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 8 / 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） |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 351 | 2025-10-09 | BOLL突破 |
中钨高新 sz.000657 |
37 | 19.57 | T+2 | 18.40 | T+2止损(-6%) | -5.98% |
19.60
18.60 |
19.80
17.85 |
| 352 | 2025-10-09 | BOLL突破 |
奥士康 sz.002913 |
48 | 44.53 | T+1 | 41.86 | T+1止损(-6%) | -6.00% |
44.86
41.45 |
41.51
39.50 |
| 353 | 2025-10-09 | BOLL突破 |
常山药业 sz.300255 |
37 | 49.29 | T+3 | 50.28 | T+3止盈(+2%) | +2.01% |
49.99
48.78 |
49.40
47.18 |
| 354 | 2025-09-29 | BOLL突破 |
华钰矿业 sh.601020 |
26 | 26.70 | T+1 | 27.23 | T+1止盈(+2%) | +1.99% |
27.98
26.81 |
28.84
27.79 |
| 355 | 2025-09-29 | BOLL突破 |
财富趋势 sh.688318 |
26 | 162.00 | T+2 | 165.24 | T+2止盈(+2%) | +2.00% |
163.55
159.23 |
165.80
157.95 |
| 356 | 2025-09-24 | BOLL突破 |
士兰微 sh.600460 |
46 | 31.46 | T+2 | 32.09 | T+2止盈(+2%) | +2.00% |
31.88
30.97 |
32.15
31.20 |
| 357 | 2025-09-24 | BOLL突破 |
派能科技 sh.688063 |
26 | 60.78 | T+3 | 62.00 | T+3止盈(+2%) | +2.01% |
60.99
59.35 |
61.78
59.30 |
| 358 | 2025-09-24 | BOLL突破 |
思特威 sh.688213 |
30 | 107.37 | T+1 | 109.52 | T+1止盈(+2%) | +2.00% |
117.48
106.37 |
116.95
110.17 |
| 359 | 2025-09-24 | BOLL突破 |
中国宝安 sz.000009 |
41 | 11.32 | T+1 | 11.55 | T+1止盈(+2%) | +2.03% |
12.28
11.56 |
12.22
11.65 |
| 360 | 2025-09-23 | BOLL突破 |
湘电股份 sh.600416 |
30 | 16.41 | T+1 | 16.74 | T+1止盈(+2%) | +2.01% |
16.89
15.59 |
15.70
15.14 |
| 361 | 2025-09-23 | BOLL突破 |
电气风电 sh.688660 |
48 | 23.71 | T+1 | 24.18 | T+1止盈(+2%) | +1.98% |
25.00
22.28 |
25.87
23.65 |
| 362 | 2025-09-22 | BOLL突破 |
晶晨股份 sh.688099 |
45 | 99.60 | T+2 | 101.59 | T+2止盈(+2%) | +2.00% |
101.15
96.09 |
105.20
98.50 |
| 363 | 2025-09-22 | BOLL突破 |
翱捷科技 sh.688220 |
34 | 107.81 | T+3 | 109.97 | T+3止盈(+2%) | +2.00% |
108.70
101.77 |
109.77
102.02 |
| 364 | 2025-09-19 | BOLL突破 |
中航沈飞 sh.600760 |
53 | 62.29 | T+1 | 63.54 | T+1止盈(+2%) | +2.00% |
63.79
61.87 |
64.92
62.03 |
| 365 | 2025-09-19 | BOLL突破 |
腾远钴业 sz.301219 |
26 | 71.00 | T+1 | 72.42 | T+1止盈(+2%) | +2.00% |
74.23
64.72 |
67.11
62.97 |
| 366 | 2025-09-17 | BOLL突破 |
福晶科技 sz.002222 |
44 | 46.32 | T+1 | 47.25 | T+1止盈(+2%) | +2.00% |
49.12
45.22 |
50.38
45.57 |
| 367 | 2025-09-17 | BOLL突破 |
奥普光电 sz.002338 |
41 | 55.62 | T+1 | 56.73 | T+1止盈(+2%) | +2.00% |
58.30
55.62 |
60.42
55.20 |
| 368 | 2025-09-16 | BOLL突破 |
航天机电 sh.600151 |
37 | 8.71 | T+2 | 8.19 | T+2止损(-6%) | -5.97% |
8.80
8.52 |
8.61
8.18 |
| 369 | 2025-09-16 | BOLL突破 |
ST际华 sh.601718 |
30 | 3.93 | T+1 | 4.01 | T+1止盈(+2%) | +2.04% |
4.01
3.86 |
3.97
3.74 |
| 370 | 2025-09-16 | BOLL突破 |
龙芯中科 sh.688047 |
75 | 149.59 | T+2 | 152.58 | T+2止盈(+2%) | +2.00% |
147.00
141.90 |
152.87
142.45 |
| 371 | 2025-09-16 | BOLL突破 |
均普智能 sh.688306 |
44 | 12.82 | T+1 | 13.08 | T+1止盈(+2%) | +2.03% |
14.65
12.60 |
16.27
14.28 |
| 372 | 2025-09-15 | BOLL突破 |
上海贝岭 sh.600171 |
44 | 38.93 | T+3 | 39.71 | T+3止盈(+2%) | +2.00% |
38.83
37.40 |
38.57
37.24 |
| 373 | 2025-09-15 | BOLL突破 |
拓荆科技 sh.688072 |
46 | 189.79 | T+2 | 193.59 | T+2止盈(+2%) | +2.00% |
192.29
184.60 |
202.66
187.11 |
| 374 | 2025-09-12 | BOLL突破 |
飞乐音响 sh.600651 |
34 | 7.74 | T+1 | 7.89 | T+1止盈(+2%) | +1.94% |
8.16
7.70 |
8.15
7.89 |
| 375 | 2025-09-11 | BOLL突破 |
沪硅产业 sh.688126 |
26 | 21.23 | T+2 | 21.65 | T+2止盈(+2%) | +1.98% |
21.54
20.95 |
21.96
20.97 |
| 376 | 2025-09-11 | BOLL突破 |
南亚新材 sh.688519 |
37 | 72.88 | T+3 | 71.80 | T+3收盘卖出 | -1.48% |
72.70
70.00 |
74.05
70.01 |
| 377 | 2025-09-11 | BOLL突破 |
良信股份 sz.002706 |
37 | 12.08 | T+3 | 11.79 | T+3收盘卖出 | -2.40% |
12.19
11.55 |
11.91
11.45 |
| 378 | 2025-09-09 | BOLL突破 |
石基信息 sz.002153 |
30 | 11.20 | T+2 | 10.53 | T+2止损(-6%) | -5.98% |
11.08
10.57 |
10.74
10.32 |
| 379 | 2025-09-08 | BOLL突破 |
宏达股份 sh.600331 |
26 | 10.99 | T+1 | 11.21 | T+1止盈(+2%) | +2.00% |
11.26
10.78 |
11.39
10.82 |
| 380 | 2025-08-15 | BOLL突破 |
湘电股份 sh.600416 |
37 | 15.06 | T+1 | 15.36 | T+1止盈(+2%) | +1.99% |
16.20
15.21 |
16.77
15.38 |
| 381 | 2025-08-14 | BOLL突破 |
朗新科技 sz.300682 |
37 | 21.29 | T+1 | 21.72 | T+1止盈(+2%) | +2.02% |
22.14
20.67 |
23.26
21.90 |
| 382 | 2025-08-11 | BOLL突破 |
峰岹科技 sh.688279 |
37 | 202.60 | T+1 | 206.65 | T+1止盈(+2%) | +2.00% |
207.89
196.66 |
209.93
202.01 |
| 383 | 2025-08-08 | BOLL突破 |
西部建设 sz.002302 |
45 | 7.05 | T+1 | 7.19 | T+1止盈(+2%) | +1.99% |
7.76
7.35 |
8.35
7.40 |
| 384 | 2025-08-07 | BOLL突破 |
万辰集团 sz.300972 |
44 | 159.88 | T+1 | 163.07 | T+1止盈(+2%) | +2.00% |
163.87
155.87 |
166.15
158.10 |
| 385 | 2025-08-05 | BOLL突破 |
华光环能 sh.600475 |
34 | 15.82 | T+1 | 16.14 | T+1止盈(+2%) | +1.99% |
17.40
15.90 |
19.14
17.77 |
| 386 | 2025-08-05 | BOLL突破 |
新泉股份 sh.603179 |
44 | 46.20 | T+1 | 47.12 | T+1止盈(+2%) | +1.99% |
49.60
44.30 |
47.98
45.91 |
| 387 | 2025-08-04 | BOLL突破 |
欧陆通 sz.300870 |
30 | 137.14 | T+1 | 139.89 | T+1止盈(+2%) | +2.00% |
141.19
134.38 |
144.62
138.70 |
| 388 | 2025-07-30 | BOLL突破 |
潮宏基 sz.002345 |
26 | 14.58 | T+3 | 14.87 | T+3止盈(+2%) | +2.00% |
14.61
13.96 |
14.38
13.90 |
| 389 | 2025-07-29 | BOLL突破 |
共创草坪 sh.605099 |
30 | 35.25 | T+1 | 35.95 | T+1止盈(+2%) | +1.99% |
38.78
34.43 |
41.78
37.48 |
| 390 | 2025-07-29 | BOLL突破 |
上海谊众 sh.688091 |
34 | 65.75 | T+1 | 67.06 | T+1止盈(+2%) | +1.99% |
78.90
71.34 |
76.91
71.68 |
| 391 | 2025-07-28 | BOLL突破 |
东威科技 sh.688700 |
34 | 41.24 | T+1 | 42.06 | T+1止盈(+2%) | +1.99% |
44.99
41.25 |
45.54
43.20 |
| 392 | 2025-07-25 | BOLL突破 |
芯原股份 sh.688521 |
26 | 93.03 | T+1 | 94.89 | T+1止盈(+2%) | +2.00% |
97.47
92.48 |
99.98
94.77 |
| 393 | 2025-07-24 | BOLL突破 |
三生国健 sh.688336 |
30 | 58.52 | T+1 | 55.01 | T+1止损(-6%) | -6.01% |
57.94
52.09 |
55.61
52.69 |