回测交易记录
基于历史选股信号的模拟交易记录（V14: 开盘≤收盘买入 + TP8%/SL-7% + T+10 + 补仓）
模拟交易规则：
买入 T日（信号日）收盘价买入
|
止盈/止损 各策略使用独立最优参数（来自参数优化器）
|
收盘 持仓到期以收盘价卖出
393
总交易次数
58.0%
胜率
+0.45%
平均收益率
167
T+1止盈
117
T+1止损
0
T+1收盘
41
T+2止盈
30
T+2止损
38
T+2收盘
各策略回测表现
| 策略 | 交易次数 | 盈利次数 | 胜率 | 平均收益率 | 表现 |
|---|---|---|---|---|---|
| 地量低价 | 446 | 271 | 60.8% | +0.67% | 优秀 |
| BOLL突破 | 393 | 228 | 58.0% | +0.45% | 优秀 |
| BOLL中轨回踩 | 41 | 23 | 56.1% | -0.21% | 优秀 |
| 斐波回踩 | 36 | 20 | 55.6% | +0.05% | 优秀 |
| 斐波回踩确认 | 36 | 20 | 55.6% | +0.05% | 优秀 |
| 超卖反弹 | 71 | 39 | 54.9% | +0.23% | 良好 |
| 双百选股 | 2,337 | 1,261 | 54.0% | +0.26% | 良好 |
| 缩量跌后反弹 | 41 | 22 | 53.7% | +0.19% | 良好 |
| 均线多头回调 | 134 | 71 | 53.0% | 0.00% | 良好 |
| MACD金叉 | 42 | 22 | 52.4% | +0.34% | 良好 |
| 放量突破新高 | 1,369 | 690 | 50.4% | +0.10% | 良好 |
| 均线爆发 | 352 | 172 | 48.9% | +0.06% | 良好 |
| volume-price-divergence | 29 | 14 | 48.3% | -0.14% | 良好 |
| RSI超卖反转 | 168 | 81 | 48.2% | -0.08% | 良好 |
| support-break-consolidation | 116 | 50 | 43.1% | -0.48% | 待优化 |
| 双底确认 | 7 | 3 | 42.9% | 0.00% | 待优化 |
交易明细
第 6 / 8 页
| # | 信号日期 | 策略 | 股票 | 评分 | 买入价 （T日收盘） |
卖出日 | 卖出价 | 卖出原因 | 收益率 | T+1日 （最高/最低） |
T+2日 （最高/最低） |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 251 | 2025-12-22 | BOLL突破 |
华工科技 sz.000988 |
63 | 79.78 | T+3 | 81.38 | T+3止盈(+2%) | +2.01% |
81.24
79.31 |
80.75
78.88 |
| 252 | 2025-12-22 | BOLL突破 |
国科微 sz.300672 |
30 | 102.42 | T+2 | 104.47 | T+2止盈(+2%) | +2.00% |
102.86
101.10 |
106.31
100.70 |
| 253 | 2025-12-19 | BOLL突破 |
益方生物 sh.688382 |
26 | 29.50 | T+1 | 30.09 | T+1止盈(+2%) | +2.00% |
30.45
29.15 |
30.45
29.37 |
| 254 | 2025-12-18 | BOLL突破 |
兆易创新 sh.603986 |
68 | 214.45 | T+1 | 218.74 | T+1止盈(+2%) | +2.00% |
221.00
208.20 |
219.50
213.51 |
| 255 | 2025-12-17 | BOLL突破 |
白银有色 sh.601212 |
26 | 5.18 | T+1 | 5.28 | T+1止盈(+2%) | +1.93% |
5.44
5.13 |
5.20
5.06 |
| 256 | 2025-12-17 | BOLL突破 |
雅化集团 sz.002497 |
30 | 23.00 | T+3 | 23.46 | T+3止盈(+2%) | +2.00% |
23.24
22.15 |
22.90
21.63 |
| 257 | 2025-12-17 | BOLL突破 |
中矿资源 sz.002738 |
48 | 67.44 | T+2 | 63.39 | T+2止损(-6%) | -6.01% |
68.30
65.80 |
66.50
63.33 |
| 258 | 2025-12-17 | BOLL突破 |
铜冠铜箔 sz.301217 |
49 | 33.29 | T+2 | 31.29 | T+2止损(-6%) | -6.01% |
32.98
31.61 |
32.34
30.41 |
| 259 | 2025-12-16 | BOLL突破 |
景旺电子 sh.603228 |
60 | 68.63 | T+1 | 70.00 | T+1止盈(+2%) | +2.00% |
72.82
67.69 |
70.68
67.85 |
| 260 | 2025-12-15 | BOLL突破 |
新乡化纤 sz.000949 |
26 | 4.91 | T+1 | 5.01 | T+1止盈(+2%) | +2.04% |
5.23
4.85 |
5.01
4.85 |
| 261 | 2025-12-12 | BOLL突破 |
振华股份 sh.603067 |
44 | 29.62 | T+1 | 30.21 | T+1止盈(+2%) | +1.99% |
30.81
29.20 |
29.49
27.01 |
| 262 | 2025-12-12 | BOLL突破 |
世运电路 sh.603920 |
26 | 40.80 | T+2 | 41.61 | T+2止盈(+2%) | +1.99% |
40.60
39.62 |
42.40
40.45 |
| 263 | 2025-12-12 | BOLL突破 |
翱捷科技 sh.688220 |
33 | 92.22 | T+1 | 86.69 | T+1止损(-6%) | -6.00% |
90.58
86.10 |
86.20
81.60 |
| 264 | 2025-12-10 | BOLL突破 |
立昂微 sh.605358 |
45 | 33.18 | T+1 | 33.84 | T+1止盈(+2%) | +1.99% |
36.50
34.34 |
38.50
34.88 |
| 265 | 2025-12-10 | BOLL突破 |
步步高 sz.002251 |
30 | 5.75 | T+1 | 5.40 | T+1止损(-6%) | -6.09% |
5.75
5.38 |
5.47
5.21 |
| 266 | 2025-12-08 | BOLL突破 |
华懋科技 sh.603306 |
37 | 50.34 | T+2 | 51.35 | T+2止盈(+2%) | +2.01% |
51.32
50.00 |
53.80
50.66 |
| 267 | 2025-12-08 | BOLL突破 |
东山精密 sz.002384 |
63 | 75.36 | T+1 | 76.87 | T+1止盈(+2%) | +2.00% |
79.53
74.02 |
83.33
78.60 |
| 268 | 2025-12-08 | BOLL突破 |
铂科新材 sz.300811 |
26 | 75.30 | T+3 | 71.92 | T+3收盘卖出 | -4.49% |
76.78
74.59 |
75.00
72.04 |
| 269 | 2025-12-05 | BOLL突破 |
南山铝业 sh.600219 |
69 | 5.05 | T+2 | 4.75 | T+2止损(-6%) | -5.93% |
5.05
4.88 |
4.90
4.68 |
| 270 | 2025-12-05 | BOLL突破 |
四方股份 sh.601126 |
34 | 29.30 | T+1 | 29.89 | T+1止盈(+2%) | +2.01% |
30.00
28.40 |
30.12
28.80 |
| 271 | 2025-12-05 | BOLL突破 |
中国铝业 sh.601600 |
59 | 11.40 | T+2 | 10.72 | T+2止损(-6%) | -5.96% |
11.34
11.02 |
11.15
10.48 |
| 272 | 2025-12-05 | BOLL突破 |
中金岭南 sz.000060 |
26 | 5.55 | T+3 | 5.36 | T+3收盘卖出 | -3.42% |
5.59
5.43 |
5.54
5.31 |
| 273 | 2025-12-05 | BOLL突破 |
冰轮环境 sz.000811 |
37 | 14.73 | T+1 | 15.02 | T+1止盈(+2%) | +1.97% |
16.20
16.02 |
17.82
16.20 |
| 274 | 2025-12-05 | BOLL突破 |
中坚科技 sz.002779 |
30 | 123.50 | T+1 | 125.97 | T+1止盈(+2%) | +2.00% |
133.65
127.00 |
136.68
128.01 |
| 275 | 2025-12-04 | BOLL突破 |
联美控股 sh.600167 |
30 | 9.06 | T+1 | 9.24 | T+1止盈(+2%) | +1.99% |
9.34
8.15 |
8.07
7.77 |
| 276 | 2025-12-02 | BOLL突破 |
太钢不锈 sz.000825 |
37 | 4.40 | T+1 | 4.49 | T+1止盈(+2%) | +2.05% |
4.50
4.35 |
4.37
4.27 |
| 277 | 2025-12-01 | BOLL突破 |
白银有色 sh.601212 |
33 | 5.27 | T+3 | 5.00 | T+3收盘卖出 | -5.12% |
5.30
5.10 |
5.31
5.14 |
| 278 | 2025-12-01 | BOLL突破 |
和邦生物 sh.603077 |
37 | 2.41 | T+3 | 2.30 | T+3收盘卖出 | -4.56% |
2.42
2.34 |
2.42
2.35 |
| 279 | 2025-12-01 | BOLL突破 |
彤程新材 sh.603650 |
44 | 42.66 | T+1 | 43.51 | T+1止盈(+2%) | +1.99% |
46.71
42.20 |
45.36
43.41 |
| 280 | 2025-12-01 | BOLL突破 |
传音控股 sh.688036 |
61 | 70.14 | T+1 | 71.54 | T+1止盈(+2%) | +2.00% |
76.20
70.99 |
74.00
69.51 |
| 281 | 2025-12-01 | BOLL突破 |
开普云 sh.688228 |
44 | 172.48 | T+3 | 167.00 | T+3收盘卖出 | -3.18% |
175.17
166.18 |
172.72
163.40 |
| 282 | 2025-12-01 | BOLL突破 |
聚和材料 sh.688503 |
37 | 58.18 | T+1 | 54.69 | T+1止损(-6%) | -6.00% |
56.75
54.18 |
54.49
52.28 |
| 283 | 2025-12-01 | BOLL突破 |
领益智造 sz.002600 |
53 | 14.48 | T+1 | 14.77 | T+1止盈(+2%) | +2.00% |
15.14
14.30 |
15.12
14.60 |
| 284 | 2025-12-01 | BOLL突破 |
鹏鼎控股 sz.002938 |
59 | 49.64 | T+1 | 50.63 | T+1止盈(+2%) | +1.99% |
51.87
49.80 |
50.76
48.60 |
| 285 | 2025-12-01 | BOLL突破 |
利亚德 sz.300296 |
26 | 6.66 | T+3 | 6.45 | T+3收盘卖出 | -3.15% |
6.68
6.52 |
6.65
6.46 |
| 286 | 2025-12-01 | BOLL突破 |
唯科科技 sz.301196 |
30 | 78.31 | T+2 | 73.61 | T+2止损(-6%) | -6.00% |
78.12
74.30 |
75.81
72.47 |
| 287 | 2025-11-27 | BOLL突破 |
中安科 sh.600654 |
34 | 4.27 | T+1 | 4.01 | T+1止损(-6%) | -6.09% |
4.21
3.98 |
4.20
4.06 |
| 288 | 2025-11-27 | BOLL突破 |
概伦电子 sh.688206 |
30 | 36.67 | T+3 | 35.04 | T+3收盘卖出 | -4.45% |
37.16
34.76 |
36.50
34.66 |
| 289 | 2025-11-26 | BOLL突破 |
英集芯 sh.688209 |
37 | 21.48 | T+1 | 21.91 | T+1止盈(+2%) | +2.00% |
24.00
21.30 |
24.15
22.62 |
| 290 | 2025-11-26 | BOLL突破 |
翱捷科技 sh.688220 |
37 | 91.48 | T+1 | 93.31 | T+1止盈(+2%) | +2.00% |
93.50
91.00 |
92.80
90.11 |
| 291 | 2025-11-26 | BOLL突破 |
东山精密 sz.002384 |
62 | 74.00 | T+1 | 75.48 | T+1止盈(+2%) | +2.00% |
76.76
73.18 |
77.00
72.36 |
| 292 | 2025-11-25 | BOLL突破 |
一品红 sz.300723 |
44 | 53.76 | T+1 | 54.84 | T+1止盈(+2%) | +2.01% |
56.00
53.16 |
54.35
51.54 |
| 293 | 2025-11-24 | BOLL突破 |
电科芯片 sh.600877 |
41 | 15.51 | T+1 | 15.82 | T+1止盈(+2%) | +2.00% |
16.08
15.39 |
15.72
14.27 |
| 294 | 2025-11-20 | BOLL突破 |
惠城环保 sz.300779 |
26 | 157.26 | T+3 | 148.65 | T+3收盘卖出 | -5.48% |
157.97
150.20 |
153.13
148.35 |
| 295 | 2025-11-19 | BOLL突破 |
兴业银锡 sz.000426 |
43 | 31.78 | T+1 | 32.42 | T+1止盈(+2%) | +2.01% |
32.67
31.40 |
31.02
29.68 |
| 296 | 2025-11-19 | BOLL突破 |
锡业股份 sz.000960 |
26 | 24.25 | T+2 | 22.80 | T+2止损(-6%) | -5.99% |
24.43
23.68 |
23.26
21.94 |
| 297 | 2025-11-18 | BOLL突破 |
先惠技术 sh.688155 |
26 | 64.99 | T+1 | 66.29 | T+1止盈(+2%) | +2.00% |
66.90
62.11 |
64.50
62.01 |
| 298 | 2025-11-17 | BOLL突破 |
精达股份 sh.600577 |
37 | 11.15 | T+1 | 11.37 | T+1止盈(+2%) | +1.97% |
11.83
11.16 |
11.40
10.91 |
| 299 | 2025-11-14 | BOLL突破 |
联美控股 sh.600167 |
37 | 9.14 | T+1 | 9.32 | T+1止盈(+2%) | +1.97% |
9.61
8.87 |
9.45
8.97 |
| 300 | 2025-11-13 | BOLL突破 |
亨通股份 sh.600226 |
30 | 4.50 | T+1 | 4.59 | T+1止盈(+2%) | +2.00% |
4.65
4.45 |
4.62
4.49 |