002736 国信证券 — 涨停板追涨 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥84.1万
策略: 涨停板追涨
K线 & 交易信号(策略收益 -15.87%)
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 10 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 |
2015-01-15 |
2015-01-22 |
21.698177500999996 |
23.68629 |
¥9.1万 |
+9.13% |
持满离场 |
| 2 |
2015-05-26 |
2015-05-29 |
33.84395013999999 |
30.41955 |
¥-10.8万 |
-10.15% |
止损 |
| 3 |
2015-07-01 |
2015-07-06 |
24.962416478999998 |
25.33464 |
¥1.4万 |
+1.46% |
止损 |
| 4 |
2015-07-10 |
2015-07-16 |
22.949802876 |
21.03894 |
¥-8.1万 |
-8.35% |
止损 |
| 5 |
2016-03-22 |
2016-03-25 |
16.831858042999997 |
15.934049999999997 |
¥-4.8万 |
-5.36% |
止损 |
| 6 |
2017-07-20 |
2017-07-27 |
14.538880355999998 |
14.14584 |
¥-2.4万 |
-2.73% |
持满离场 |
| 7 |
2018-01-18 |
2018-01-25 |
12.155785642 |
13.4865 |
¥9.1万 |
+10.91% |
持满离场 |
| 8 |
2019-02-26 |
2019-03-05 |
11.695187503999998 |
11.838149999999999 |
¥1.1万 |
+1.19% |
持满离场 |
| 9 |
2019-03-08 |
2019-03-15 |
13.717814109999997 |
13.27671 |
¥-3.0万 |
-3.24% |
持满离场 |
| 10 |
2024-10-09 |
2024-10-11 |
13.026916902999998 |
11.968020000000001 |
¥-7.4万 |
-8.16% |
止损 |
逐笔成交记录(共 20 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-01-15 |
涨停追入 |
买入 |
21.69167 |
45700.0 |
¥99.2万 |
|
| 2015-01-22 |
持满离场 |
卖出 |
23.68629 |
45700.0 |
¥1.08M |
|
| 2015-05-26 |
涨停追入 |
买入 |
33.8338 |
31400.0 |
¥1.06M |
|
| 2015-05-29 |
止损 |
卖出 |
30.41955 |
31400.0 |
¥95.5万 |
止损触发 |
| 2015-07-01 |
涨停追入 |
买入 |
24.954929999999997 |
39000.0 |
¥97.4万 |
|
| 2015-07-06 |
止损 |
卖出 |
25.33464 |
39000.0 |
¥98.8万 |
止损触发 |
| 2015-07-10 |
涨停追入 |
买入 |
22.94292 |
42300.0 |
¥97.1万 |
|
| 2015-07-16 |
止损 |
卖出 |
21.03894 |
42300.0 |
¥89.0万 |
止损触发 |
| 2016-03-22 |
涨停追入 |
买入 |
16.82681 |
53400.0 |
¥89.9万 |
|
| 2016-03-25 |
止损 |
卖出 |
15.934049999999997 |
53400.0 |
¥85.1万 |
止损触发 |
| 2017-07-20 |
涨停追入 |
买入 |
14.534519999999999 |
59200.0 |
¥86.1万 |
|
| 2017-07-27 |
持满离场 |
卖出 |
14.14584 |
59200.0 |
¥83.7万 |
|
| 2018-01-18 |
涨停追入 |
买入 |
12.15214 |
68500.0 |
¥83.3万 |
|
| 2018-01-25 |
持满离场 |
卖出 |
13.4865 |
68500.0 |
¥92.4万 |
|
| 2019-02-26 |
涨停追入 |
买入 |
11.691679999999998 |
79100.0 |
¥92.5万 |
|
| 2019-03-05 |
持满离场 |
卖出 |
11.838149999999999 |
79100.0 |
¥93.6万 |
|
| 2019-03-08 |
涨停追入 |
买入 |
13.713699999999998 |
68000.0 |
¥93.3万 |
|
| 2019-03-15 |
持满离场 |
卖出 |
13.27671 |
68000.0 |
¥90.3万 |
|
| 2024-10-09 |
涨停追入 |
买入 |
13.023009999999998 |
70100.0 |
¥91.3万 |
|
| 2024-10-11 |
止损 |
卖出 |
11.968020000000001 |
70100.0 |
¥83.9万 |
止损触发 |