601136 首创证券 — 红三兵 回测明细
数据区间: 2022-12-22 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥86.8万
策略: 红三兵
K线 & 交易信号（策略收益 -13.15%）
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 40 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 |
2023-01-16 |
2023-01-19 |
17.843171346 |
18.57141 |
¥4.0万 |
+4.05% |
收阴离场 |
| 2 |
2023-02-15 |
2023-02-16 |
17.662937292 |
17.132849999999998 |
¥-3.1万 |
-3.03% |
收阴离场 |
| 3 |
2023-03-24 |
2023-03-27 |
15.399998613999998 |
15.06492 |
¥-2.2万 |
-2.21% |
收阴离场 |
| 4 |
2023-05-04 |
2023-05-08 |
13.237189965999999 |
13.22676 |
¥-1,063 |
-0.11% |
收阴离场 |
| 5 |
2023-05-29 |
2023-06-02 |
13.677762097999999 |
14.20578 |
¥3.7万 |
+3.83% |
收阴离场 |
| 6 |
2023-06-12 |
2023-06-13 |
15.104529999999999 |
14.865120000000001 |
¥-1.6万 |
-1.61% |
收阴离场 |
| 7 |
2023-07-14 |
2023-07-24 |
13.988165191 |
14.6853 |
¥4.9万 |
+4.95% |
收阴离场 |
| 8 |
2023-08-17 |
2023-08-21 |
28.0364084 |
27.21276 |
¥-3.1万 |
-2.97% |
收阴离场 |
| 9 |
2023-09-08 |
2023-09-12 |
25.022494496999997 |
23.46651 |
¥-6.2万 |
-6.25% |
收阴离场 |
| 10 |
2023-09-25 |
2023-09-26 |
22.088684617999995 |
21.778200000000002 |
¥-1.3万 |
-1.44% |
收阴离场 |
| 11 |
2023-10-18 |
2023-10-24 |
21.077371315 |
22.83 |
¥7.6万 |
+8.28% |
收阴离场 |
| 12 |
2024-01-26 |
2024-01-29 |
18.844471646 |
18.20178 |
¥-3.4万 |
-3.44% |
收阴离场 |
| 13 |
2024-02-02 |
2024-02-08 |
18.874510654999998 |
18.6813 |
¥-1.0万 |
-1.05% |
收阴离场 |
| 14 |
2024-02-22 |
2024-02-26 |
19.745641915999997 |
20.90907 |
¥5.5万 |
+5.86% |
收阴离场 |
| 15 |
2024-04-18 |
2024-04-25 |
19.735628912999996 |
19.27 |
¥-2.4万 |
-2.39% |
收阴离场 |
| 16 |
2024-04-30 |
2024-05-07 |
22.489204737999998 |
22.76 |
¥1.2万 |
+1.17% |
收阴离场 |
| 17 |
2024-06-11 |
2024-06-12 |
21.177501344999996 |
20.699279999999998 |
¥-2.3万 |
-2.29% |
收阴离场 |
| 18 |
2024-06-17 |
2024-06-20 |
22.008580594 |
21.808169999999997 |
¥-9,271 |
-0.94% |
收阴离场 |
| 19 |
2024-06-27 |
2024-06-28 |
21.986594 |
20.89908 |
¥-4.9万 |
-4.97% |
收阴离场 |
| 20 |
2024-07-08 |
2024-07-09 |
20.006 |
19.89009 |
¥-5,679 |
-0.61% |
收阴离场 |
| 21 |
2024-08-02 |
2024-08-05 |
20.877111255 |
20.02995 |
¥-3.8万 |
-4.09% |
收阴离场 |
| 22 |
2024-08-29 |
2024-09-03 |
18.82444564 |
18.5 |
¥-1.6万 |
-1.75% |
收阴离场 |
| 23 |
2024-11-14 |
2024-11-15 |
25.0325075 |
24.0759 |
¥-3.3万 |
-3.85% |
收阴离场 |
| 24 |
2024-11-28 |
2024-11-29 |
23.991155188 |
23.50647 |
¥-1.7万 |
-2.05% |
收阴离场 |
| 25 |
2025-02-11 |
2025-02-12 |
20.636188999999998 |
20.42955 |
¥-8,575 |
-1.03% |
收阴离场 |
| 26 |
2025-02-26 |
2025-02-28 |
21.147462336 |
21.29868 |
¥5,605 |
+0.68% |
收阴离场 |
| 27 |
2025-04-22 |
2025-04-24 |
19.865797951999998 |
19.83015 |
¥-1,726 |
-0.21% |
收阴离场 |
| 28 |
2025-06-06 |
2025-06-09 |
19.174900744999995 |
19.09 |
¥-3,906 |
-0.47% |
收阴离场 |
| 29 |
2025-06-19 |
2025-06-20 |
19.405199813999996 |
19.2807 |
¥-5,524 |
-0.67% |
收阴离场 |
| 30 |
2025-06-26 |
2025-06-27 |
20.186054000000002 |
19.86012 |
¥-1.3万 |
-1.64% |
收阴离场 |
| 31 |
2025-08-07 |
2025-08-08 |
20.246292066 |
20.109869999999997 |
¥-5,655 |
-0.70% |
收阴离场 |
| 32 |
2025-09-09 |
2025-09-15 |
20.746942215999997 |
21.31866 |
¥2.2万 |
+2.72% |
收阴离场 |
| 33 |
2025-12-25 |
2025-12-29 |
18.954614678999995 |
19.00098 |
¥1,749 |
+0.21% |
收阴离场 |
| 34 |
2026-02-26 |
2026-03-03 |
18.103509423999995 |
18.02196 |
¥-3,948 |
-0.48% |
收阴离场 |
| 35 |
2026-03-11 |
2026-03-12 |
17.612872276999997 |
17.56242 |
¥-2,580 |
-0.32% |
收阴离场 |
| 36 |
2026-06-17 |
2026-06-18 |
14.468789334999997 |
14.275709999999998 |
¥-1.1万 |
-1.36% |
收阴离场 |
| 37 |
2026-07-31 |
2026-08-05 |
14.508841347 |
14.89509 |
¥2.1万 |
+2.63% |
收阴离场 |
| 38 |
2026-08-28 |
2026-09-02 |
14.278542277999998 |
15.33465 |
¥6.1万 |
+7.36% |
收阴离场 |
| 39 |
2026-09-08 |
2026-09-09 |
15.680362697999998 |
15.444540000000002 |
¥-1.4万 |
-1.53% |
收阴离场 |
| 40 |
2026-11-05 |
2026-11-10 |
13.217163959999997 |
13.13685 |
¥-5,544 |
-0.64% |
收阴离场 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2023-01-16 |
红三兵 |
买入 |
17.837819999999997 |
56000.0 |
¥99.9万 |
|
| 2023-01-19 |
收阴离场 |
卖出 |
18.57141 |
56000.0 |
¥1.04M |
|
| 2023-02-15 |
红三兵 |
买入 |
17.657639999999997 |
58700.0 |
¥1.04M |
|
| 2023-02-16 |
收阴离场 |
卖出 |
17.132849999999998 |
58700.0 |
¥1.01M |
|
| 2023-03-24 |
红三兵 |
买入 |
15.39538 |
65400.0 |
¥1.01M |
|
| 2023-03-27 |
收阴离场 |
卖出 |
15.06492 |
65400.0 |
¥98.5万 |
|
| 2023-05-04 |
红三兵 |
买入 |
13.23322 |
73800.0 |
¥97.7万 |
|
| 2023-05-08 |
收阴离场 |
卖出 |
13.22676 |
73800.0 |
¥97.6万 |
|
| 2023-05-29 |
红三兵 |
买入 |
13.673659999999998 |
70700.0 |
¥96.7万 |
|
| 2023-06-02 |
收阴离场 |
卖出 |
14.20578 |
70700.0 |
¥1.00M |
|
| 2023-06-12 |
红三兵 |
买入 |
15.1 |
66700.0 |
¥1.01M |
|
| 2023-06-13 |
收阴离场 |
卖出 |
14.865120000000001 |
66700.0 |
¥99.1万 |
|
| 2023-07-14 |
红三兵 |
买入 |
13.98397 |
71300.0 |
¥99.7万 |
|
| 2023-07-24 |
收阴离场 |
卖出 |
14.6853 |
71300.0 |
¥1.05M |
|
| 2023-08-17 |
红三兵 |
买入 |
28.028 |
37000.0 |
¥1.04M |
|
| 2023-08-21 |
收阴离场 |
卖出 |
27.21276 |
37000.0 |
¥1.01M |
|
| 2023-09-08 |
红三兵 |
买入 |
25.014989999999997 |
39800.0 |
¥99.6万 |
|
| 2023-09-12 |
收阴离场 |
卖出 |
23.46651 |
39800.0 |
¥93.4万 |
|
| 2023-09-25 |
红三兵 |
买入 |
22.082059999999995 |
41600.0 |
¥91.9万 |
|
| 2023-09-26 |
收阴离场 |
卖出 |
21.778200000000002 |
41600.0 |
¥90.6万 |
|
| 2023-10-18 |
红三兵 |
买入 |
21.07105 |
43600.0 |
¥91.9万 |
|
| 2023-10-24 |
收阴离场 |
卖出 |
22.83 |
43600.0 |
¥99.5万 |
|
| 2024-01-26 |
红三兵 |
买入 |
18.83882 |
53100.0 |
¥1.00M |
|
| 2024-01-29 |
收阴离场 |
卖出 |
18.20178 |
53100.0 |
¥96.6万 |
|
| 2024-02-02 |
红三兵 |
买入 |
18.86885 |
51500.0 |
¥97.2万 |
|
| 2024-02-08 |
收阴离场 |
卖出 |
18.6813 |
51500.0 |
¥96.2万 |
|
| 2024-02-22 |
红三兵 |
买入 |
19.73972 |
47800.0 |
¥94.4万 |
|
| 2024-02-26 |
收阴离场 |
卖出 |
20.90907 |
47800.0 |
¥99.9万 |
|
| 2024-04-18 |
红三兵 |
买入 |
19.729709999999997 |
51600.0 |
¥1.02M |
|
| 2024-04-25 |
收阴离场 |
卖出 |
19.27 |
51600.0 |
¥99.4万 |
|
| 2024-04-30 |
红三兵 |
买入 |
22.48246 |
44700.0 |
¥1.01M |
|
| 2024-05-07 |
收阴离场 |
卖出 |
22.76 |
44700.0 |
¥1.02M |
|
| 2024-06-11 |
红三兵 |
买入 |
21.171149999999997 |
47500.0 |
¥1.01M |
|
| 2024-06-12 |
收阴离场 |
卖出 |
20.699279999999998 |
47500.0 |
¥98.3万 |
|
| 2024-06-17 |
红三兵 |
买入 |
22.00198 |
44800.0 |
¥98.6万 |
|
| 2024-06-20 |
收阴离场 |
卖出 |
21.808169999999997 |
44800.0 |
¥97.7万 |
|
| 2024-06-27 |
红三兵 |
买入 |
21.98 |
44500.0 |
¥97.8万 |
|
| 2024-06-28 |
收阴离场 |
卖出 |
20.89908 |
44500.0 |
¥93.0万 |
|
| 2024-07-08 |
红三兵 |
买入 |
20.0 |
46600.0 |
¥93.2万 |
|
| 2024-07-09 |
收阴离场 |
卖出 |
19.89009 |
46600.0 |
¥92.7万 |
|
| 2024-08-02 |
红三兵 |
买入 |
20.87085 |
44700.0 |
¥93.3万 |
|
| 2024-08-05 |
收阴离场 |
卖出 |
20.02995 |
44700.0 |
¥89.5万 |
|
| 2024-08-29 |
红三兵 |
买入 |
18.8188 |
47400.0 |
¥89.2万 |
|
| 2024-09-03 |
收阴离场 |
卖出 |
18.5 |
47400.0 |
¥87.7万 |
|
| 2024-11-14 |
红三兵 |
买入 |
25.025 |
34100.0 |
¥85.4万 |
|
| 2024-11-15 |
收阴离场 |
卖出 |
24.0759 |
34100.0 |
¥82.1万 |
|
| 2024-11-28 |
红三兵 |
买入 |
23.98396 |
35000.0 |
¥84.0万 |
|
| 2024-11-29 |
收阴离场 |
卖出 |
23.50647 |
35000.0 |
¥82.2万 |
|
| 2025-02-11 |
红三兵 |
买入 |
20.63 |
40300.0 |
¥83.2万 |
|
| 2025-02-12 |
收阴离场 |
卖出 |
20.42955 |
40300.0 |
¥82.3万 |
|
| 2025-02-26 |
红三兵 |
买入 |
21.141119999999997 |
38700.0 |
¥81.8万 |
|
| 2025-02-28 |
收阴离场 |
卖出 |
21.29868 |
38700.0 |
¥82.4万 |
|
| 2025-04-22 |
红三兵 |
买入 |
19.85984 |
41500.0 |
¥82.4万 |
|
| 2025-04-24 |
收阴离场 |
卖出 |
19.83015 |
41500.0 |
¥82.3万 |
|
| 2025-06-06 |
红三兵 |
买入 |
19.169149999999995 |
43100.0 |
¥82.6万 |
|
| 2025-06-09 |
收阴离场 |
卖出 |
19.09 |
43100.0 |
¥82.3万 |
|
| 2025-06-19 |
红三兵 |
买入 |
19.399379999999997 |
42400.0 |
¥82.3万 |
|
| 2025-06-20 |
收阴离场 |
卖出 |
19.2807 |
42400.0 |
¥81.7万 |
|
| 2025-06-26 |
红三兵 |
买入 |
20.18 |
40400.0 |
¥81.6万 |
|
| 2025-06-27 |
收阴离场 |
卖出 |
19.86012 |
40400.0 |
¥80.2万 |
|
| 2025-08-07 |
红三兵 |
买入 |
20.240219999999997 |
39700.0 |
¥80.4万 |
|
| 2025-08-08 |
收阴离场 |
卖出 |
20.109869999999997 |
39700.0 |
¥79.8万 |
|
| 2025-09-09 |
红三兵 |
买入 |
20.740719999999996 |
38200.0 |
¥79.3万 |
|
| 2025-09-15 |
收阴离场 |
卖出 |
21.31866 |
38200.0 |
¥81.4万 |
|
| 2025-12-25 |
红三兵 |
买入 |
18.948929999999997 |
43000.0 |
¥81.5万 |
|
| 2025-12-29 |
收阴离场 |
卖出 |
19.00098 |
43000.0 |
¥81.7万 |
|
| 2026-02-26 |
红三兵 |
买入 |
18.098079999999996 |
45400.0 |
¥82.2万 |
|
| 2026-03-03 |
收阴离场 |
卖出 |
18.02196 |
45400.0 |
¥81.8万 |
|
| 2026-03-11 |
红三兵 |
买入 |
17.60759 |
46300.0 |
¥81.5万 |
|
| 2026-03-12 |
收阴离场 |
卖出 |
17.56242 |
46300.0 |
¥81.3万 |
|
| 2026-06-17 |
红三兵 |
买入 |
14.464449999999998 |
56000.0 |
¥81.0万 |
|
| 2026-06-18 |
收阴离场 |
卖出 |
14.275709999999998 |
56000.0 |
¥79.9万 |
|
| 2026-07-31 |
红三兵 |
买入 |
14.504489999999999 |
54900.0 |
¥79.7万 |
|
| 2026-08-05 |
收阴离场 |
卖出 |
14.89509 |
54900.0 |
¥81.7万 |
|
| 2026-08-28 |
红三兵 |
买入 |
14.274259999999998 |
57600.0 |
¥82.2万 |
|
| 2026-09-02 |
收阴离场 |
卖出 |
15.33465 |
57600.0 |
¥88.3万 |
|
| 2026-09-08 |
红三兵 |
买入 |
15.675659999999999 |
56500.0 |
¥88.6万 |
|
| 2026-09-09 |
收阴离场 |
卖出 |
15.444540000000002 |
56500.0 |
¥87.2万 |
|
| 2026-11-05 |
红三兵 |
买入 |
13.213199999999997 |
65800.0 |
¥87.0万 |
|
| 2026-11-10 |
收阴离场 |
卖出 |
13.13685 |
65800.0 |
¥86.4万 |
|