601377 兴业证券 — 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: ¥68.8万
策略: 涨停板追涨
K线 & 交易信号(策略收益 -31.24%)
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 |
2015-07-01 |
2015-07-06 |
13.517554049999998 |
13.49649 |
¥-1,828 |
-0.19% |
止损 |
| 2 |
2015-07-10 |
2015-07-16 |
11.805330536999998 |
10.93905 |
¥-7.3万 |
-7.37% |
止损 |
| 3 |
2015-11-11 |
2015-11-18 |
12.996877893999999 |
12.54744 |
¥-3.2万 |
-3.49% |
持满离场 |
| 4 |
2015-12-03 |
2015-12-09 |
11.524966453000001 |
10.71927 |
¥-6.2万 |
-7.02% |
止损 |
| 5 |
2016-03-22 |
2016-03-25 |
9.292066783999998 |
8.73126 |
¥-5.0万 |
-6.06% |
止损 |
| 6 |
2019-01-07 |
2019-01-14 |
5.076592520999999 |
5.27472 |
¥3.0万 |
+3.87% |
持满离场 |
| 7 |
2019-03-08 |
2019-03-15 |
7.459687235 |
6.77322 |
¥-6.9万 |
-9.23% |
止损 |
| 8 |
2021-05-27 |
2021-06-03 |
10.11313303 |
10.109879999999999 |
¥-455 |
-0.06% |
持满离场 |
| 9 |
2024-10-09 |
2024-10-10 |
7.309492189999999 |
6.753240000000001 |
¥-5.5万 |
-7.64% |
止损 |
逐笔成交记录(共 18 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-07-01 |
涨停追入 |
买入 |
13.513499999999999 |
72800.0 |
¥98.4万 |
|
| 2015-07-06 |
止损 |
卖出 |
13.49649 |
72800.0 |
¥98.2万 |
止损触发 |
| 2015-07-10 |
涨停追入 |
买入 |
11.801789999999999 |
83600.0 |
¥98.7万 |
|
| 2015-07-16 |
止损 |
卖出 |
10.93905 |
83600.0 |
¥91.4万 |
止损触发 |
| 2015-11-11 |
涨停追入 |
买入 |
12.99298 |
70000.0 |
¥91.0万 |
|
| 2015-11-18 |
持满离场 |
卖出 |
12.54744 |
70000.0 |
¥87.8万 |
|
| 2015-12-03 |
涨停追入 |
买入 |
11.52151 |
76100.0 |
¥87.7万 |
|
| 2015-12-09 |
止损 |
卖出 |
10.71927 |
76100.0 |
¥81.5万 |
止损触发 |
| 2016-03-22 |
涨停追入 |
买入 |
9.289279999999998 |
89300.0 |
¥83.0万 |
|
| 2016-03-25 |
止损 |
卖出 |
8.73126 |
89300.0 |
¥77.9万 |
止损触发 |
| 2019-01-07 |
涨停追入 |
买入 |
5.075069999999999 |
154000.0 |
¥78.2万 |
|
| 2019-01-14 |
持满离场 |
卖出 |
5.27472 |
154000.0 |
¥81.2万 |
|
| 2019-03-08 |
涨停追入 |
买入 |
7.45745 |
100300.0 |
¥74.8万 |
|
| 2019-03-15 |
止损 |
卖出 |
6.77322 |
100300.0 |
¥67.9万 |
止损触发 |
| 2021-05-27 |
涨停追入 |
买入 |
10.1101 |
72400.0 |
¥73.2万 |
|
| 2021-06-03 |
持满离场 |
卖出 |
10.109879999999999 |
72400.0 |
¥73.2万 |
|
| 2024-10-09 |
涨停追入 |
买入 |
7.307299999999999 |
98600.0 |
¥72.1万 |
|
| 2024-10-10 |
止损 |
卖出 |
6.753240000000001 |
98600.0 |
¥66.6万 |
止损触发 |