600938 中国海油 — 红三兵 回测明细
数据区间: 2022-04-21 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥70.2万
策略: 红三兵
K线 & 交易信号（策略收益 -29.79%）
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 47 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 |
2022-05-05 |
2022-05-06 |
17.072170115 |
15.79419 |
¥-7.5万 |
-7.51% |
收阴离场 |
| 2 |
2022-05-30 |
2022-06-01 |
18.413912516999996 |
18.981 |
¥2.8万 |
+3.05% |
收阴离场 |
| 3 |
2022-06-10 |
2022-06-14 |
19.32509579 |
19.39059 |
¥2,870 |
+0.31% |
收阴离场 |
| 4 |
2022-08-26 |
2022-08-29 |
17.232378163 |
16.45 |
¥-4.2万 |
-4.57% |
收阴离场 |
| 5 |
2022-09-26 |
2022-09-27 |
16.444932 |
15.434549999999998 |
¥-5.4万 |
-6.17% |
收阴离场 |
| 6 |
2022-11-24 |
2022-12-02 |
15.900648763999998 |
16.47 |
¥3.0万 |
+3.55% |
收阴离场 |
| 7 |
2023-01-10 |
2023-01-11 |
15.450063628999999 |
15.3846 |
¥-4,002 |
-0.45% |
收阴离场 |
| 8 |
2023-03-03 |
2023-03-07 |
16.701689003999995 |
17.25 |
¥2.9万 |
+3.25% |
收阴离场 |
| 9 |
2023-04-17 |
2023-04-19 |
18.954614679 |
19.240740000000002 |
¥1.3万 |
+1.48% |
收阴离场 |
| 10 |
2023-06-12 |
2023-06-13 |
18.654224589 |
18.35163 |
¥-1.5万 |
-1.65% |
收阴离场 |
| 11 |
2023-09-22 |
2023-09-25 |
20.766968221999996 |
20.61936 |
¥-6,736 |
-0.74% |
收阴离场 |
| 12 |
2023-11-13 |
2023-11-15 |
19.114822726999996 |
19.01097 |
¥-5,182 |
-0.57% |
收阴离场 |
| 13 |
2023-11-27 |
2023-11-28 |
19.415212817 |
19.170810000000003 |
¥-1.2万 |
-1.29% |
收阴离场 |
| 14 |
2023-12-01 |
2023-12-05 |
19.725615909999995 |
19.79019 |
¥2,609 |
+0.30% |
收阴离场 |
| 15 |
2023-12-21 |
2023-12-22 |
19.825745939999997 |
19.6803 |
¥-6,765 |
-0.76% |
收阴离场 |
| 16 |
2023-12-28 |
2024-01-03 |
20.576721165 |
20.82 |
¥1.0万 |
+1.15% |
收阴离场 |
| 17 |
2024-01-29 |
2024-01-30 |
22.909750864 |
22.6 |
¥-1.2万 |
-1.38% |
收阴离场 |
| 18 |
2024-03-06 |
2024-03-07 |
27.155264136 |
27.072899999999997 |
¥-2,932 |
-0.33% |
收阴离场 |
| 19 |
2024-04-29 |
2024-04-30 |
29.80894 |
29.0709 |
¥-2.2万 |
-2.51% |
收阴离场 |
| 20 |
2024-05-30 |
2024-05-31 |
30.179191041999996 |
29.4 |
¥-2.2万 |
-2.61% |
收阴离场 |
| 21 |
2024-07-03 |
2024-07-04 |
35.215731551 |
34.83513 |
¥-9,229 |
-1.11% |
收阴离场 |
| 22 |
2024-08-19 |
2024-08-21 |
28.887513655 |
28.12185 |
¥-2.2万 |
-2.68% |
收阴离场 |
| 23 |
2024-08-29 |
2024-08-30 |
29.63848888 |
29.02095 |
¥-1.7万 |
-2.11% |
收阴离场 |
| 24 |
2024-11-21 |
2024-11-22 |
26.574509961999997 |
26.51346 |
¥-2,036 |
-0.26% |
收阴离场 |
| 25 |
2024-12-26 |
2024-12-27 |
28.987643684999995 |
28.81116 |
¥-4,980 |
-0.64% |
收阴离场 |
| 26 |
2025-03-03 |
2025-03-04 |
25.983742784999997 |
25.174799999999998 |
¥-2.4万 |
-3.14% |
收阴离场 |
| 27 |
2025-03-10 |
2025-03-18 |
24.912351463999993 |
25.70427 |
¥2.4万 |
+3.15% |
收阴离场 |
| 28 |
2025-04-29 |
2025-04-30 |
25.63328768 |
25.02495 |
¥-1.9万 |
-2.40% |
收阴离场 |
| 29 |
2025-06-10 |
2025-06-11 |
26.594535967999995 |
26.473500000000005 |
¥-3,689 |
-0.48% |
收阴离场 |
| 30 |
2025-06-27 |
2025-06-30 |
26.374249901999995 |
26.10387 |
¥-7,957 |
-1.05% |
收阴离场 |
| 31 |
2025-07-11 |
2025-07-14 |
26.544470953 |
26.0739 |
¥-1.3万 |
-1.80% |
收阴离场 |
| 32 |
2025-07-23 |
2025-07-24 |
26.194015847999996 |
26.073900000000002 |
¥-3,582 |
-0.49% |
收阴离场 |
| 33 |
2025-08-11 |
2025-08-12 |
26.224054857 |
25.86 |
¥-1.0万 |
-1.42% |
收阴离场 |
| 34 |
2025-09-15 |
2025-09-16 |
26.334197889999995 |
26.22375 |
¥-3,230 |
-0.45% |
收阴离场 |
| 35 |
2025-10-24 |
2025-10-27 |
27.505719240999994 |
27.28269 |
¥-6,012 |
-0.84% |
收阴离场 |
| 36 |
2025-11-11 |
2025-11-12 |
29.187903744999996 |
28.971 |
¥-5,505 |
-0.77% |
收阴离场 |
| 37 |
2025-12-29 |
2026-01-06 |
28.236668459999997 |
29.01096 |
¥1.9万 |
+2.71% |
收阴离场 |
| 38 |
2026-01-23 |
2026-01-26 |
31.819543 |
31.9 |
¥1,609 |
+0.22% |
收阴离场 |
| 39 |
2026-02-13 |
2026-02-24 |
34.54486035 |
35.78 |
¥2.5万 |
+3.54% |
收阴离场 |
| 40 |
2026-04-28 |
2026-05-06 |
38.880490648999995 |
38.961 |
¥1,328 |
+0.18% |
收阴离场 |
| 41 |
2026-07-07 |
2026-07-09 |
28.316772483999998 |
29.02095 |
¥1.8万 |
+2.46% |
收阴离场 |
| 42 |
2026-07-15 |
2026-07-17 |
28.967617678999996 |
28.980990000000006 |
¥122 |
+0.02% |
收阴离场 |
| 43 |
2026-08-12 |
2026-08-13 |
33.540059 |
32.437529999999995 |
¥-2.5万 |
-3.32% |
收阴离场 |
| 44 |
2026-08-19 |
2026-08-20 |
33.823924133999995 |
33.22674 |
¥-1.3万 |
-1.80% |
收阴离场 |
| 45 |
2026-09-01 |
2026-09-02 |
34.815211431 |
35.37459 |
¥1.2万 |
+1.58% |
收阴离场 |
| 46 |
2026-10-15 |
2026-10-16 |
35.770728000000005 |
33.966 |
¥-3.8万 |
-5.07% |
收阴离场 |
| 47 |
2026-10-21 |
2026-10-22 |
35.365926596 |
35.0649 |
¥-6,169 |
-0.88% |
收阴离场 |
逐笔成交记录（共 94 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2022-05-05 |
红三兵 |
买入 |
17.06705 |
58500.0 |
¥99.9万 |
|
| 2022-05-06 |
收阴离场 |
卖出 |
15.79419 |
58500.0 |
¥92.4万 |
|
| 2022-05-30 |
红三兵 |
买入 |
18.408389999999997 |
49800.0 |
¥91.7万 |
|
| 2022-06-01 |
收阴离场 |
卖出 |
18.981 |
49800.0 |
¥94.5万 |
|
| 2022-06-10 |
红三兵 |
买入 |
19.3193 |
48100.0 |
¥93.0万 |
|
| 2022-06-14 |
收阴离场 |
卖出 |
19.39059 |
48100.0 |
¥93.2万 |
|
| 2022-08-26 |
红三兵 |
买入 |
17.22721 |
53800.0 |
¥92.7万 |
|
| 2022-08-29 |
收阴离场 |
卖出 |
16.45 |
53800.0 |
¥88.5万 |
|
| 2022-09-26 |
红三兵 |
买入 |
16.44 |
53500.0 |
¥88.0万 |
|
| 2022-09-27 |
收阴离场 |
卖出 |
15.434549999999998 |
53500.0 |
¥82.6万 |
|
| 2022-11-24 |
红三兵 |
买入 |
15.895879999999998 |
53100.0 |
¥84.4万 |
|
| 2022-12-02 |
收阴离场 |
卖出 |
16.47 |
53100.0 |
¥87.4万 |
|
| 2023-01-10 |
红三兵 |
买入 |
15.44543 |
57100.0 |
¥88.2万 |
|
| 2023-01-11 |
收阴离场 |
卖出 |
15.3846 |
57100.0 |
¥87.8万 |
|
| 2023-03-03 |
红三兵 |
买入 |
16.696679999999997 |
52900.0 |
¥88.4万 |
|
| 2023-03-07 |
收阴离场 |
卖出 |
17.25 |
52900.0 |
¥91.2万 |
|
| 2023-04-17 |
红三兵 |
买入 |
18.948929999999997 |
48000.0 |
¥91.0万 |
|
| 2023-04-19 |
收阴离场 |
卖出 |
19.240740000000002 |
48000.0 |
¥92.3万 |
|
| 2023-06-12 |
红三兵 |
买入 |
18.648629999999997 |
49500.0 |
¥92.3万 |
|
| 2023-06-13 |
收阴离场 |
卖出 |
18.35163 |
49500.0 |
¥90.8万 |
|
| 2023-09-22 |
红三兵 |
买入 |
20.760739999999995 |
43800.0 |
¥91.0万 |
|
| 2023-09-25 |
收阴离场 |
卖出 |
20.61936 |
43800.0 |
¥90.3万 |
|
| 2023-11-13 |
红三兵 |
买入 |
19.10909 |
47300.0 |
¥90.4万 |
|
| 2023-11-15 |
收阴离场 |
卖出 |
19.01097 |
47300.0 |
¥89.9万 |
|
| 2023-11-27 |
红三兵 |
买入 |
19.40939 |
46200.0 |
¥89.7万 |
|
| 2023-11-28 |
收阴离场 |
卖出 |
19.170810000000003 |
46200.0 |
¥88.5万 |
|
| 2023-12-01 |
红三兵 |
买入 |
19.719699999999996 |
44500.0 |
¥87.8万 |
|
| 2023-12-05 |
收阴离场 |
卖出 |
19.79019 |
44500.0 |
¥88.0万 |
|
| 2023-12-21 |
红三兵 |
买入 |
19.819799999999997 |
44700.0 |
¥88.6万 |
|
| 2023-12-22 |
收阴离场 |
卖出 |
19.6803 |
44700.0 |
¥87.9万 |
|
| 2023-12-28 |
红三兵 |
买入 |
20.570549999999997 |
42700.0 |
¥87.9万 |
|
| 2024-01-03 |
收阴离场 |
卖出 |
20.82 |
42700.0 |
¥88.9万 |
|
| 2024-01-29 |
红三兵 |
买入 |
22.902879999999996 |
38900.0 |
¥89.1万 |
|
| 2024-01-30 |
收阴离场 |
卖出 |
22.6 |
38900.0 |
¥87.9万 |
|
| 2024-03-06 |
红三兵 |
买入 |
27.147119999999997 |
32400.0 |
¥88.0万 |
|
| 2024-03-07 |
收阴离场 |
卖出 |
27.072899999999997 |
32400.0 |
¥87.7万 |
|
| 2024-04-29 |
红三兵 |
买入 |
29.8 |
29200.0 |
¥87.0万 |
|
| 2024-04-30 |
收阴离场 |
卖出 |
29.0709 |
29200.0 |
¥84.9万 |
|
| 2024-05-30 |
红三兵 |
买入 |
30.170139999999996 |
28000.0 |
¥84.5万 |
|
| 2024-05-31 |
收阴离场 |
卖出 |
29.4 |
28000.0 |
¥82.3万 |
|
| 2024-07-03 |
红三兵 |
买入 |
35.205169999999995 |
23600.0 |
¥83.1万 |
|
| 2024-07-04 |
收阴离场 |
卖出 |
34.83513 |
23600.0 |
¥82.2万 |
|
| 2024-08-19 |
红三兵 |
买入 |
28.87885 |
28300.0 |
¥81.8万 |
|
| 2024-08-21 |
收阴离场 |
卖出 |
28.12185 |
28300.0 |
¥79.6万 |
|
| 2024-08-29 |
红三兵 |
买入 |
29.6296 |
27000.0 |
¥80.0万 |
|
| 2024-08-30 |
收阴离场 |
卖出 |
29.02095 |
27000.0 |
¥78.3万 |
|
| 2024-11-21 |
红三兵 |
买入 |
26.566539999999996 |
29500.0 |
¥78.4万 |
|
| 2024-11-22 |
收阴离场 |
卖出 |
26.51346 |
29500.0 |
¥78.2万 |
|
| 2024-12-26 |
红三兵 |
买入 |
28.978949999999998 |
26900.0 |
¥78.0万 |
|
| 2024-12-27 |
收阴离场 |
卖出 |
28.81116 |
26900.0 |
¥77.5万 |
|
| 2025-03-03 |
红三兵 |
买入 |
25.975949999999997 |
30000.0 |
¥78.0万 |
|
| 2025-03-04 |
收阴离场 |
卖出 |
25.174799999999998 |
30000.0 |
¥75.5万 |
|
| 2025-03-10 |
红三兵 |
买入 |
24.904879999999995 |
30200.0 |
¥75.2万 |
|
| 2025-03-18 |
收阴离场 |
卖出 |
25.70427 |
30200.0 |
¥77.6万 |
|
| 2025-04-29 |
红三兵 |
买入 |
25.6256 |
30100.0 |
¥77.2万 |
|
| 2025-04-30 |
收阴离场 |
卖出 |
25.02495 |
30100.0 |
¥75.3万 |
|
| 2025-06-10 |
红三兵 |
买入 |
26.58655999999999 |
28600.0 |
¥76.1万 |
|
| 2025-06-11 |
收阴离场 |
卖出 |
26.473500000000005 |
28600.0 |
¥75.7万 |
|
| 2025-06-27 |
红三兵 |
买入 |
26.366339999999997 |
28600.0 |
¥75.4万 |
|
| 2025-06-30 |
收阴离场 |
卖出 |
26.10387 |
28600.0 |
¥74.6万 |
|
| 2025-07-11 |
红三兵 |
买入 |
26.53651 |
27500.0 |
¥73.0万 |
|
| 2025-07-14 |
收阴离场 |
卖出 |
26.0739 |
27500.0 |
¥71.7万 |
|
| 2025-07-23 |
红三兵 |
买入 |
26.18616 |
28000.0 |
¥73.3万 |
|
| 2025-07-24 |
收阴离场 |
卖出 |
26.073900000000002 |
28000.0 |
¥73.0万 |
|
| 2025-08-11 |
红三兵 |
买入 |
26.216189999999997 |
27800.0 |
¥72.9万 |
|
| 2025-08-12 |
收阴离场 |
卖出 |
25.86 |
27800.0 |
¥71.9万 |
|
| 2025-09-15 |
红三兵 |
买入 |
26.326299999999996 |
27300.0 |
¥71.9万 |
|
| 2025-09-16 |
收阴离场 |
卖出 |
26.22375 |
27300.0 |
¥71.6万 |
|
| 2025-10-24 |
红三兵 |
买入 |
27.497469999999993 |
26000.0 |
¥71.5万 |
|
| 2025-10-27 |
收阴离场 |
卖出 |
27.28269 |
26000.0 |
¥70.9万 |
|
| 2025-11-11 |
红三兵 |
买入 |
29.179149999999996 |
24400.0 |
¥71.2万 |
|
| 2025-11-12 |
收阴离场 |
卖出 |
28.971 |
24400.0 |
¥70.7万 |
|
| 2025-12-29 |
红三兵 |
买入 |
28.228199999999998 |
24900.0 |
¥70.3万 |
|
| 2026-01-06 |
收阴离场 |
卖出 |
29.01096 |
24900.0 |
¥72.2万 |
|
| 2026-01-23 |
红三兵 |
买入 |
31.81 |
22700.0 |
¥72.2万 |
|
| 2026-01-26 |
收阴离场 |
卖出 |
31.9 |
22700.0 |
¥72.4万 |
|
| 2026-02-13 |
红三兵 |
买入 |
34.534499999999994 |
20400.0 |
¥70.5万 |
|
| 2026-02-24 |
收阴离场 |
卖出 |
35.78 |
20400.0 |
¥73.0万 |
|
| 2026-04-28 |
红三兵 |
买入 |
38.868829999999996 |
19300.0 |
¥75.0万 |
|
| 2026-05-06 |
收阴离场 |
卖出 |
38.961 |
19300.0 |
¥75.2万 |
|
| 2026-07-07 |
红三兵 |
买入 |
28.308279999999996 |
26600.0 |
¥75.3万 |
|
| 2026-07-09 |
收阴离场 |
卖出 |
29.02095 |
26600.0 |
¥77.2万 |
|
| 2026-07-15 |
红三兵 |
买入 |
28.95892999999999 |
26000.0 |
¥75.3万 |
|
| 2026-07-17 |
收阴离场 |
卖出 |
28.980990000000006 |
26000.0 |
¥75.3万 |
|
| 2026-08-12 |
红三兵 |
买入 |
33.53 |
22800.0 |
¥76.5万 |
|
| 2026-08-13 |
收阴离场 |
卖出 |
32.437529999999995 |
22800.0 |
¥73.9万 |
|
| 2026-08-19 |
红三兵 |
买入 |
33.813779999999994 |
22100.0 |
¥74.8万 |
|
| 2026-08-20 |
收阴离场 |
卖出 |
33.22674 |
22100.0 |
¥73.4万 |
|
| 2026-09-01 |
红三兵 |
买入 |
34.80477 |
21000.0 |
¥73.1万 |
|
| 2026-09-02 |
收阴离场 |
卖出 |
35.37459 |
21000.0 |
¥74.3万 |
|
| 2026-10-15 |
红三兵 |
买入 |
35.76 |
20700.0 |
¥74.0万 |
|
| 2026-10-16 |
收阴离场 |
卖出 |
33.966 |
20700.0 |
¥70.3万 |
|
| 2026-10-21 |
红三兵 |
买入 |
35.35532 |
19800.0 |
¥70.0万 |
|
| 2026-10-22 |
收阴离场 |
卖出 |
35.0649 |
19800.0 |
¥69.4万 |
|