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
42
总交易次数
52.4%
胜率
+0.34%
平均收益率
15
T+1止盈
11
T+1止损
0
T+1收盘
7
T+2止盈
4
T+2止损
5
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 1 / 1 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） |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 2026-04-10 | MACD金叉 |
东山精密 sz.002384 |
94 | 143.55 | T+2 | 146.00 | T+2收盘卖出 | +1.71% |
149.68
143.61 |
149.01
143.51 |
| 2 | 2026-03-20 | MACD金叉 |
中际旭创 sz.300308 |
95 | 611.28 | T+1 | 586.83 | T+1止损(-4%) | -4.00% |
617.37
584.31 |
604.28
576.32 |
| 3 | 2026-03-11 | MACD金叉 |
阳光电源 sz.300274 |
92 | 170.92 | T+2 | 175.39 | T+2收盘卖出 | +2.62% |
173.77
168.40 |
181.99
174.86 |
| 4 | 2026-02-26 | MACD金叉 |
东山精密 sz.002384 |
69 | 85.89 | T+2 | 91.90 | T+2止盈(+7%) | +7.00% |
88.31
84.00 |
91.91
84.00 |
| 5 | 2026-02-26 | MACD金叉 |
英维克 sz.002837 |
71 | 113.70 | T+1 | 109.15 | T+1止损(-4%) | -4.00% |
110.50
107.31 |
112.72
105.03 |
| 6 | 2026-02-10 | MACD金叉 |
东方电气 sh.600875 |
49 | 31.17 | T+2 | 33.35 | T+2止盈(+7%) | +6.99% |
31.30
30.25 |
33.65
30.87 |
| 7 | 2026-01-09 | MACD金叉 |
雪人集团 sz.002639 |
63 | 24.57 | T+1 | 26.29 | T+1止盈(+7%) | +7.00% |
27.03
23.58 |
29.21
25.50 |
| 8 | 2026-01-05 | MACD金叉 |
贵州茅台 sh.600519 |
82 | 1426.00 | T+2 | 1423.36 | T+2收盘卖出 | -0.19% |
1436.97
1416.53 |
1435.00
1420.20 |
| 9 | 2026-01-05 | MACD金叉 |
胜宏科技 sz.300476 |
85 | 308.01 | T+2 | 306.01 | T+2收盘卖出 | -0.65% |
319.93
303.86 |
316.77
301.55 |
| 10 | 2026-01-05 | MACD金叉 |
江波龙 sz.301308 |
76 | 283.36 | T+2 | 303.20 | T+2止盈(+7%) | +7.00% |
295.53
273.28 |
326.16
288.88 |
| 11 | 2025-12-29 | MACD金叉 |
航天发展 sz.000547 |
75 | 30.98 | T+1 | 33.15 | T+1止盈(+7%) | +7.00% |
33.88
29.75 |
33.01
30.07 |
| 12 | 2025-12-26 | MACD金叉 |
中国铝业 sh.601600 |
52 | 11.84 | T+2 | 11.37 | T+2止损(-4%) | -3.97% |
11.94
11.41 |
12.12
11.12 |
| 13 | 2025-12-26 | MACD金叉 |
紫金矿业 sh.601899 |
74 | 33.53 | T+2 | 32.19 | T+2止损(-4%) | -4.00% |
34.30
32.58 |
33.48
31.53 |
| 14 | 2025-12-22 | MACD金叉 |
浪潮信息 sz.000977 |
60 | 64.39 | T+2 | 66.50 | T+2收盘卖出 | +3.28% |
65.70
64.30 |
67.05
64.61 |
| 15 | 2025-12-03 | MACD金叉 |
上海瀚讯 sz.300762 |
58 | 30.50 | T+2 | 32.64 | T+2止盈(+7%) | +7.02% |
32.60
29.55 |
34.50
30.89 |
| 16 | 2025-11-26 | MACD金叉 |
永鼎股份 sh.600105 |
65 | 17.29 | T+1 | 16.60 | T+1止损(-4%) | -3.99% |
17.39
16.50 |
17.00
16.07 |
| 17 | 2025-11-24 | MACD金叉 |
省广集团 sz.002400 |
52 | 9.73 | T+2 | 9.49 | T+2收盘卖出 | -2.45% |
10.24
9.69 |
9.89
9.42 |
| 18 | 2025-11-12 | MACD金叉 |
农业银行 sh.601288 |
53 | 8.46 | T+2 | 8.37 | T+2收盘卖出 | -1.02% |
8.48
8.29 |
8.55
8.34 |
| 19 | 2025-11-04 | MACD金叉 |
招商银行 sh.600036 |
56 | 41.93 | T+2 | 41.27 | T+2收盘卖出 | -1.57% |
42.38
41.67 |
41.81
41.24 |
| 20 | 2025-11-04 | MACD金叉 |
特变电工 sh.600089 |
74 | 21.92 | T+1 | 23.45 | T+1止盈(+7%) | +6.98% |
24.11
21.41 |
26.52
24.86 |
| 21 | 2025-10-30 | MACD金叉 |
天齐锂业 sz.002466 |
70 | 55.68 | T+1 | 53.45 | T+1止损(-4%) | -4.01% |
56.92
53.40 |
54.41
52.10 |
| 22 | 2025-10-29 | MACD金叉 |
阳光电源 sz.300274 |
95 | 191.49 | T+2 | 189.80 | T+2收盘卖出 | -0.88% |
203.88
192.31 |
203.38
187.49 |
| 23 | 2025-10-28 | MACD金叉 |
三花智控 sz.002050 |
68 | 52.49 | T+2 | 51.11 | T+2收盘卖出 | -2.64% |
53.26
51.59 |
53.13
50.96 |
| 24 | 2025-09-25 | MACD金叉 |
通富微电 sz.002156 |
83 | 38.80 | T+2 | 38.18 | T+2收盘卖出 | -1.60% |
39.00
37.71 |
38.70
37.56 |
| 25 | 2025-09-25 | MACD金叉 |
领益智造 sz.002600 |
51 | 15.90 | T+1 | 15.26 | T+1止损(-4%) | -4.02% |
15.85
14.68 |
16.16
15.00 |
| 26 | 2025-09-25 | MACD金叉 |
昆仑万维 sz.300418 |
76 | 48.77 | T+1 | 46.82 | T+1止损(-4%) | -4.00% |
48.49
45.05 |
46.10
44.10 |
| 27 | 2025-09-23 | MACD金叉 |
英维克 sz.002837 |
89 | 82.70 | T+1 | 79.39 | T+1止损(-4%) | -4.00% |
80.99
77.50 |
86.91
79.23 |
| 28 | 2025-09-22 | MACD金叉 |
张江高科 sh.600895 |
58 | 41.90 | T+1 | 44.83 | T+1止盈(+7%) | +7.00% |
46.09
40.83 |
50.70
46.11 |
| 29 | 2025-08-21 | MACD金叉 |
中国稀土 sz.000831 |
50 | 47.36 | T+2 | 50.68 | T+2止盈(+7%) | +7.01% |
48.73
46.57 |
51.50
48.10 |
| 30 | 2025-08-21 | MACD金叉 |
北方华创 sz.002371 |
83 | 360.98 | T+1 | 386.25 | T+1止盈(+7%) | +7.00% |
389.03
360.62 |
402.57
374.79 |
| 31 | 2025-08-18 | MACD金叉 |
天风证券 sh.601162 |
59 | 5.80 | T+2 | 5.57 | T+2止损(-4%) | -3.97% |
5.88
5.60 |
5.73
5.53 |
| 32 | 2025-08-18 | MACD金叉 |
中兴通讯 sz.000063 |
73 | 38.31 | T+2 | 39.94 | T+2收盘卖出 | +4.25% |
38.17
37.37 |
40.39
37.42 |
| 33 | 2025-08-18 | MACD金叉 |
指南针 sz.300803 |
89 | 125.87 | T+2 | 120.83 | T+2止损(-4%) | -4.00% |
129.00
122.91 |
127.09
120.59 |
| 34 | 2025-08-15 | MACD金叉 |
上海电气 sh.601727 |
63 | 8.78 | T+2 | 8.64 | T+2收盘卖出 | -1.59% |
8.90
8.66 |
8.78
8.60 |
| 35 | 2025-08-14 | MACD金叉 |
长城证券 sz.002939 |
52 | 10.87 | T+1 | 11.63 | T+1止盈(+7%) | +6.97% |
11.96
10.64 |
13.16
12.47 |
| 36 | 2025-08-13 | MACD金叉 |
中国长城 sz.000066 |
66 | 17.50 | T+1 | 18.73 | T+1止盈(+7%) | +7.03% |
19.16
17.50 |
18.35
17.65 |
| 37 | 2025-08-13 | MACD金叉 |
每日互动 sz.300766 |
78 | 44.01 | T+1 | 42.25 | T+1止损(-4%) | -4.00% |
44.71
41.81 |
44.49
41.83 |
| 38 | 2025-08-06 | MACD金叉 |
中国船舶 sh.600150 |
80 | 38.51 | T+2 | 38.99 | T+2收盘卖出 | +1.25% |
40.10
38.12 |
39.99
38.30 |
| 39 | 2025-08-04 | MACD金叉 |
翰宇药业 sz.300199 |
69 | 24.32 | T+1 | 26.02 | T+1止盈(+7%) | +6.99% |
27.67
24.96 |
25.97
23.34 |
| 40 | 2025-07-28 | MACD金叉 |
光迅科技 sz.002281 |
74 | 52.58 | T+2 | 51.70 | T+2收盘卖出 | -1.67% |
52.63
51.38 |
52.95
51.00 |
| 41 | 2025-07-28 | MACD金叉 |
硕贝德 sz.300322 |
60 | 18.90 | T+1 | 18.14 | T+1止损(-4%) | -4.02% |
19.07
17.69 |
19.29
18.10 |
| 42 | 2025-07-23 | MACD金叉 |
同花顺 sz.300033 |
71 | 201.91 | T+2 | 203.04 | T+2收盘卖出 | +0.56% |
207.63
198.46 |
208.13
202.43 |