601728 中国电信 — 红三兵 回测明细
数据区间: 2021-08-20 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥85.6万
策略: 红三兵
K线 & 交易信号（策略收益 -14.38%）
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 57 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 |
2021-12-10 |
2021-12-14 |
4.3856953139999995 |
4.38561 |
¥-316 |
-0.03% |
收阴离场 |
| 2 |
2022-02-10 |
2022-02-11 |
4.375682310999999 |
4.305689999999999 |
¥-1.6万 |
-1.63% |
收阴离场 |
| 3 |
2022-05-11 |
2022-05-12 |
3.8550061549999994 |
3.83616 |
¥-5,077 |
-0.52% |
收阴离场 |
| 4 |
2022-05-24 |
2022-05-25 |
3.881164 |
3.84 |
¥-1.1万 |
-1.09% |
收阴离场 |
| 5 |
2022-06-06 |
2022-06-07 |
3.9111730000000002 |
3.9060900000000003 |
¥-1,543 |
-0.16% |
收阴离场 |
| 6 |
2022-07-14 |
2022-07-15 |
3.751125 |
3.72627 |
¥-6,670 |
-0.69% |
收阴离场 |
| 7 |
2022-08-23 |
2022-08-24 |
3.8211459999999997 |
3.7962 |
¥-6,513 |
-0.68% |
收阴离场 |
| 8 |
2022-09-14 |
2022-09-16 |
3.7949281369999994 |
3.78621 |
¥-2,457 |
-0.26% |
收阴离场 |
| 9 |
2022-11-03 |
2022-11-04 |
3.9951881969999996 |
3.92607 |
¥-1.7万 |
-1.76% |
收阴离场 |
| 10 |
2023-01-16 |
2023-01-17 |
4.435760328999999 |
4.33566 |
¥-2.1万 |
-2.29% |
收阴离场 |
| 11 |
2023-01-31 |
2023-02-08 |
4.956436484999999 |
4.975020000000001 |
¥3,109 |
+0.34% |
收阴离场 |
| 12 |
2023-03-02 |
2023-03-07 |
6.258126875 |
6.32367 |
¥9,146 |
+1.02% |
收阴离场 |
| 13 |
2023-03-24 |
2023-03-27 |
6.788816033999999 |
6.54345 |
¥-3.3万 |
-3.64% |
收阴离场 |
| 14 |
2023-04-06 |
2023-04-11 |
6.818855042999998 |
6.80319 |
¥-2,258 |
-0.26% |
收阴离场 |
| 15 |
2023-04-19 |
2023-04-20 |
7.039141108999999 |
6.7932 |
¥-3.1万 |
-3.52% |
收阴离场 |
| 16 |
2023-05-04 |
2023-05-08 |
6.6185949829999995 |
6.5734200000000005 |
¥-6,030 |
-0.71% |
收阴离场 |
| 17 |
2023-05-31 |
2023-06-05 |
5.977762791 |
6.1438500000000005 |
¥2.3万 |
+2.75% |
收阴离场 |
| 18 |
2023-06-12 |
2023-06-13 |
6.338230898999999 |
6.24375 |
¥-1.3万 |
-1.52% |
收阴离场 |
| 19 |
2023-09-11 |
2023-09-12 |
5.9276977760000005 |
5.87412 |
¥-8,052 |
-0.93% |
收阴离场 |
| 20 |
2023-09-15 |
2023-09-18 |
6.198048857 |
6.103890000000001 |
¥-1.3万 |
-1.55% |
收阴离场 |
| 21 |
2023-10-18 |
2023-10-20 |
6.077892820999999 |
5.94405 |
¥-1.9万 |
-2.23% |
收阴离场 |
| 22 |
2023-12-04 |
2023-12-05 |
5.286865583999999 |
5.22477 |
¥-9,906 |
-1.20% |
收阴离场 |
| 23 |
2023-12-13 |
2023-12-14 |
5.256826574999999 |
5.184810000000001 |
¥-1.1万 |
-1.40% |
收阴离场 |
| 24 |
2024-01-23 |
2024-01-24 |
5.276852581 |
5.24475 |
¥-5,068 |
-0.64% |
收阴离场 |
| 25 |
2024-02-06 |
2024-02-19 |
5.847593751999999 |
5.81418 |
¥-4,757 |
-0.60% |
收阴离场 |
| 26 |
2024-03-05 |
2024-03-06 |
5.957736785 |
5.934060000000001 |
¥-3,376 |
-0.43% |
收阴离场 |
| 27 |
2024-03-27 |
2024-04-02 |
5.887645763999999 |
5.994 |
¥1.4万 |
+1.78% |
收阴离场 |
| 28 |
2024-04-16 |
2024-04-19 |
6.117944833 |
6.1938 |
¥9,642 |
+1.21% |
收阴离场 |
| 29 |
2024-05-22 |
2024-05-24 |
5.947723782 |
5.9240699999999995 |
¥-3,466 |
-0.43% |
收阴离场 |
| 30 |
2024-06-04 |
2024-06-05 |
5.951785 |
5.91408 |
¥-5,345 |
-0.66% |
收阴离场 |
| 31 |
2024-06-28 |
2024-07-02 |
5.967749787999999 |
6.07392 |
¥1.4万 |
+1.75% |
收阴离场 |
| 32 |
2024-07-10 |
2024-07-11 |
6.268139877999999 |
6.20379 |
¥-8,601 |
-1.06% |
收阴离场 |
| 33 |
2024-07-17 |
2024-07-18 |
6.338230898999999 |
6.18 |
¥-2.0万 |
-2.53% |
收阴离场 |
| 34 |
2024-08-16 |
2024-08-21 |
5.90767177 |
6.05394 |
¥1.9万 |
+2.45% |
收阴离场 |
| 35 |
2024-11-08 |
2024-11-11 |
6.578542970999999 |
6.4935 |
¥-1.1万 |
-1.32% |
收阴离场 |
| 36 |
2024-12-04 |
2024-12-06 |
6.528477955999999 |
6.6233699999999995 |
¥1.1万 |
+1.42% |
收阴离场 |
| 37 |
2025-02-11 |
2025-02-19 |
7.589856273999999 |
8.17182 |
¥6.1万 |
+7.64% |
收阴离场 |
| 38 |
2025-04-10 |
2025-04-11 |
8.30249 |
8.04195 |
¥-2.7万 |
-3.17% |
收阴离场 |
| 39 |
2025-06-18 |
2025-06-24 |
7.770090327999999 |
7.87212 |
¥1.1万 |
+1.28% |
收阴离场 |
| 40 |
2025-08-26 |
2025-08-27 |
7.669960298 |
7.562429999999999 |
¥-1.2万 |
-1.43% |
收阴离场 |
| 41 |
2025-10-15 |
2025-10-16 |
6.848894051999999 |
6.78321 |
¥-8,296 |
-0.99% |
收阴离场 |
| 42 |
2025-11-10 |
2025-11-12 |
6.868920058 |
6.883109999999999 |
¥1,466 |
+0.18% |
收阴离场 |
| 43 |
2025-11-21 |
2025-11-24 |
6.8388810489999985 |
6.81318 |
¥-3,371 |
-0.41% |
收阴离场 |
| 44 |
2025-12-03 |
2025-12-04 |
6.969050087999999 |
6.92307 |
¥-5,714 |
-0.69% |
收阴离场 |
| 45 |
2026-01-07 |
2026-01-08 |
6.351905 |
6.25374 |
¥-1.3万 |
-1.57% |
收阴离场 |
| 46 |
2026-01-13 |
2026-01-14 |
6.3882959139999995 |
6.313680000000001 |
¥-9,717 |
-1.20% |
收阴离场 |
| 47 |
2026-02-02 |
2026-02-03 |
5.807541739999999 |
5.73426 |
¥-9,990 |
-1.29% |
收阴离场 |
| 48 |
2026-03-04 |
2026-03-11 |
5.867619758 |
5.94405 |
¥1.0万 |
+1.27% |
收阴离场 |
| 49 |
2026-04-09 |
2026-04-10 |
5.777502730999999 |
5.74425 |
¥-4,830 |
-0.61% |
收阴离场 |
| 50 |
2026-04-20 |
2026-04-21 |
5.887645763999999 |
5.84 |
¥-6,688 |
-0.84% |
收阴离场 |
| 51 |
2026-05-12 |
2026-05-13 |
6.127957835999999 |
6.1 |
¥-3,822 |
-0.49% |
收阴离场 |
| 52 |
2026-05-19 |
2026-05-21 |
6.758777024999999 |
6.5934 |
¥-1.9万 |
-2.48% |
收阴离场 |
| 53 |
2026-07-06 |
2026-07-08 |
5.437060628999999 |
5.4945 |
¥7,861 |
+1.03% |
收阴离场 |
| 54 |
2026-07-14 |
2026-07-22 |
5.697398707 |
6.04395 |
¥4.7万 |
+6.05% |
收阴离场 |
| 55 |
2026-08-18 |
2026-08-19 |
6.618594983 |
6.56343 |
¥-7,085 |
-0.86% |
收阴离场 |
| 56 |
2026-09-30 |
2026-10-22 |
6.278152880999999 |
6.60339 |
¥4.2万 |
+5.15% |
收阴离场 |
| 57 |
2026-10-27 |
2026-10-29 |
6.888946063999999 |
6.883109999999999 |
¥-973 |
-0.11% |
收阴离场 |
逐笔成交记录（共 114 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2021-12-10 |
红三兵 |
买入 |
4.384379999999999 |
225500.0 |
¥98.9万 |
|
| 2021-12-14 |
收阴离场 |
卖出 |
4.38561 |
225500.0 |
¥98.9万 |
|
| 2022-02-10 |
红三兵 |
买入 |
4.37437 |
225900.0 |
¥98.8万 |
|
| 2022-02-11 |
收阴离场 |
卖出 |
4.305689999999999 |
225900.0 |
¥97.2万 |
|
| 2022-05-11 |
红三兵 |
买入 |
3.8538499999999996 |
253900.0 |
¥97.9万 |
|
| 2022-05-12 |
收阴离场 |
卖出 |
3.83616 |
253900.0 |
¥97.4万 |
|
| 2022-05-24 |
红三兵 |
买入 |
3.88 |
251300.0 |
¥97.5万 |
|
| 2022-05-25 |
收阴离场 |
卖出 |
3.84 |
251300.0 |
¥96.5万 |
|
| 2022-06-06 |
红三兵 |
买入 |
3.91 |
246700.0 |
¥96.5万 |
|
| 2022-06-07 |
收阴离场 |
卖出 |
3.9060900000000003 |
246700.0 |
¥96.3万 |
|
| 2022-07-14 |
红三兵 |
买入 |
3.75 |
256800.0 |
¥96.3万 |
|
| 2022-07-15 |
收阴离场 |
卖出 |
3.72627 |
256800.0 |
¥95.7万 |
|
| 2022-08-23 |
红三兵 |
买入 |
3.82 |
249700.0 |
¥95.4万 |
|
| 2022-08-24 |
收阴离场 |
卖出 |
3.7962 |
249700.0 |
¥94.8万 |
|
| 2022-09-14 |
红三兵 |
买入 |
3.7937899999999996 |
249300.0 |
¥94.6万 |
|
| 2022-09-16 |
收阴离场 |
卖出 |
3.78621 |
249300.0 |
¥94.4万 |
|
| 2022-11-03 |
红三兵 |
买入 |
3.9939899999999997 |
235100.0 |
¥93.9万 |
|
| 2022-11-04 |
收阴离场 |
卖出 |
3.92607 |
235100.0 |
¥92.3万 |
|
| 2023-01-16 |
红三兵 |
买入 |
4.434429999999999 |
209700.0 |
¥93.0万 |
|
| 2023-01-17 |
收阴离场 |
卖出 |
4.33566 |
209700.0 |
¥90.9万 |
|
| 2023-01-31 |
红三兵 |
买入 |
4.954949999999999 |
181900.0 |
¥90.2万 |
|
| 2023-02-08 |
收阴离场 |
卖出 |
4.975020000000001 |
181900.0 |
¥90.5万 |
|
| 2023-03-02 |
红三兵 |
买入 |
6.25625 |
143700.0 |
¥89.9万 |
|
| 2023-03-07 |
收阴离场 |
卖出 |
6.32367 |
143700.0 |
¥90.8万 |
|
| 2023-03-24 |
红三兵 |
买入 |
6.786779999999999 |
133800.0 |
¥90.8万 |
|
| 2023-03-27 |
收阴离场 |
卖出 |
6.54345 |
133800.0 |
¥87.5万 |
|
| 2023-04-06 |
红三兵 |
买入 |
6.8168099999999985 |
127500.0 |
¥86.9万 |
|
| 2023-04-11 |
收阴离场 |
卖出 |
6.80319 |
127500.0 |
¥86.7万 |
|
| 2023-04-19 |
红三兵 |
买入 |
7.03703 |
125200.0 |
¥88.1万 |
|
| 2023-04-20 |
收阴离场 |
卖出 |
6.7932 |
125200.0 |
¥85.0万 |
|
| 2023-05-04 |
红三兵 |
买入 |
6.61661 |
127900.0 |
¥84.7万 |
|
| 2023-05-08 |
收阴离场 |
卖出 |
6.5734200000000005 |
127900.0 |
¥84.0万 |
|
| 2023-05-31 |
红三兵 |
买入 |
5.975969999999999 |
141600.0 |
¥84.6万 |
|
| 2023-06-05 |
收阴离场 |
卖出 |
6.1438500000000005 |
141600.0 |
¥87.0万 |
|
| 2023-06-12 |
红三兵 |
买入 |
6.336329999999999 |
134500.0 |
¥85.2万 |
|
| 2023-06-13 |
收阴离场 |
卖出 |
6.24375 |
134500.0 |
¥84.0万 |
|
| 2023-09-11 |
红三兵 |
买入 |
5.92592 |
145500.0 |
¥86.2万 |
|
| 2023-09-12 |
收阴离场 |
卖出 |
5.87412 |
145500.0 |
¥85.4万 |
|
| 2023-09-15 |
红三兵 |
买入 |
6.19619 |
137400.0 |
¥85.2万 |
|
| 2023-09-18 |
收阴离场 |
卖出 |
6.103890000000001 |
137400.0 |
¥83.8万 |
|
| 2023-10-18 |
红三兵 |
买入 |
6.07607 |
137300.0 |
¥83.4万 |
|
| 2023-10-20 |
收阴离场 |
卖出 |
5.94405 |
137300.0 |
¥81.6万 |
|
| 2023-12-04 |
红三兵 |
买入 |
5.285279999999999 |
155600.0 |
¥82.3万 |
|
| 2023-12-05 |
收阴离场 |
卖出 |
5.22477 |
155600.0 |
¥81.3万 |
|
| 2023-12-13 |
红三兵 |
买入 |
5.255249999999999 |
154300.0 |
¥81.1万 |
|
| 2023-12-14 |
收阴离场 |
卖出 |
5.184810000000001 |
154300.0 |
¥80.0万 |
|
| 2024-01-23 |
红三兵 |
买入 |
5.275269999999999 |
150500.0 |
¥79.4万 |
|
| 2024-01-24 |
收阴离场 |
卖出 |
5.24475 |
150500.0 |
¥78.9万 |
|
| 2024-02-06 |
红三兵 |
买入 |
5.845839999999999 |
135300.0 |
¥79.1万 |
|
| 2024-02-19 |
收阴离场 |
卖出 |
5.81418 |
135300.0 |
¥78.6万 |
|
| 2024-03-05 |
红三兵 |
买入 |
5.95595 |
132600.0 |
¥79.0万 |
|
| 2024-03-06 |
收阴离场 |
卖出 |
5.934060000000001 |
132600.0 |
¥78.7万 |
|
| 2024-03-27 |
红三兵 |
买入 |
5.885879999999999 |
133900.0 |
¥78.8万 |
|
| 2024-04-02 |
收阴离场 |
卖出 |
5.994 |
133900.0 |
¥80.2万 |
|
| 2024-04-16 |
红三兵 |
买入 |
6.11611 |
130300.0 |
¥79.7万 |
|
| 2024-04-19 |
收阴离场 |
卖出 |
6.1938 |
130300.0 |
¥80.7万 |
|
| 2024-05-22 |
红三兵 |
买入 |
5.945939999999999 |
136300.0 |
¥81.1万 |
|
| 2024-05-24 |
收阴离场 |
卖出 |
5.9240699999999995 |
136300.0 |
¥80.7万 |
|
| 2024-06-04 |
红三兵 |
买入 |
5.95 |
135400.0 |
¥80.6万 |
|
| 2024-06-05 |
收阴离场 |
卖出 |
5.91408 |
135400.0 |
¥80.1万 |
|
| 2024-06-28 |
红三兵 |
买入 |
5.965959999999999 |
133900.0 |
¥79.9万 |
|
| 2024-07-02 |
收阴离场 |
卖出 |
6.07392 |
133900.0 |
¥81.3万 |
|
| 2024-07-10 |
红三兵 |
买入 |
6.266259999999999 |
129900.0 |
¥81.4万 |
|
| 2024-07-11 |
收阴离场 |
卖出 |
6.20379 |
129900.0 |
¥80.6万 |
|
| 2024-07-17 |
红三兵 |
买入 |
6.336329999999999 |
126900.0 |
¥80.4万 |
|
| 2024-07-18 |
收阴离场 |
卖出 |
6.18 |
126900.0 |
¥78.4万 |
|
| 2024-08-16 |
红三兵 |
买入 |
5.9059 |
132900.0 |
¥78.5万 |
|
| 2024-08-21 |
收阴离场 |
卖出 |
6.05394 |
132900.0 |
¥80.4万 |
|
| 2024-11-08 |
红三兵 |
买入 |
6.576569999999999 |
122500.0 |
¥80.6万 |
|
| 2024-11-11 |
收阴离场 |
卖出 |
6.4935 |
122500.0 |
¥79.5万 |
|
| 2024-12-04 |
红三兵 |
买入 |
6.526519999999999 |
121600.0 |
¥79.4万 |
|
| 2024-12-06 |
收阴离场 |
卖出 |
6.6233699999999995 |
121600.0 |
¥80.5万 |
|
| 2025-02-11 |
红三兵 |
买入 |
7.587579999999999 |
106000.0 |
¥80.5万 |
|
| 2025-02-19 |
收阴离场 |
卖出 |
8.17182 |
106000.0 |
¥86.6万 |
|
| 2025-04-10 |
红三兵 |
买入 |
8.3 |
104400.0 |
¥86.7万 |
|
| 2025-04-11 |
收阴离场 |
卖出 |
8.04195 |
104400.0 |
¥83.9万 |
|
| 2025-06-18 |
红三兵 |
买入 |
7.767759999999999 |
108100.0 |
¥84.0万 |
|
| 2025-06-24 |
收阴离场 |
卖出 |
7.87212 |
108100.0 |
¥85.1万 |
|
| 2025-08-26 |
红三兵 |
买入 |
7.66766 |
110800.0 |
¥85.0万 |
|
| 2025-08-27 |
收阴离场 |
卖出 |
7.562429999999999 |
110800.0 |
¥83.8万 |
|
| 2025-10-15 |
红三兵 |
买入 |
6.846839999999999 |
122500.0 |
¥83.9万 |
|
| 2025-10-16 |
收阴离场 |
卖出 |
6.78321 |
122500.0 |
¥83.1万 |
|
| 2025-11-10 |
红三兵 |
买入 |
6.86686 |
120900.0 |
¥83.0万 |
|
| 2025-11-12 |
收阴离场 |
卖出 |
6.883109999999999 |
120900.0 |
¥83.2万 |
|
| 2025-11-21 |
红三兵 |
买入 |
6.836829999999999 |
121500.0 |
¥83.1万 |
|
| 2025-11-24 |
收阴离场 |
卖出 |
6.81318 |
121500.0 |
¥82.8万 |
|
| 2025-12-03 |
红三兵 |
买入 |
6.966959999999999 |
118900.0 |
¥82.9万 |
|
| 2025-12-04 |
收阴离场 |
卖出 |
6.92307 |
118900.0 |
¥82.3万 |
|
| 2026-01-07 |
红三兵 |
买入 |
6.35 |
129500.0 |
¥82.3万 |
|
| 2026-01-08 |
收阴离场 |
卖出 |
6.25374 |
129500.0 |
¥81.0万 |
|
| 2026-01-13 |
红三兵 |
买入 |
6.386379999999999 |
127000.0 |
¥81.1万 |
|
| 2026-01-14 |
收阴离场 |
卖出 |
6.313680000000001 |
127000.0 |
¥80.2万 |
|
| 2026-02-02 |
红三兵 |
买入 |
5.805799999999999 |
133200.0 |
¥77.4万 |
|
| 2026-02-03 |
收阴离场 |
卖出 |
5.73426 |
133200.0 |
¥76.4万 |
|
| 2026-03-04 |
红三兵 |
买入 |
5.86586 |
134300.0 |
¥78.8万 |
|
| 2026-03-11 |
收阴离场 |
卖出 |
5.94405 |
134300.0 |
¥79.8万 |
|
| 2026-04-09 |
红三兵 |
买入 |
5.775769999999999 |
138100.0 |
¥79.8万 |
|
| 2026-04-10 |
收阴离场 |
卖出 |
5.74425 |
138100.0 |
¥79.3万 |
|
| 2026-04-20 |
红三兵 |
买入 |
5.885879999999999 |
135400.0 |
¥79.7万 |
|
| 2026-04-21 |
收阴离场 |
卖出 |
5.84 |
135400.0 |
¥79.0万 |
|
| 2026-05-12 |
红三兵 |
买入 |
6.126119999999999 |
128300.0 |
¥78.6万 |
|
| 2026-05-13 |
收阴离场 |
卖出 |
6.1 |
128300.0 |
¥78.2万 |
|
| 2026-05-19 |
红三兵 |
买入 |
6.756749999999999 |
115000.0 |
¥77.7万 |
|
| 2026-05-21 |
收阴离场 |
卖出 |
6.5934 |
115000.0 |
¥75.8万 |
|
| 2026-07-06 |
红三兵 |
买入 |
5.435429999999999 |
140900.0 |
¥76.6万 |
|
| 2026-07-08 |
收阴离场 |
卖出 |
5.4945 |
140900.0 |
¥77.4万 |
|
| 2026-07-14 |
红三兵 |
买入 |
5.69569 |
135400.0 |
¥77.1万 |
|
| 2026-07-22 |
收阴离场 |
卖出 |
6.04395 |
135400.0 |
¥81.8万 |
|
| 2026-08-18 |
红三兵 |
买入 |
6.6166100000000005 |
124000.0 |
¥82.1万 |
|
| 2026-08-19 |
收阴离场 |
卖出 |
6.56343 |
124000.0 |
¥81.4万 |
|
| 2026-09-30 |
红三兵 |
买入 |
6.2762699999999985 |
129600.0 |
¥81.4万 |
|
| 2026-10-22 |
收阴离场 |
卖出 |
6.60339 |
129600.0 |
¥85.6万 |
|
| 2026-10-27 |
红三兵 |
买入 |
6.886879999999999 |
123100.0 |
¥84.8万 |
|
| 2026-10-29 |
收阴离场 |
卖出 |
6.883109999999999 |
123100.0 |
¥84.7万 |
|