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
2,337
总交易次数
54.0%
胜率
+0.26%
平均收益率
1115
T+1止盈
910
T+1止损
0
T+1收盘
115
T+2止盈
106
T+2止损
91
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 37 / 47 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） |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1801 | 2025-09-05 | 双百选股 |
步步高 sz.002251 |
73 | 6.37 | T+1 | 6.69 | T+1止盈(+5%) | +5.02% |
7.01
6.38 |
7.00
6.17 |
| 1802 | 2025-09-05 | 双百选股 |
三七互娱 sz.002555 |
65 | 20.07 | T+1 | 21.07 | T+1止盈(+5%) | +5.00% |
22.08
20.18 |
22.67
21.89 |
| 1803 | 2025-09-05 | 双百选股 |
上能电气 sz.300827 |
77 | 35.46 | T+1 | 34.04 | T+1止损(-4%) | -4.00% |
36.66
33.67 |
38.33
34.08 |
| 1804 | 2025-09-04 | 双百选股 |
天通股份 sh.600330 |
69 | 11.00 | T+1 | 11.55 | T+1止盈(+5%) | +5.00% |
12.10
10.58 |
13.31
11.60 |
| 1805 | 2025-09-04 | 双百选股 |
三维通信 sz.002115 |
71 | 12.00 | T+1 | 11.52 | T+1止损(-4%) | -4.00% |
11.65
10.80 |
12.16
11.01 |
| 1806 | 2025-09-04 | 双百选股 |
亿纬锂能 sz.300014 |
82 | 66.68 | T+1 | 70.02 | T+1止盈(+5%) | +5.01% |
78.64
66.78 |
80.74
72.74 |
| 1807 | 2025-09-04 | 双百选股 |
中科电气 sz.300035 |
57 | 22.54 | T+1 | 23.67 | T+1止盈(+5%) | +5.01% |
25.00
21.70 |
24.28
22.80 |
| 1808 | 2025-09-04 | 双百选股 |
昆仑万维 sz.300418 |
67 | 43.50 | T+1 | 41.76 | T+1止损(-4%) | -4.00% |
42.80
38.58 |
41.10
39.68 |
| 1809 | 2025-09-03 | 双百选股 |
上海电力 sh.600021 |
74 | 19.24 | T+1 | 20.20 | T+1止盈(+5%) | +4.99% |
20.25
18.30 |
20.77
18.46 |
| 1810 | 2025-09-03 | 双百选股 |
万通发展 sh.600246 |
76 | 14.99 | T+1 | 14.39 | T+1止损(-4%) | -4.00% |
14.45
13.49 |
12.79
12.14 |
| 1811 | 2025-09-03 | 双百选股 |
亨通光电 sh.600487 |
52 | 20.90 | T+1 | 20.06 | T+1止损(-4%) | -4.02% |
21.68
18.82 |
20.17
19.29 |
| 1812 | 2025-09-03 | 双百选股 |
方正科技 sh.600601 |
62 | 9.12 | T+1 | 9.58 | T+1止盈(+5%) | +5.04% |
9.66
8.58 |
9.64
8.59 |
| 1813 | 2025-09-03 | 双百选股 |
浙江荣泰 sh.603119 |
62 | 89.78 | T+1 | 86.19 | T+1止损(-4%) | -4.00% |
88.36
80.80 |
83.00
76.16 |
| 1814 | 2025-09-03 | 双百选股 |
紫光股份 sz.000938 |
84 | 28.66 | T+1 | 27.51 | T+1止损(-4%) | -4.01% |
29.00
27.08 |
28.37
26.90 |
| 1815 | 2025-09-03 | 双百选股 |
国轩高科 sz.002074 |
88 | 42.04 | T+1 | 44.14 | T+1止盈(+5%) | +5.00% |
44.50
39.71 |
44.66
40.63 |
| 1816 | 2025-09-03 | 双百选股 |
三维通信 sz.002115 |
67 | 11.45 | T+1 | 12.02 | T+1止盈(+5%) | +4.98% |
12.49
10.31 |
11.65
10.80 |
| 1817 | 2025-09-03 | 双百选股 |
通富微电 sz.002156 |
85 | 35.36 | T+1 | 33.95 | T+1止损(-4%) | -3.99% |
34.88
31.82 |
32.50
30.26 |
| 1818 | 2025-09-03 | 双百选股 |
欣旺达 sz.300207 |
59 | 24.85 | T+1 | 26.09 | T+1止盈(+5%) | +4.99% |
26.93
24.62 |
30.24
24.85 |
| 1819 | 2025-09-03 | 双百选股 |
天孚通信 sz.300394 |
84 | 204.74 | T+1 | 196.55 | T+1止损(-4%) | -4.00% |
207.42
169.53 |
189.19
170.78 |
| 1820 | 2025-09-03 | 双百选股 |
新易盛 sz.300502 |
88 | 369.71 | T+1 | 388.20 | T+1止盈(+5%) | +5.00% |
393.71
309.00 |
354.00
310.00 |
| 1821 | 2025-09-02 | 双百选股 |
万通发展 sh.600246 |
74 | 14.25 | T+1 | 14.96 | T+1止盈(+5%) | +4.98% |
15.45
14.08 |
14.45
13.49 |
| 1822 | 2025-09-02 | 双百选股 |
太平洋 sh.601099 |
70 | 4.73 | T+1 | 4.54 | T+1止损(-4%) | -4.02% |
4.72
4.33 |
4.79
4.36 |
| 1823 | 2025-09-02 | 双百选股 |
长城军工 sh.601606 |
66 | 72.42 | T+1 | 76.04 | T+1止盈(+5%) | +5.00% |
77.07
65.18 |
61.99
58.66 |
| 1824 | 2025-09-02 | 双百选股 |
数据港 sh.603881 |
81 | 38.31 | T+1 | 36.78 | T+1止损(-4%) | -3.99% |
38.30
35.46 |
34.98
32.25 |
| 1825 | 2025-09-02 | 双百选股 |
中国稀土 sz.000831 |
86 | 61.56 | T+1 | 59.10 | T+1止损(-4%) | -4.00% |
61.17
56.20 |
56.80
51.45 |
| 1826 | 2025-09-02 | 双百选股 |
三花智控 sz.002050 |
73 | 32.93 | T+1 | 31.61 | T+1止损(-4%) | -4.00% |
32.90
30.81 |
31.55
29.12 |
| 1827 | 2025-09-02 | 双百选股 |
银之杰 sz.300085 |
67 | 59.00 | T+1 | 56.64 | T+1止损(-4%) | -4.00% |
58.88
50.80 |
52.86
49.00 |
| 1828 | 2025-09-02 | 双百选股 |
昆仑万维 sz.300418 |
77 | 43.47 | T+1 | 45.64 | T+1止盈(+5%) | +4.99% |
45.82
42.21 |
45.20
41.31 |
| 1829 | 2025-09-02 | 双百选股 |
捷佳伟创 sz.300724 |
64 | 110.50 | T+2 | 116.03 | T+2止盈(+5%) | +5.00% |
114.68
108.88 |
118.93
98.88 |
| 1830 | 2025-09-01 | 双百选股 |
中国巨石 sh.600176 |
58 | 16.13 | T+1 | 15.48 | T+1止损(-4%) | -4.01% |
15.97
14.80 |
14.92
14.51 |
| 1831 | 2025-09-01 | 双百选股 |
恒生电子 sh.600570 |
54 | 38.66 | T+1 | 37.11 | T+1止损(-4%) | -4.01% |
38.27
35.65 |
36.23
34.60 |
| 1832 | 2025-09-01 | 双百选股 |
卧龙电驱 sh.600580 |
51 | 33.87 | T+1 | 35.56 | T+1止盈(+5%) | +5.00% |
36.52
31.05 |
37.62
33.60 |
| 1833 | 2025-09-01 | 双百选股 |
长电科技 sh.600584 |
69 | 41.12 | T+1 | 39.48 | T+1止损(-4%) | -3.99% |
41.44
38.47 |
39.77
38.00 |
| 1834 | 2025-09-01 | 双百选股 |
方正科技 sh.600601 |
54 | 9.19 | T+1 | 8.82 | T+1止损(-4%) | -4.03% |
9.58
8.58 |
9.26
8.41 |
| 1835 | 2025-09-01 | 双百选股 |
海立股份 sh.600619 |
48 | 25.67 | T+1 | 26.95 | T+1止盈(+5%) | +4.99% |
27.50
25.01 |
26.02
23.90 |
| 1836 | 2025-09-01 | 双百选股 |
长城军工 sh.601606 |
71 | 70.70 | T+1 | 74.23 | T+1止盈(+5%) | +4.99% |
74.55
65.30 |
77.07
65.18 |
| 1837 | 2025-09-01 | 双百选股 |
中科曙光 sh.603019 |
82 | 92.07 | T+2 | 88.38 | T+2止损(-4%) | -4.00% |
95.40
88.93 |
90.05
85.94 |
| 1838 | 2025-09-01 | 双百选股 |
华友钴业 sh.603799 |
71 | 50.22 | T+1 | 48.21 | T+1止损(-4%) | -4.00% |
49.74
47.17 |
48.79
46.89 |
| 1839 | 2025-09-01 | 双百选股 |
中兴通讯 sz.000063 |
75 | 48.00 | T+1 | 46.08 | T+1止损(-4%) | -4.00% |
48.20
44.05 |
45.33
43.36 |
| 1840 | 2025-09-01 | 双百选股 |
紫光股份 sz.000938 |
71 | 29.09 | T+1 | 27.93 | T+1止损(-4%) | -3.99% |
29.00
27.21 |
30.15
27.38 |
| 1841 | 2025-09-01 | 双百选股 |
浪潮信息 sz.000977 |
70 | 68.93 | T+1 | 66.17 | T+1止损(-4%) | -4.00% |
68.65
63.61 |
65.50
62.23 |
| 1842 | 2025-09-01 | 双百选股 |
通富微电 sz.002156 |
81 | 34.88 | T+2 | 36.62 | T+2止盈(+5%) | +4.99% |
36.28
33.97 |
37.13
33.25 |
| 1843 | 2025-09-01 | 双百选股 |
岩山科技 sz.002195 |
90 | 8.88 | T+1 | 8.52 | T+1止损(-4%) | -4.05% |
8.97
8.17 |
9.10
8.06 |
| 1844 | 2025-09-01 | 双百选股 |
东山精密 sz.002384 |
72 | 68.82 | T+1 | 66.07 | T+1止损(-4%) | -4.00% |
71.50
62.40 |
66.31
62.13 |
| 1845 | 2025-09-01 | 双百选股 |
兴森科技 sz.002436 |
69 | 21.78 | T+1 | 20.91 | T+1止损(-4%) | -3.99% |
21.40
19.60 |
19.86
18.88 |
| 1846 | 2025-09-01 | 双百选股 |
长川科技 sz.300604 |
67 | 62.50 | T+1 | 60.00 | T+1止损(-4%) | -4.00% |
63.51
58.51 |
61.43
58.55 |
| 1847 | 2025-09-01 | 双百选股 |
中航成飞 sz.302132 |
56 | 105.59 | T+2 | 101.37 | T+2止损(-4%) | -4.00% |
109.80
101.45 |
107.88
90.00 |
| 1848 | 2025-08-29 | 双百选股 |
江淮汽车 sh.600418 |
60 | 54.45 | T+2 | 53.21 | T+2收盘卖出 | -2.28% |
55.01
53.21 |
54.98
52.82 |
| 1849 | 2025-08-29 | 双百选股 |
华友钴业 sh.603799 |
62 | 48.05 | T+2 | 47.78 | T+2收盘卖出 | -0.56% |
50.22
47.54 |
49.74
47.17 |
| 1850 | 2025-08-29 | 双百选股 |
瑞芯微 sh.603893 |
70 | 245.89 | T+1 | 236.06 | T+1止损(-4%) | -4.00% |
249.58
224.84 |
230.38
210.65 |