601788 光大证券 — 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: ¥1.39M
策略: 涨停板追涨
K线 & 交易信号（策略收益 +38.86%）
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 |
2015-07-10 |
2015-07-17 |
21.608060474 |
21.8781 |
¥1.2万 |
+1.22% |
持满离场 |
| 2 |
2015-11-06 |
2015-11-13 |
22.168788641999996 |
25.88409 |
¥16.8万 |
+16.72% |
持满离场 |
| 3 |
2015-12-15 |
2015-12-22 |
25.18270254499999 |
24.6753 |
¥-2.4万 |
-2.04% |
持满离场 |
| 4 |
2016-03-22 |
2016-03-29 |
19.415212816999997 |
18.14184 |
¥-7.5万 |
-6.59% |
止损 |
| 5 |
2016-06-01 |
2016-06-08 |
16.891936061 |
16.57341 |
¥-2.1万 |
-1.92% |
持满离场 |
| 6 |
2020-07-03 |
2020-07-10 |
19.144861736 |
29.0709 |
¥54.7万 |
+51.80% |
持满离场 |
| 7 |
2021-05-17 |
2021-05-24 |
15.82054474 |
15.684299999999999 |
¥-1.4万 |
-0.89% |
持满离场 |
| 8 |
2022-06-13 |
2022-06-20 |
15.700388703999998 |
16.91307 |
¥12.2万 |
+7.69% |
持满离场 |
| 9 |
2022-11-16 |
2022-11-21 |
16.911962066999997 |
15.5844 |
¥-13.4万 |
-7.88% |
止损 |
| 10 |
2024-01-25 |
2024-02-01 |
16.010791796999996 |
15.4845 |
¥-5.2万 |
-3.32% |
持满离场 |
| 11 |
2024-10-09 |
2024-10-10 |
21.0273063 |
19.0809 |
¥-14.0万 |
-9.28% |
止损 |
逐笔成交记录（共 22 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-07-10 |
涨停追入 |
买入 |
21.601579999999995 |
45100.0 |
¥97.5万 |
|
| 2015-07-17 |
持满离场 |
卖出 |
21.8781 |
45100.0 |
¥98.6万 |
|
| 2015-11-06 |
涨停追入 |
买入 |
22.162139999999997 |
45200.0 |
¥1.00M |
|
| 2015-11-13 |
持满离场 |
卖出 |
25.88409 |
45200.0 |
¥1.17M |
|
| 2015-12-15 |
涨停追入 |
买入 |
25.17514999999999 |
46000.0 |
¥1.16M |
|
| 2015-12-22 |
持满离场 |
卖出 |
24.6753 |
46000.0 |
¥1.13M |
|
| 2016-03-22 |
涨停追入 |
买入 |
19.40939 |
58900.0 |
¥1.14M |
|
| 2016-03-29 |
止损 |
卖出 |
18.14184 |
58900.0 |
¥1.07M |
止损触发 |
| 2016-06-01 |
涨停追入 |
买入 |
16.88687 |
63400.0 |
¥1.07M |
|
| 2016-06-08 |
持满离场 |
卖出 |
16.57341 |
63400.0 |
¥1.05M |
|
| 2020-07-03 |
涨停追入 |
买入 |
19.13912 |
55200.0 |
¥1.06M |
|
| 2020-07-10 |
持满离场 |
卖出 |
29.0709 |
55200.0 |
¥1.60M |
|
| 2021-05-17 |
涨停追入 |
买入 |
15.8158 |
99900.0 |
¥1.58M |
|
| 2021-05-24 |
持满离场 |
卖出 |
15.684299999999999 |
99900.0 |
¥1.57M |
|
| 2022-06-13 |
涨停追入 |
买入 |
15.69568 |
101200.0 |
¥1.59M |
|
| 2022-06-20 |
持满离场 |
卖出 |
16.91307 |
101200.0 |
¥1.71M |
|
| 2022-11-16 |
涨停追入 |
买入 |
16.906889999999997 |
100800.0 |
¥1.70M |
|
| 2022-11-21 |
止损 |
卖出 |
15.5844 |
100800.0 |
¥1.57M |
止损触发 |
| 2024-01-25 |
涨停追入 |
买入 |
16.005989999999997 |
98500.0 |
¥1.58M |
|
| 2024-02-01 |
持满离场 |
卖出 |
15.4845 |
98500.0 |
¥1.52M |
|
| 2024-10-09 |
涨停追入 |
买入 |
21.020999999999997 |
71900.0 |
¥1.51M |
|
| 2024-10-10 |
止损 |
卖出 |
19.0809 |
71900.0 |
¥1.37M |
止损触发 |