601727 上海电气 — 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: ¥63.7万
策略: 涨停板追涨
K线 & 交易信号(策略收益 -36.31%)
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 11 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 |
2015-04-24 |
2015-05-04 |
18.023405399999994 |
17.75223 |
¥-1.4万 |
-1.53% |
持满离场 |
| 2 |
2015-06-10 |
2015-06-12 |
23.650713086 |
22.287689999999998 |
¥-5.4万 |
-5.79% |
止损 |
| 3 |
2015-07-14 |
2015-07-16 |
13.707801106999998 |
12.21777 |
¥-10.1万 |
-10.90% |
止损 |
| 4 |
2015-08-31 |
2015-09-09 |
11.083324 |
11.99799 |
¥6.8万 |
+8.22% |
持满离场 |
| 5 |
2015-09-17 |
2015-09-24 |
11.314693389999999 |
11.988 |
¥5.3万 |
+5.92% |
持满离场 |
| 6 |
2020-08-04 |
2020-08-07 |
5.987775794 |
5.64435 |
¥-5.4万 |
-5.76% |
止损 |
| 7 |
2021-01-11 |
2021-01-13 |
5.7775027309999984 |
5.36463 |
¥-6.1万 |
-7.17% |
止损 |
| 8 |
2024-11-11 |
2024-11-15 |
11.104420327 |
9.41058 |
¥-11.5万 |
-15.28% |
止损 |
| 9 |
2025-01-24 |
2025-02-05 |
7.710012309999999 |
7.2927 |
¥-3.9万 |
-5.44% |
止损 |
| 10 |
2025-09-26 |
2025-09-30 |
9.772690927999998 |
9.300690000000001 |
¥-3.3万 |
-4.86% |
止损 |
| 11 |
2026-03-06 |
2026-03-13 |
9.382183810999997 |
9.1908 |
¥-1.3万 |
-2.07% |
持满离场 |
逐笔成交记录(共 22 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2015-04-24 |
涨停追入 |
买入 |
18.017999999999997 |
52400.0 |
¥94.4万 |
|
| 2015-05-04 |
持满离场 |
卖出 |
17.75223 |
52400.0 |
¥93.0万 |
|
| 2015-06-10 |
涨停追入 |
买入 |
23.64362 |
39200.0 |
¥92.7万 |
|
| 2015-06-12 |
止损 |
卖出 |
22.287689999999998 |
39200.0 |
¥87.3万 |
止损触发 |
| 2015-07-14 |
涨停追入 |
买入 |
13.703689999999998 |
67400.0 |
¥92.4万 |
|
| 2015-07-16 |
止损 |
卖出 |
12.21777 |
67400.0 |
¥82.3万 |
止损触发 |
| 2015-08-31 |
涨停追入 |
买入 |
11.08 |
74400.0 |
¥82.5万 |
|
| 2015-09-09 |
持满离场 |
卖出 |
11.99799 |
74400.0 |
¥89.2万 |
|
| 2015-09-17 |
涨停追入 |
买入 |
11.3113 |
79100.0 |
¥89.5万 |
|
| 2015-09-24 |
持满离场 |
卖出 |
11.988 |
79100.0 |
¥94.8万 |
|
| 2020-08-04 |
涨停追入 |
买入 |
5.98598 |
157300.0 |
¥94.2万 |
|
| 2020-08-07 |
止损 |
卖出 |
5.64435 |
157300.0 |
¥88.8万 |
止损触发 |
| 2021-01-11 |
涨停追入 |
买入 |
5.775769999999999 |
147100.0 |
¥85.0万 |
|
| 2021-01-13 |
止损 |
卖出 |
5.36463 |
147100.0 |
¥78.9万 |
止损触发 |
| 2024-11-11 |
涨停追入 |
买入 |
11.10109 |
67700.0 |
¥75.2万 |
|
| 2024-11-15 |
止损 |
卖出 |
9.41058 |
67700.0 |
¥63.7万 |
止损触发 |
| 2025-01-24 |
涨停追入 |
买入 |
7.707699999999999 |
91900.0 |
¥70.9万 |
|
| 2025-02-05 |
止损 |
卖出 |
7.2927 |
91900.0 |
¥67.0万 |
止损触发 |
| 2025-09-26 |
涨停追入 |
买入 |
9.769759999999998 |
69700.0 |
¥68.1万 |
|
| 2025-09-30 |
止损 |
卖出 |
9.300690000000001 |
69700.0 |
¥64.8万 |
止损触发 |
| 2026-03-06 |
涨停追入 |
买入 |
9.379369999999998 |
68400.0 |
¥64.2万 |
|
| 2026-03-13 |
持满离场 |
卖出 |
9.1908 |
68400.0 |
¥62.8万 |
|