601916 浙商银行 — 红三兵 回测明细
数据区间: 2019-11-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥95.9万
策略: 红三兵
K线 & 交易信号(策略收益 -4.06%)
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 44 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 |
2020-02-07 |
2020-02-10 |
4.225487265999998 |
4.20579 |
¥-4,925 |
-0.50% |
收阴离场 |
| 2 |
2020-02-13 |
2020-02-14 |
4.2655392779999985 |
4.21 |
¥-1.3万 |
-1.33% |
收阴离场 |
| 3 |
2020-08-05 |
2020-08-06 |
4.205461260000001 |
4.17582 |
¥-7,112 |
-0.73% |
收阴离场 |
| 4 |
2020-10-13 |
2020-10-14 |
4.2655392779999985 |
4.23576 |
¥-7,048 |
-0.73% |
收阴离场 |
| 5 |
2020-12-31 |
2021-01-05 |
4.045253212 |
4.03596 |
¥-2,495 |
-0.26% |
收阴离场 |
| 6 |
2021-05-31 |
2021-06-01 |
4.0352402089999995 |
4.01598 |
¥-4,873 |
-0.51% |
收阴离场 |
| 7 |
2021-08-10 |
2021-08-11 |
3.6647590979999993 |
3.64635 |
¥-5,059 |
-0.53% |
收阴离场 |
| 8 |
2021-09-09 |
2021-09-10 |
3.611083 |
3.5964 |
¥-4,156 |
-0.44% |
收阴离场 |
| 9 |
2021-10-12 |
2021-10-13 |
3.5946680769999992 |
3.5564400000000003 |
¥-1.0万 |
-1.09% |
收阴离场 |
| 10 |
2022-01-21 |
2022-01-24 |
3.551065 |
3.53646 |
¥-4,137 |
-0.44% |
收阴离场 |
| 11 |
2022-02-14 |
2022-02-15 |
3.564629068 |
3.4965 |
¥-1.8万 |
-1.94% |
收阴离场 |
| 12 |
2022-04-07 |
2022-04-08 |
3.4244470259999997 |
3.3666300000000002 |
¥-1.6万 |
-1.72% |
收阴离场 |
| 13 |
2022-11-28 |
2022-11-29 |
3.0139139029999993 |
2.97 |
¥-1.3万 |
-1.49% |
收阴离场 |
| 14 |
2022-12-29 |
2022-12-30 |
2.9438228819999996 |
2.92707 |
¥-5,300 |
-0.60% |
收阴离场 |
| 15 |
2023-04-14 |
2023-04-20 |
2.9538358849999997 |
2.997 |
¥1.3万 |
+1.43% |
收阴离场 |
| 16 |
2023-05-05 |
2023-05-10 |
3.1841349539999997 |
3.35664 |
¥4.8万 |
+5.39% |
收阴离场 |
| 17 |
2023-07-26 |
2023-07-27 |
2.6634587979999993 |
2.64735 |
¥-5,941 |
-0.63% |
收阴离场 |
| 18 |
2023-08-01 |
2023-08-02 |
2.7736018309999997 |
2.74725 |
¥-9,150 |
-0.98% |
收阴离场 |
| 19 |
2023-11-01 |
2023-11-02 |
2.553315765 |
2.53746 |
¥-6,040 |
-0.65% |
收阴离场 |
| 20 |
2023-11-28 |
2023-11-29 |
2.540762 |
2.5274699999999997 |
¥-5,095 |
-0.55% |
收阴离场 |
| 21 |
2024-01-17 |
2024-01-18 |
2.6534457949999997 |
2.6173800000000003 |
¥-1.3万 |
-1.39% |
收阴离场 |
| 22 |
2024-01-30 |
2024-01-31 |
2.723536816 |
2.68731 |
¥-1.2万 |
-1.36% |
收阴离场 |
| 23 |
2024-02-07 |
2024-02-08 |
2.7235368159999997 |
2.6773200000000004 |
¥-1.5万 |
-1.73% |
收阴离场 |
| 24 |
2024-02-21 |
2024-02-23 |
2.753575825 |
2.81718 |
¥2.0万 |
+2.28% |
收阴离场 |
| 25 |
2024-03-12 |
2024-03-14 |
2.8236668459999996 |
2.80719 |
¥-5,501 |
-0.61% |
收阴离场 |
| 26 |
2024-03-20 |
2024-03-28 |
2.8837448639999996 |
2.9670300000000003 |
¥2.5万 |
+2.86% |
收阴离场 |
| 27 |
2024-05-21 |
2024-05-24 |
3.0439529119999995 |
3.04695 |
¥627 |
+0.07% |
收阴离场 |
| 28 |
2024-07-01 |
2024-07-04 |
2.7635888279999996 |
2.81718 |
¥1.8万 |
+1.91% |
收阴离场 |
| 29 |
2024-09-26 |
2024-09-30 |
2.673471801 |
2.8 |
¥4.4万 |
+4.70% |
收阴离场 |
| 30 |
2024-11-06 |
2024-11-07 |
2.90087 |
2.8771199999999997 |
¥-8,295 |
-0.85% |
收阴离场 |
| 31 |
2024-12-26 |
2024-12-27 |
2.973861891 |
2.9470500000000004 |
¥-9,037 |
-0.93% |
收阴离场 |
| 32 |
2025-02-12 |
2025-02-13 |
2.90377087 |
2.89 |
¥-4,829 |
-0.50% |
收阴离场 |
| 33 |
2025-03-17 |
2025-03-19 |
2.893757867 |
2.91 |
¥5,079 |
+0.53% |
收阴离场 |
| 34 |
2025-04-18 |
2025-04-24 |
2.983874894 |
2.997 |
¥3,927 |
+0.41% |
收阴离场 |
| 35 |
2025-05-12 |
2025-05-16 |
3.053965914999999 |
3.10689 |
¥1.6万 |
+1.70% |
收阴离场 |
| 36 |
2025-05-29 |
2025-05-30 |
3.224186966 |
3.1968 |
¥-8,631 |
-0.88% |
收阴离场 |
| 37 |
2025-06-13 |
2025-06-16 |
3.4244470259999997 |
3.37662 |
¥-1.4万 |
-1.43% |
收阴离场 |
| 38 |
2025-07-08 |
2025-07-09 |
3.744863122 |
3.7162800000000002 |
¥-7,588 |
-0.79% |
收阴离场 |
| 39 |
2026-03-13 |
2026-03-17 |
3.094017927 |
3.0969 |
¥601 |
+0.06% |
收阴离场 |
| 40 |
2026-06-03 |
2026-06-04 |
3.0739919209999993 |
3.0669299999999997 |
¥-2,473 |
-0.26% |
收阴离场 |
| 41 |
2026-07-06 |
2026-07-08 |
2.7235368159999997 |
2.74725 |
¥7,984 |
+0.84% |
收阴离场 |
| 42 |
2026-07-15 |
2026-07-17 |
2.80364084 |
2.82717 |
¥7,721 |
+0.81% |
收阴离场 |
| 43 |
2026-07-31 |
2026-08-05 |
3.0039008999999997 |
2.997 |
¥-2,491 |
-0.26% |
收阴离场 |
| 44 |
2026-09-02 |
2026-09-03 |
2.9738618909999994 |
2.95704 |
¥-5,734 |
-0.60% |
收阴离场 |
逐笔成交记录(共 88 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2020-02-07 |
红三兵 |
买入 |
4.224219999999999 |
235000.0 |
¥99.3万 |
|
| 2020-02-10 |
收阴离场 |
卖出 |
4.20579 |
235000.0 |
¥98.8万 |
|
| 2020-02-13 |
红三兵 |
买入 |
4.264259999999999 |
232200.0 |
¥99.0万 |
|
| 2020-02-14 |
收阴离场 |
卖出 |
4.21 |
232200.0 |
¥97.7万 |
|
| 2020-08-05 |
红三兵 |
买入 |
4.2042 |
230200.0 |
¥96.8万 |
|
| 2020-08-06 |
收阴离场 |
卖出 |
4.17582 |
230200.0 |
¥96.1万 |
|
| 2020-10-13 |
红三兵 |
买入 |
4.264259999999999 |
227000.0 |
¥96.8万 |
|
| 2020-10-14 |
收阴离场 |
卖出 |
4.23576 |
227000.0 |
¥96.1万 |
|
| 2020-12-31 |
红三兵 |
买入 |
4.04404 |
237500.0 |
¥96.1万 |
|
| 2021-01-05 |
收阴离场 |
卖出 |
4.03596 |
237500.0 |
¥95.8万 |
|
| 2021-05-31 |
红三兵 |
买入 |
4.03403 |
238100.0 |
¥96.1万 |
|
| 2021-06-01 |
收阴离场 |
卖出 |
4.01598 |
238100.0 |
¥95.6万 |
|
| 2021-08-10 |
红三兵 |
买入 |
3.6636599999999997 |
259400.0 |
¥95.1万 |
|
| 2021-08-11 |
收阴离场 |
卖出 |
3.64635 |
259400.0 |
¥94.6万 |
|
| 2021-09-09 |
红三兵 |
买入 |
3.61 |
263700.0 |
¥95.2万 |
|
| 2021-09-10 |
收阴离场 |
卖出 |
3.5964 |
263700.0 |
¥94.8万 |
|
| 2021-10-12 |
红三兵 |
买入 |
3.5935899999999994 |
263300.0 |
¥94.6万 |
|
| 2021-10-13 |
收阴离场 |
卖出 |
3.5564400000000003 |
263300.0 |
¥93.6万 |
|
| 2022-01-21 |
红三兵 |
买入 |
3.55 |
264100.0 |
¥93.8万 |
|
| 2022-01-24 |
收阴离场 |
卖出 |
3.53646 |
264100.0 |
¥93.4万 |
|
| 2022-02-14 |
红三兵 |
买入 |
3.56356 |
261500.0 |
¥93.2万 |
|
| 2022-02-15 |
收阴离场 |
卖出 |
3.4965 |
261500.0 |
¥91.4万 |
|
| 2022-04-07 |
红三兵 |
买入 |
3.4234199999999997 |
267700.0 |
¥91.7万 |
|
| 2022-04-08 |
收阴离场 |
卖出 |
3.3666300000000002 |
267700.0 |
¥90.1万 |
|
| 2022-11-28 |
红三兵 |
买入 |
3.0130099999999995 |
292100.0 |
¥88.0万 |
|
| 2022-11-29 |
收阴离场 |
卖出 |
2.97 |
292100.0 |
¥86.7万 |
|
| 2022-12-29 |
红三兵 |
买入 |
2.9429399999999997 |
300600.0 |
¥88.5万 |
|
| 2022-12-30 |
收阴离场 |
卖出 |
2.92707 |
300600.0 |
¥88.0万 |
|
| 2023-04-14 |
红三兵 |
买入 |
2.95295 |
298800.0 |
¥88.3万 |
|
| 2023-04-20 |
收阴离场 |
卖出 |
2.997 |
298800.0 |
¥89.5万 |
|
| 2023-05-05 |
红三兵 |
买入 |
3.1831799999999997 |
281100.0 |
¥89.5万 |
|
| 2023-05-10 |
收阴离场 |
卖出 |
3.35664 |
281100.0 |
¥94.3万 |
|
| 2023-07-26 |
红三兵 |
买入 |
2.66266 |
351500.0 |
¥93.6万 |
|
| 2023-07-27 |
收阴离场 |
卖出 |
2.64735 |
351500.0 |
¥93.0万 |
|
| 2023-08-01 |
红三兵 |
买入 |
2.7727699999999995 |
336700.0 |
¥93.4万 |
|
| 2023-08-02 |
收阴离场 |
卖出 |
2.74725 |
336700.0 |
¥92.5万 |
|
| 2023-11-01 |
红三兵 |
买入 |
2.5525499999999997 |
363500.0 |
¥92.8万 |
|
| 2023-11-02 |
收阴离场 |
卖出 |
2.53746 |
363500.0 |
¥92.2万 |
|
| 2023-11-28 |
红三兵 |
买入 |
2.54 |
362600.0 |
¥92.1万 |
|
| 2023-11-29 |
收阴离场 |
卖出 |
2.5274699999999997 |
362600.0 |
¥91.6万 |
|
| 2024-01-17 |
红三兵 |
买入 |
2.6526499999999995 |
345600.0 |
¥91.7万 |
|
| 2024-01-18 |
收阴离场 |
卖出 |
2.6173800000000003 |
345600.0 |
¥90.4万 |
|
| 2024-01-30 |
红三兵 |
买入 |
2.72272 |
330800.0 |
¥90.1万 |
|
| 2024-01-31 |
收阴离场 |
卖出 |
2.68731 |
330800.0 |
¥88.9万 |
|
| 2024-02-07 |
红三兵 |
买入 |
2.72272 |
327600.0 |
¥89.2万 |
|
| 2024-02-08 |
收阴离场 |
卖出 |
2.6773200000000004 |
327600.0 |
¥87.7万 |
|
| 2024-02-21 |
红三兵 |
买入 |
2.75275 |
318400.0 |
¥87.7万 |
|
| 2024-02-23 |
收阴离场 |
卖出 |
2.81718 |
318400.0 |
¥89.7万 |
|
| 2024-03-12 |
红三兵 |
买入 |
2.8228199999999997 |
317600.0 |
¥89.7万 |
|
| 2024-03-14 |
收阴离场 |
卖出 |
2.80719 |
317600.0 |
¥89.1万 |
|
| 2024-03-20 |
红三兵 |
买入 |
2.8828799999999997 |
309000.0 |
¥89.1万 |
|
| 2024-03-28 |
收阴离场 |
卖出 |
2.9670300000000003 |
309000.0 |
¥91.7万 |
|
| 2024-05-21 |
红三兵 |
买入 |
3.0430399999999995 |
301100.0 |
¥91.7万 |
|
| 2024-05-24 |
收阴离场 |
卖出 |
3.04695 |
301100.0 |
¥91.7万 |
|
| 2024-07-01 |
红三兵 |
买入 |
2.7627599999999997 |
331900.0 |
¥91.7万 |
|
| 2024-07-04 |
收阴离场 |
卖出 |
2.81718 |
331900.0 |
¥93.5万 |
|
| 2024-09-26 |
红三兵 |
买入 |
2.6726699999999997 |
349600.0 |
¥93.5万 |
|
| 2024-09-30 |
收阴离场 |
卖出 |
2.8 |
349600.0 |
¥97.9万 |
|
| 2024-11-06 |
红三兵 |
买入 |
2.9 |
337000.0 |
¥97.8万 |
|
| 2024-11-07 |
收阴离场 |
卖出 |
2.8771199999999997 |
337000.0 |
¥96.9万 |
|
| 2024-12-26 |
红三兵 |
买入 |
2.9729699999999997 |
326300.0 |
¥97.0万 |
|
| 2024-12-27 |
收阴离场 |
卖出 |
2.9470500000000004 |
326300.0 |
¥96.1万 |
|
| 2025-02-12 |
红三兵 |
买入 |
2.9028999999999994 |
329900.0 |
¥95.8万 |
|
| 2025-02-13 |
收阴离场 |
卖出 |
2.89 |
329900.0 |
¥95.3万 |
|
| 2025-03-17 |
红三兵 |
买入 |
2.89289 |
330500.0 |
¥95.6万 |
|
| 2025-03-19 |
收阴离场 |
卖出 |
2.91 |
330500.0 |
¥96.1万 |
|
| 2025-04-18 |
红三兵 |
买入 |
2.9829799999999995 |
321200.0 |
¥95.8万 |
|
| 2025-04-24 |
收阴离场 |
卖出 |
2.997 |
321200.0 |
¥96.2万 |
|
| 2025-05-12 |
红三兵 |
买入 |
3.0530499999999994 |
315100.0 |
¥96.2万 |
|
| 2025-05-16 |
收阴离场 |
卖出 |
3.10689 |
315100.0 |
¥97.9万 |
|
| 2025-05-29 |
红三兵 |
买入 |
3.22322 |
304500.0 |
¥98.2万 |
|
| 2025-05-30 |
收阴离场 |
卖出 |
3.1968 |
304500.0 |
¥97.3万 |
|
| 2025-06-13 |
红三兵 |
买入 |
3.4234199999999997 |
284200.0 |
¥97.3万 |
|
| 2025-06-16 |
收阴离场 |
卖出 |
3.37662 |
284200.0 |
¥95.9万 |
|
| 2025-07-08 |
红三兵 |
买入 |
3.74374 |
255500.0 |
¥95.7万 |
|
| 2025-07-09 |
收阴离场 |
卖出 |
3.7162800000000002 |
255500.0 |
¥94.9万 |
|
| 2026-03-13 |
红三兵 |
买入 |
3.0930899999999997 |
307600.0 |
¥95.2万 |
|
| 2026-03-17 |
收阴离场 |
卖出 |
3.0969 |
307600.0 |
¥95.2万 |
|
| 2026-06-03 |
红三兵 |
买入 |
3.0730699999999995 |
309800.0 |
¥95.2万 |
|
| 2026-06-04 |
收阴离场 |
卖出 |
3.0669299999999997 |
309800.0 |
¥95.0万 |
|
| 2026-07-06 |
红三兵 |
买入 |
2.72272 |
348800.0 |
¥95.0万 |
|
| 2026-07-08 |
收阴离场 |
卖出 |
2.74725 |
348800.0 |
¥95.8万 |
|
| 2026-07-15 |
红三兵 |
买入 |
2.8027999999999995 |
340400.0 |
¥95.4万 |
|
| 2026-07-17 |
收阴离场 |
卖出 |
2.82717 |
340400.0 |
¥96.2万 |
|
| 2026-07-31 |
红三兵 |
买入 |
3.0029999999999997 |
319300.0 |
¥95.9万 |
|
| 2026-08-05 |
收阴离场 |
卖出 |
2.997 |
319300.0 |
¥95.7万 |
|
| 2026-09-02 |
红三兵 |
买入 |
2.9729699999999997 |
323800.0 |
¥96.3万 |
|
| 2026-09-03 |
收阴离场 |
卖出 |
2.95704 |
323800.0 |
¥95.7万 |
|