595699999 |
60.75918 |
¥-3.8万 |
-4.00% |
缺口回补 |
| 3 |
2022-03-02 |
2022-03-16 |
59.877757939999995 |
59.2407 |
¥-1.0万 |
-1.09% |
缺口回补 |
| 4 |
2022-10-27 |
2022-12-22 |
52.067615599999996 |
50.5494 |
¥-2.7万 |
-2.94% |
缺口回补 |
| 5 |
2023-01-30 |
2023-01-31 |
50.936146261 |
49.23072 |
¥-3.0万 |
-3.38% |
缺口回补 |
| 6 |
2023-08-21 |
2023-10-17 |
39.931855964 |
35.40456 |
¥-9.8万 |
-11.36% |
缺口回补 |
| 7 |
2024-10-09 |
2024-10-14 |
28.937578669999994 |
25.974 |
¥-7.6万 |
-10.27% |
缺口回补 |
| 8 |
2025-05-14 |
2025-05-23 |
21.497917440999995 |
19.330650000000002 |
¥-6.7万 |
-10.11% |
缺口回补 |
| 9 |
2025-07-03 |
2026-04-03 |
23.570609061999996 |
20.4795 |
¥-8.1万 |
-13.14% |
缺口回补 |
逐笔成交记录(共 18 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2021-11-10 |
跳空缺口买入 |
买入 |
71.071 |
13800.0 |
¥98.1万 |
首仓入场 |
| 2021-11-16 |
缺口回补 |
卖出 |
69.18075 |
13800.0 |
¥95.4万 |
|
| 2021-12-09 |
跳空缺口买入 |
买入 |
63.25318999999999 |
15100.0 |
¥95.5万 |
首仓入场 |
| 2021-12-27 |
缺口回补 |
卖出 |
60.75918 |
15100.0 |
¥91.7万 |
|
| 2022-03-02 |
跳空缺口买入 |
买入 |
59.85979999999999 |
15600.0 |
¥93.4万 |
首仓入场 |
| 2022-03-16 |
缺口回补 |
卖出 |
59.2407 |
15600.0 |
¥92.4万 |
|
| 2022-10-27 |
跳空缺口买入 |
买入 |
52.05199999999999 |
17700.0 |
¥92.2万 |
首仓入场 |
| 2022-12-22 |
缺口回补 |
卖出 |
50.5494 |
17700.0 |
¥89.4万 |
|
| 2023-01-30 |
跳空缺口买入 |
买入 |
50.920869999999994 |
17500.0 |
¥89.1万 |
首仓入场 |
| 2023-01-31 |
缺口回补 |
卖出 |
49.23072 |
17500.0 |
¥86.1万 |
|
| 2023-08-21 |
跳空缺口买入 |
买入 |
39.91988 |
21600.0 |
¥86.3万 |
首仓入场 |
| 2023-10-17 |
缺口回补 |
卖出 |
35.40456 |
21600.0 |
¥76.5万 |
|
| 2024-10-09 |
跳空缺口买入 |
买入 |
28.928899999999995 |
25600.0 |
¥74.1万 |
首仓入场 |
| 2024-10-14 |
缺口回补 |
卖出 |
25.974 |
25600.0 |
¥66.5万 |
|
| 2025-05-14 |
跳空缺口买入 |
买入 |
21.491469999999996 |
31000.0 |
¥66.6万 |
首仓入场 |
| 2025-05-23 |
缺口回补 |
卖出 |
19.330650000000002 |
31000.0 |
¥59.9万 |
|
| 2025-07-03 |
跳空缺口买入 |
买入 |
23.563539999999996 |
26200.0 |
¥61.8万 |
首仓入场 |
| 2026-04-03 |
缺口回补 |
卖出 |
20.4795 |
26200.0 |
¥53.6万 |
|