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 7 / 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） |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 301 | 2025-11-13 | BOLL突破 |
迈威生物 sh.688062 |
30 | 45.88 | T+1 | 46.80 | T+1止盈(+2%) | +2.01% |
47.50
44.41 |
45.19
43.23 |
| 302 | 2025-11-13 | BOLL突破 |
热景生物 sh.688068 |
37 | 170.15 | T+1 | 173.55 | T+1止盈(+2%) | +2.00% |
179.59
165.30 |
174.54
165.85 |
| 303 | 2025-11-13 | BOLL突破 |
益方生物 sh.688382 |
34 | 28.98 | T+2 | 27.24 | T+2止损(-6%) | -6.00% |
28.87
27.30 |
28.08
26.66 |
| 304 | 2025-11-13 | BOLL突破 |
中材科技 sz.002080 |
48 | 35.31 | T+2 | 33.19 | T+2止损(-6%) | -6.00% |
35.99
34.06 |
34.55
32.46 |
| 305 | 2025-11-13 | BOLL突破 |
易点天下 sz.301171 |
30 | 24.08 | T+1 | 22.64 | T+1止损(-6%) | -5.99% |
23.44
22.40 |
24.99
22.65 |
| 306 | 2025-11-10 | BOLL突破 |
华锡有色 sh.600301 |
34 | 30.75 | T+1 | 31.37 | T+1止盈(+2%) | +2.02% |
33.00
30.20 |
33.89
31.59 |
| 307 | 2025-11-10 | BOLL突破 |
立昂微 sh.605358 |
44 | 35.91 | T+1 | 36.63 | T+1止盈(+2%) | +2.01% |
37.57
35.58 |
35.85
34.70 |
| 308 | 2025-11-10 | BOLL突破 |
骄成超声 sh.688392 |
34 | 116.82 | T+1 | 119.15 | T+1止盈(+2%) | +2.00% |
121.81
115.05 |
118.31
112.67 |
| 309 | 2025-11-07 | BOLL突破 |
迈为股份 sz.300751 |
30 | 109.00 | T+1 | 111.18 | T+1止盈(+2%) | +2.00% |
119.90
109.02 |
126.23
117.30 |
| 310 | 2025-11-06 | BOLL突破 |
新凤鸣 sh.603225 |
44 | 16.57 | T+1 | 16.90 | T+1止盈(+2%) | +1.99% |
17.25
16.47 |
18.56
16.87 |
| 311 | 2025-11-06 | BOLL突破 |
寒武纪 sh.688256 |
78 | 1480.00 | T+2 | 1391.20 | T+2止损(-6%) | -6.00% |
1468.88
1430.08 |
1450.00
1337.01 |
| 312 | 2025-11-06 | BOLL突破 |
协创数据 sz.300857 |
63 | 122.04 | T+1 | 124.48 | T+1止盈(+2%) | +2.00% |
124.53
119.87 |
122.00
109.88 |
| 313 | 2025-11-05 | BOLL突破 |
亿纬锂能 sz.300014 |
75 | 85.65 | T+2 | 87.36 | T+2止盈(+2%) | +2.00% |
86.30
84.19 |
88.80
83.20 |
| 314 | 2025-11-03 | BOLL突破 |
晋控煤业 sh.601001 |
30 | 15.74 | T+1 | 16.05 | T+1止盈(+2%) | +1.97% |
16.20
15.38 |
16.50
15.33 |
| 315 | 2025-11-03 | BOLL突破 |
德业股份 sh.605117 |
49 | 78.98 | T+1 | 80.56 | T+1止盈(+2%) | +2.00% |
81.97
78.07 |
82.99
76.18 |
| 316 | 2025-11-03 | BOLL突破 |
精工科技 sz.002006 |
26 | 21.54 | T+2 | 21.97 | T+2止盈(+2%) | +2.00% |
21.50
20.77 |
22.22
20.51 |
| 317 | 2025-11-03 | BOLL突破 |
浙富控股 sz.002266 |
30 | 4.52 | T+1 | 4.61 | T+1止盈(+2%) | +1.99% |
4.73
4.47 |
4.75
4.53 |
| 318 | 2025-10-31 | BOLL突破 |
上海机电 sh.600835 |
30 | 27.10 | T+3 | 25.47 | T+3止损(-6%) | -6.01% |
26.89
25.90 |
26.45
25.58 |
| 319 | 2025-10-31 | BOLL突破 |
博瑞医药 sh.688166 |
26 | 57.40 | T+1 | 58.55 | T+1止盈(+2%) | +2.00% |
58.74
56.66 |
58.50
55.00 |
| 320 | 2025-10-30 | BOLL突破 |
盛科通信 sh.688702 |
26 | 125.00 | T+1 | 117.50 | T+1止损(-6%) | -6.00% |
124.68
116.51 |
123.68
115.00 |
| 321 | 2025-10-29 | BOLL突破 |
思瑞浦 sh.688536 |
30 | 170.28 | T+2 | 173.69 | T+2止盈(+2%) | +2.00% |
173.40
166.73 |
175.55
168.70 |
| 322 | 2025-10-29 | BOLL突破 |
许继电气 sz.000400 |
26 | 26.84 | T+3 | 27.06 | T+3收盘卖出 | +0.82% |
26.94
26.15 |
26.85
25.88 |
| 323 | 2025-10-29 | BOLL突破 |
福瑞医科 sz.300049 |
30 | 74.48 | T+1 | 70.01 | T+1止损(-6%) | -6.00% |
74.47
70.00 |
73.57
69.24 |
| 324 | 2025-10-29 | BOLL突破 |
欣旺达 sz.300207 |
50 | 33.23 | T+1 | 33.89 | T+1止盈(+2%) | +1.99% |
37.90
33.41 |
37.20
35.85 |
| 325 | 2025-10-29 | BOLL突破 |
泰格医药 sz.300347 |
41 | 59.48 | T+3 | 60.67 | T+3止盈(+2%) | +2.00% |
60.05
58.58 |
60.43
58.05 |
| 326 | 2025-10-29 | BOLL突破 |
康龙化成 sz.300759 |
30 | 34.05 | T+3 | 33.45 | T+3收盘卖出 | -1.76% |
34.34
33.13 |
33.84
32.59 |
| 327 | 2025-10-28 | BOLL突破 |
湖南天雁 sh.600698 |
26 | 10.44 | T+3 | 9.97 | T+3收盘卖出 | -4.50% |
10.30
10.03 |
10.12
9.95 |
| 328 | 2025-10-28 | BOLL突破 |
内蒙一机 sh.600967 |
26 | 19.80 | T+3 | 18.79 | T+3收盘卖出 | -5.10% |
19.62
19.06 |
19.12
18.70 |
| 329 | 2025-10-28 | BOLL突破 |
石英股份 sh.603688 |
30 | 42.44 | T+2 | 43.29 | T+2止盈(+2%) | +2.00% |
43.25
41.88 |
44.24
42.05 |
| 330 | 2025-10-28 | BOLL突破 |
中材科技 sz.002080 |
47 | 34.54 | T+1 | 35.23 | T+1止盈(+2%) | +2.00% |
36.96
35.12 |
36.51
34.80 |
| 331 | 2025-10-28 | BOLL突破 |
合力泰 sz.002217 |
37 | 3.36 | T+1 | 3.43 | T+1止盈(+2%) | +2.08% |
3.67
3.39 |
3.45
3.23 |
| 332 | 2025-10-27 | BOLL突破 |
美迪西 sh.688202 |
34 | 69.18 | T+2 | 70.56 | T+2止盈(+2%) | +1.99% |
69.73
68.05 |
71.20
67.30 |
| 333 | 2025-10-27 | BOLL突破 |
科士达 sz.002518 |
26 | 42.04 | T+1 | 42.88 | T+1止盈(+2%) | +2.00% |
44.43
41.87 |
44.77
43.28 |
| 334 | 2025-10-27 | BOLL突破 |
铂科新材 sz.300811 |
30 | 78.94 | T+1 | 80.52 | T+1止盈(+2%) | +2.00% |
84.86
81.31 |
86.37
82.30 |
| 335 | 2025-10-27 | BOLL突破 |
铜冠铜箔 sz.301217 |
34 | 32.08 | T+1 | 32.72 | T+1止盈(+2%) | +2.00% |
33.78
31.00 |
39.89
35.00 |
| 336 | 2025-10-27 | BOLL突破 |
绿联科技 sz.301606 |
30 | 66.56 | T+1 | 67.89 | T+1止盈(+2%) | +2.00% |
70.40
66.66 |
74.98
69.60 |
| 337 | 2025-10-24 | BOLL突破 |
厦门钨业 sh.600549 |
30 | 31.39 | T+1 | 32.02 | T+1止盈(+2%) | +2.01% |
34.53
32.10 |
36.21
34.71 |
| 338 | 2025-10-24 | BOLL突破 |
生益电子 sh.688183 |
62 | 88.94 | T+1 | 90.72 | T+1止盈(+2%) | +2.00% |
101.00
93.59 |
109.30
97.00 |
| 339 | 2025-10-24 | BOLL突破 |
新易盛 sz.300502 |
74 | 372.97 | T+1 | 380.43 | T+1止盈(+2%) | +2.00% |
414.00
381.00 |
423.20
395.00 |
| 340 | 2025-10-23 | BOLL突破 |
天齐锂业 sz.002466 |
56 | 48.01 | T+1 | 48.97 | T+1止盈(+2%) | +2.00% |
50.51
48.17 |
49.50
48.21 |
| 341 | 2025-10-23 | BOLL突破 |
天华新能 sz.300390 |
30 | 25.28 | T+1 | 25.79 | T+1止盈(+2%) | +2.02% |
26.68
24.88 |
27.19
25.66 |
| 342 | 2025-10-21 | BOLL突破 |
生益科技 sh.600183 |
54 | 59.02 | T+1 | 60.20 | T+1止盈(+2%) | +2.00% |
60.66
57.02 |
58.98
55.08 |
| 343 | 2025-10-21 | BOLL突破 |
新易盛 sz.300502 |
70 | 365.42 | T+1 | 372.73 | T+1止盈(+2%) | +2.00% |
373.77
360.31 |
363.00
340.00 |
| 344 | 2025-10-20 | BOLL突破 |
盈新发展 sz.000620 |
30 | 1.80 | T+1 | 1.84 | T+1止盈(+2%) | +2.22% |
1.98
1.81 |
2.18
2.18 |
| 345 | 2025-10-15 | BOLL突破 |
信质集团 sz.002664 |
26 | 32.11 | T+2 | 30.18 | T+2止损(-6%) | -6.01% |
31.53
30.74 |
32.50
30.00 |
| 346 | 2025-10-15 | BOLL突破 |
万凯新材 sz.301216 |
37 | 21.05 | T+3 | 19.79 | T+3止损(-6%) | -5.99% |
21.07
20.13 |
21.10
19.98 |
| 347 | 2025-10-14 | BOLL突破 |
会稽山 sh.601579 |
34 | 23.24 | T+1 | 23.70 | T+1止盈(+2%) | +1.98% |
25.50
23.24 |
25.18
23.55 |
| 348 | 2025-10-13 | BOLL突破 |
西部黄金 sh.601069 |
44 | 32.90 | T+1 | 33.56 | T+1止盈(+2%) | +2.01% |
36.00
32.93 |
35.00
32.47 |
| 349 | 2025-10-13 | BOLL突破 |
安路科技 sh.688107 |
30 | 31.82 | T+2 | 29.91 | T+2止损(-6%) | -6.00% |
32.37
29.92 |
30.76
29.66 |
| 350 | 2025-10-13 | BOLL突破 |
中钨高新 sz.000657 |
30 | 19.53 | T+1 | 19.92 | T+1止盈(+2%) | +2.00% |
20.12
18.69 |
18.94
18.03 |