600918 中泰证券 — 红三兵 回测明细
数据区间: 2020-06-03 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥62.9万
策略: 红三兵
K线 & 交易信号（策略收益 -37.06%）
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 53 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 |
2020-06-23 |
2020-06-29 |
14.188425250999998 |
13.27671 |
¥-6.4万 |
-6.45% |
收阴离场 |
| 2 |
2020-07-16 |
2020-07-17 |
21.60648 |
18.8811 |
¥-11.8万 |
-12.64% |
收阴离场 |
| 3 |
2020-08-18 |
2020-08-19 |
17.422625219999997 |
16.992990000000002 |
¥-2.0万 |
-2.50% |
收阴离场 |
| 4 |
2020-09-04 |
2020-09-08 |
15.560206661999997 |
15.04494 |
¥-2.6万 |
-3.34% |
收阴离场 |
| 5 |
2020-10-30 |
2020-11-02 |
14.248503268999999 |
13.57641 |
¥-3.7万 |
-4.75% |
收阴离场 |
| 6 |
2020-11-24 |
2020-11-26 |
14.999478494 |
14.985 |
¥-924 |
-0.13% |
收阴离场 |
| 7 |
2020-12-01 |
2020-12-04 |
16.241090865999993 |
16.63335 |
¥1.7万 |
+2.38% |
收阴离场 |
| 8 |
2020-12-15 |
2020-12-17 |
15.890635760999997 |
15.354629999999998 |
¥-2.5万 |
-3.40% |
收阴离场 |
| 9 |
2021-01-04 |
2021-01-05 |
18.544081556 |
17.682299999999998 |
¥-3.4万 |
-4.68% |
收阴离场 |
| 10 |
2021-01-20 |
2021-01-21 |
16.281142878 |
16.12386 |
¥-6,874 |
-1.00% |
收阴离场 |
| 11 |
2021-03-23 |
2021-03-26 |
13.567619065 |
13.876110000000002 |
¥1.5万 |
+2.24% |
收阴离场 |
| 12 |
2021-06-28 |
2021-06-29 |
10.994277293999998 |
10.3 |
¥-4.4万 |
-6.34% |
收阴离场 |
| 13 |
2021-11-02 |
2021-11-03 |
9.322105793 |
9.170819999999999 |
¥-1.1万 |
-1.65% |
收阴离场 |
| 14 |
2021-11-11 |
2021-11-15 |
9.332118795999998 |
9.53046 |
¥1.3万 |
+2.09% |
收阴离场 |
| 15 |
2021-11-24 |
2021-11-29 |
10.123146033 |
9.99 |
¥-8,849 |
-1.34% |
收阴离场 |
| 16 |
2022-05-12 |
2022-05-16 |
7.119245133 |
7.1928 |
¥6,483 |
+1.00% |
收阴离场 |
| 17 |
2022-05-24 |
2022-05-25 |
7.239401168999999 |
6.99 |
¥-2.3万 |
-3.47% |
收阴离场 |
| 18 |
2022-06-16 |
2022-06-17 |
8.130558436 |
7.842149999999999 |
¥-2.3万 |
-3.58% |
收阴离场 |
| 19 |
2022-09-01 |
2022-09-02 |
7.389596213999999 |
7.2727200000000005 |
¥-9,798 |
-1.61% |
收阴离场 |
| 20 |
2022-09-08 |
2022-09-09 |
7.399609216999998 |
7.33 |
¥-5,831 |
-0.97% |
收阴离场 |
| 21 |
2022-11-03 |
2022-11-08 |
6.6185949829999995 |
6.80319 |
¥1.6万 |
+2.76% |
收阴离场 |
| 22 |
2023-01-17 |
2023-01-30 |
6.818855042999999 |
7.062930000000001 |
¥2.2万 |
+3.55% |
收阴离场 |
| 23 |
2023-03-24 |
2023-03-27 |
6.7387510189999995 |
6.6933 |
¥-4,456 |
-0.70% |
收阴离场 |
| 24 |
2023-05-09 |
2023-05-11 |
7.699999306999999 |
7.582409999999999 |
¥-9,781 |
-1.56% |
收阴离场 |
| 25 |
2023-07-12 |
2023-07-13 |
6.979063090999999 |
6.93306 |
¥-4,270 |
-0.69% |
收阴离场 |
| 26 |
2023-08-02 |
2023-08-07 |
7.81014234 |
8.04195 |
¥1.8万 |
+2.94% |
收阴离场 |
| 27 |
2023-08-17 |
2023-08-21 |
8.050454411999999 |
7.792200000000001 |
¥-2.0万 |
-3.24% |
收阴离场 |
| 28 |
2023-10-31 |
2023-11-02 |
7.149284141999997 |
7.1928 |
¥3,549 |
+0.58% |
收阴离场 |
| 29 |
2023-11-07 |
2023-11-10 |
7.399609216999999 |
7.35 |
¥-4,285 |
-0.70% |
收阴离场 |
| 30 |
2024-01-12 |
2024-01-15 |
6.638620988999999 |
6.58341 |
¥-5,250 |
-0.86% |
收阴离场 |
| 31 |
2024-01-26 |
2024-01-30 |
6.758777024999999 |
6.6733199999999995 |
¥-7,775 |
-1.29% |
收阴离场 |
| 32 |
2024-02-19 |
2024-02-20 |
6.688686004 |
6.6233699999999995 |
¥-5,983 |
-1.01% |
收阴离场 |
| 33 |
2024-02-23 |
2024-02-27 |
6.808842039999999 |
6.76323 |
¥-4,150 |
-0.70% |
收阴离场 |
| 34 |
2024-03-13 |
2024-03-14 |
6.90897207 |
6.84315 |
¥-5,769 |
-0.98% |
收阴离场 |
| 35 |
2024-07-19 |
2024-07-24 |
5.597268677 |
5.62437 |
¥2,646 |
+0.45% |
收阴离场 |
| 36 |
2024-09-26 |
2024-10-09 |
5.957736785 |
7.94205 |
¥19.4万 |
+33.27% |
收阴离场 |
| 37 |
2024-11-22 |
2024-11-25 |
6.979063090999999 |
6.6733199999999995 |
¥-3.4万 |
-4.41% |
收阴离场 |
| 38 |
2024-11-28 |
2024-11-29 |
6.858907054999999 |
6.82317 |
¥-4,100 |
-0.55% |
收阴离场 |
| 39 |
2024-12-31 |
2025-01-02 |
6.912073 |
6.56343 |
¥-3.8万 |
-5.07% |
收阴离场 |
| 40 |
2025-02-10 |
2025-02-12 |
6.458386934999998 |
6.44355 |
¥-1,825 |
-0.26% |
收阴离场 |
| 41 |
2025-03-28 |
2025-04-01 |
6.588555973999999 |
6.4035899999999994 |
¥-2.0万 |
-2.84% |
收阴离场 |
| 42 |
2025-04-11 |
2025-04-14 |
6.1479838419999995 |
6.173819999999999 |
¥2,638 |
+0.39% |
收阴离场 |
| 43 |
2025-06-05 |
2025-06-09 |
6.288165883999999 |
6.28 |
¥-1,092 |
-0.16% |
收阴离场 |
| 44 |
2025-06-26 |
2025-06-27 |
6.528477955999998 |
6.42357 |
¥-1.1万 |
-1.64% |
收阴离场 |
| 45 |
2025-07-14 |
2025-07-15 |
6.80204 |
6.76323 |
¥-4,031 |
-0.60% |
收阴离场 |
| 46 |
2025-08-07 |
2025-08-11 |
6.838881048999999 |
6.86313 |
¥2,166 |
+0.32% |
收阴离场 |
| 47 |
2025-12-29 |
2025-12-30 |
6.668659998 |
6.62337 |
¥-4,747 |
-0.71% |
收阴离场 |
| 48 |
2026-05-06 |
2026-05-08 |
6.0278278059999995 |
6.013979999999999 |
¥-1,726 |
-0.26% |
收阴离场 |
| 49 |
2026-06-16 |
2026-06-17 |
5.397008617 |
5.34465 |
¥-6,594 |
-1.00% |
收阴离场 |
| 50 |
2026-07-16 |
2026-07-20 |
5.6773727009999995 |
5.65434 |
¥-2,839 |
-0.44% |
收阴离场 |
| 51 |
2026-08-27 |
2026-08-31 |
5.7775027309999984 |
5.70429 |
¥-8,436 |
-1.30% |
收阴离场 |
| 52 |
2026-09-23 |
2026-09-24 |
5.567229667999999 |
5.4945 |
¥-8,635 |
-1.34% |
收阴离场 |
| 53 |
2026-11-05 |
2026-11-10 |
5.346943602 |
5.27472 |
¥-8,753 |
-1.38% |
收阴离场 |
逐笔成交记录（共 106 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2020-06-23 |
红三兵 |
买入 |
14.184169999999998 |
69400.0 |
¥98.5万 |
|
| 2020-06-29 |
收阴离场 |
卖出 |
13.27671 |
69400.0 |
¥92.1万 |
|
| 2020-07-16 |
红三兵 |
买入 |
21.6 |
43100.0 |
¥93.1万 |
|
| 2020-07-17 |
收阴离场 |
卖出 |
18.8811 |
43100.0 |
¥81.4万 |
|
| 2020-08-18 |
红三兵 |
买入 |
17.417399999999997 |
46900.0 |
¥81.7万 |
|
| 2020-08-19 |
收阴离场 |
卖出 |
16.992990000000002 |
46900.0 |
¥79.7万 |
|
| 2020-09-04 |
红三兵 |
买入 |
15.555539999999997 |
49900.0 |
¥77.6万 |
|
| 2020-09-08 |
收阴离场 |
卖出 |
15.04494 |
49900.0 |
¥75.1万 |
|
| 2020-10-30 |
红三兵 |
买入 |
14.244229999999998 |
54100.0 |
¥77.1万 |
|
| 2020-11-02 |
收阴离场 |
卖出 |
13.57641 |
54100.0 |
¥73.4万 |
|
| 2020-11-24 |
红三兵 |
买入 |
14.994979999999998 |
48700.0 |
¥73.0万 |
|
| 2020-11-26 |
收阴离场 |
卖出 |
14.985 |
48700.0 |
¥73.0万 |
|
| 2020-12-01 |
红三兵 |
买入 |
16.236219999999996 |
44000.0 |
¥71.5万 |
|
| 2020-12-04 |
收阴离场 |
卖出 |
16.63335 |
44000.0 |
¥73.2万 |
|
| 2020-12-15 |
红三兵 |
买入 |
15.885869999999997 |
46700.0 |
¥74.2万 |
|
| 2020-12-17 |
收阴离场 |
卖出 |
15.354629999999998 |
46700.0 |
¥71.7万 |
|
| 2021-01-04 |
红三兵 |
买入 |
18.53852 |
39100.0 |
¥72.5万 |
|
| 2021-01-05 |
收阴离场 |
卖出 |
17.682299999999998 |
39100.0 |
¥69.1万 |
|
| 2021-01-20 |
红三兵 |
买入 |
16.27626 |
42400.0 |
¥69.0万 |
|
| 2021-01-21 |
收阴离场 |
卖出 |
16.12386 |
42400.0 |
¥68.3万 |
|
| 2021-03-23 |
红三兵 |
买入 |
13.563550000000001 |
49900.0 |
¥67.7万 |
|
| 2021-03-26 |
收阴离场 |
卖出 |
13.876110000000002 |
49900.0 |
¥69.2万 |
|
| 2021-06-28 |
红三兵 |
买入 |
10.990979999999999 |
63000.0 |
¥69.3万 |
|
| 2021-06-29 |
收阴离场 |
卖出 |
10.3 |
63000.0 |
¥64.9万 |
|
| 2021-11-02 |
红三兵 |
买入 |
9.31931 |
69900.0 |
¥65.2万 |
|
| 2021-11-03 |
收阴离场 |
卖出 |
9.170819999999999 |
69900.0 |
¥64.1万 |
|
| 2021-11-11 |
红三兵 |
买入 |
9.32932 |
68800.0 |
¥64.2万 |
|
| 2021-11-15 |
收阴离场 |
卖出 |
9.53046 |
68800.0 |
¥65.5万 |
|
| 2021-11-24 |
红三兵 |
买入 |
10.120109999999999 |
65000.0 |
¥65.8万 |
|
| 2021-11-29 |
收阴离场 |
卖出 |
9.99 |
65000.0 |
¥64.9万 |
|
| 2022-05-12 |
红三兵 |
买入 |
7.11711 |
90800.0 |
¥64.6万 |
|
| 2022-05-16 |
收阴离场 |
卖出 |
7.1928 |
90800.0 |
¥65.3万 |
|
| 2022-05-24 |
红三兵 |
买入 |
7.237229999999999 |
90300.0 |
¥65.4万 |
|
| 2022-05-25 |
收阴离场 |
卖出 |
6.99 |
90300.0 |
¥63.1万 |
|
| 2022-06-16 |
红三兵 |
买入 |
8.12812 |
77600.0 |
¥63.1万 |
|
| 2022-06-17 |
收阴离场 |
卖出 |
7.842149999999999 |
77600.0 |
¥60.8万 |
|
| 2022-09-01 |
红三兵 |
买入 |
7.387379999999999 |
82300.0 |
¥60.8万 |
|
| 2022-09-02 |
收阴离场 |
卖出 |
7.2727200000000005 |
82300.0 |
¥59.8万 |
|
| 2022-09-08 |
红三兵 |
买入 |
7.397389999999998 |
81200.0 |
¥60.1万 |
|
| 2022-09-09 |
收阴离场 |
卖出 |
7.33 |
81200.0 |
¥59.5万 |
|
| 2022-11-03 |
红三兵 |
买入 |
6.61661 |
89200.0 |
¥59.0万 |
|
| 2022-11-08 |
收阴离场 |
卖出 |
6.80319 |
89200.0 |
¥60.7万 |
|
| 2023-01-17 |
红三兵 |
买入 |
6.816809999999999 |
89300.0 |
¥60.9万 |
|
| 2023-01-30 |
收阴离场 |
卖出 |
7.062930000000001 |
89300.0 |
¥63.1万 |
|
| 2023-03-24 |
红三兵 |
买入 |
6.73673 |
93900.0 |
¥63.3万 |
|
| 2023-03-27 |
收阴离场 |
卖出 |
6.6933 |
93900.0 |
¥62.8万 |
|
| 2023-05-09 |
红三兵 |
买入 |
7.69769 |
81600.0 |
¥62.8万 |
|
| 2023-05-11 |
收阴离场 |
卖出 |
7.582409999999999 |
81600.0 |
¥61.9万 |
|
| 2023-07-12 |
红三兵 |
买入 |
6.976969999999999 |
88800.0 |
¥62.0万 |
|
| 2023-07-13 |
收阴离场 |
卖出 |
6.93306 |
88800.0 |
¥61.5万 |
|
| 2023-08-02 |
红三兵 |
买入 |
7.807799999999999 |
78100.0 |
¥61.0万 |
|
| 2023-08-07 |
收阴离场 |
卖出 |
8.04195 |
78100.0 |
¥62.8万 |
|
| 2023-08-17 |
红三兵 |
买入 |
8.048039999999999 |
78100.0 |
¥62.9万 |
|
| 2023-08-21 |
收阴离场 |
卖出 |
7.792200000000001 |
78100.0 |
¥60.8万 |
|
| 2023-10-31 |
红三兵 |
买入 |
7.1471399999999985 |
85800.0 |
¥61.3万 |
|
| 2023-11-02 |
收阴离场 |
卖出 |
7.1928 |
85800.0 |
¥61.7万 |
|
| 2023-11-07 |
红三兵 |
买入 |
7.397389999999999 |
82700.0 |
¥61.2万 |
|
| 2023-11-10 |
收阴离场 |
卖出 |
7.35 |
82700.0 |
¥60.8万 |
|
| 2024-01-12 |
红三兵 |
买入 |
6.636629999999999 |
91800.0 |
¥60.9万 |
|
| 2024-01-15 |
收阴离场 |
卖出 |
6.58341 |
91800.0 |
¥60.4万 |
|
| 2024-01-26 |
红三兵 |
买入 |
6.756749999999999 |
88900.0 |
¥60.1万 |
|
| 2024-01-30 |
收阴离场 |
卖出 |
6.6733199999999995 |
88900.0 |
¥59.3万 |
|
| 2024-02-19 |
红三兵 |
买入 |
6.686679999999999 |
88900.0 |
¥59.5万 |
|
| 2024-02-20 |
收阴离场 |
卖出 |
6.6233699999999995 |
88900.0 |
¥58.9万 |
|
| 2024-02-23 |
红三兵 |
买入 |
6.806799999999999 |
87100.0 |
¥59.3万 |
|
| 2024-02-27 |
收阴离场 |
卖出 |
6.76323 |
87100.0 |
¥58.9万 |
|
| 2024-03-13 |
红三兵 |
买入 |
6.9069 |
85000.0 |
¥58.7万 |
|
| 2024-03-14 |
收阴离场 |
卖出 |
6.84315 |
85000.0 |
¥58.1万 |
|
| 2024-07-19 |
红三兵 |
买入 |
5.59559 |
104100.0 |
¥58.3万 |
|
| 2024-07-24 |
收阴离场 |
卖出 |
5.62437 |
104100.0 |
¥58.5万 |
|
| 2024-09-26 |
红三兵 |
买入 |
5.95595 |
97700.0 |
¥58.2万 |
|
| 2024-10-09 |
收阴离场 |
卖出 |
7.94205 |
97700.0 |
¥77.6万 |
|
| 2024-11-22 |
红三兵 |
买入 |
6.976969999999998 |
111000.0 |
¥77.5万 |
|
| 2024-11-25 |
收阴离场 |
卖出 |
6.6733199999999995 |
111000.0 |
¥74.1万 |
|
| 2024-11-28 |
红三兵 |
买入 |
6.856849999999999 |
108500.0 |
¥74.4万 |
|
| 2024-11-29 |
收阴离场 |
卖出 |
6.82317 |
108500.0 |
¥74.0万 |
|
| 2024-12-31 |
红三兵 |
买入 |
6.91 |
107300.0 |
¥74.2万 |
|
| 2025-01-02 |
收阴离场 |
卖出 |
6.56343 |
107300.0 |
¥70.4万 |
|
| 2025-02-10 |
红三兵 |
买入 |
6.456449999999999 |
108800.0 |
¥70.3万 |
|
| 2025-02-12 |
收阴离场 |
卖出 |
6.44355 |
108800.0 |
¥70.1万 |
|
| 2025-03-28 |
红三兵 |
买入 |
6.58658 |
105900.0 |
¥69.8万 |
|
| 2025-04-01 |
收阴离场 |
卖出 |
6.4035899999999994 |
105900.0 |
¥67.8万 |
|
| 2025-04-11 |
红三兵 |
买入 |
6.146139999999999 |
110000.0 |
¥67.6万 |
|
| 2025-04-14 |
收阴离场 |
卖出 |
6.173819999999999 |
110000.0 |
¥67.9万 |
|
| 2025-06-05 |
红三兵 |
买入 |
6.28628 |
108700.0 |
¥68.4万 |
|
| 2025-06-09 |
收阴离场 |
卖出 |
6.28 |
108700.0 |
¥68.2万 |
|
| 2025-06-26 |
红三兵 |
买入 |
6.526519999999999 |
104500.0 |
¥68.2万 |
|
| 2025-06-27 |
收阴离场 |
卖出 |
6.42357 |
104500.0 |
¥67.1万 |
|
| 2025-07-14 |
红三兵 |
买入 |
6.8 |
98700.0 |
¥67.1万 |
|
| 2025-07-15 |
收阴离场 |
卖出 |
6.76323 |
98700.0 |
¥66.7万 |
|
| 2025-08-07 |
红三兵 |
买入 |
6.836829999999999 |
97600.0 |
¥66.7万 |
|
| 2025-08-11 |
收阴离场 |
卖出 |
6.86313 |
97600.0 |
¥67.0万 |
|
| 2025-12-29 |
红三兵 |
买入 |
6.66666 |
100400.0 |
¥67.0万 |
|
| 2025-12-30 |
收阴离场 |
卖出 |
6.62337 |
100400.0 |
¥66.5万 |
|
| 2026-05-06 |
红三兵 |
买入 |
6.026019999999999 |
110300.0 |
¥66.5万 |
|
| 2026-05-08 |
收阴离场 |
卖出 |
6.013979999999999 |
110300.0 |
¥66.3万 |
|
| 2026-06-16 |
红三兵 |
买入 |
5.39539 |
122200.0 |
¥66.0万 |
|
| 2026-06-17 |
收阴离场 |
卖出 |
5.34465 |
122200.0 |
¥65.3万 |
|
| 2026-07-16 |
红三兵 |
买入 |
5.675669999999999 |
114800.0 |
¥65.2万 |
|
| 2026-07-20 |
收阴离场 |
卖出 |
5.65434 |
114800.0 |
¥64.9万 |
|
| 2026-08-27 |
红三兵 |
买入 |
5.775769999999999 |
112600.0 |
¥65.1万 |
|
| 2026-08-31 |
收阴离场 |
卖出 |
5.70429 |
112600.0 |
¥64.2万 |
|
| 2026-09-23 |
红三兵 |
买入 |
5.565559999999999 |
116100.0 |
¥64.6万 |
|
| 2026-09-24 |
收阴离场 |
卖出 |
5.4945 |
116100.0 |
¥63.8万 |
|
| 2026-11-05 |
红三兵 |
买入 |
5.345339999999999 |
118600.0 |
¥63.4万 |
|
| 2026-11-10 |
收阴离场 |
卖出 |
5.27472 |
118600.0 |
¥62.5万 |
|