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
116
总交易次数
43.1%
胜率
-0.48%
平均收益率
33
T+1止盈
41
T+1止损
0
T+1收盘
6
T+2止盈
16
T+2止损
20
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
共 116 条记录
交易明细
第 1 / 3 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 2026-04-27 support-break-consolidation 华泰柏瑞中证韩交所中韩半导体ETF(QDII)
sh.513310 		57 4.23 T+1 4.35 T+1止盈(+3%) +2.93% 4.48
4.19 		4.24
4.14
2 2026-04-27 support-break-consolidation 中微公司
sh.688012 		62 352.01 T+1 362.57 T+1止盈(+3%) +3.00% 373.11
353.01 		364.00
349.53
3 2026-04-24 support-break-consolidation 中芯国际
sh.688981 		59 110.96 T+1 114.29 T+1止盈(+3%) +3.00% 117.69
112.60 		117.64
113.02
4 2026-04-24 support-break-consolidation 拓维信息
sz.002261 		63 39.48 T+1 38.30 T+1止损(-3%) -2.99% 39.78
38.15 		37.00
34.47
5 2026-04-22 support-break-consolidation 中天科技
sh.600522 		53 34.82 T+1 33.78 T+1止损(-3%) -2.99% 35.04
33.20 		34.50
32.58
6 2026-04-22 support-break-consolidation 中兴通讯
sz.000063 		79 37.34 T+2 36.22 T+2止损(-3%) -3.00% 37.58
36.50 		37.10
35.95
7 2026-04-21 support-break-consolidation 中国卫星
sh.600118 		62 100.20 T+1 97.19 T+1止损(-3%) -3.00% 98.00
91.96 		105.00
96.16
8 2026-04-17 support-break-consolidation 华胜天成
sh.600410 		70 28.94 T+1 29.81 T+1止盈(+3%) +3.01% 29.88
28.82 		28.85
27.62
9 2026-04-17 support-break-consolidation 晶科科技
sh.601778 		58 6.91 T+1 6.70 T+1止损(-3%) -3.04% 6.86
6.38 		6.45
5.97
10 2026-04-13 support-break-consolidation 包钢股份
sh.600010 		66 2.98 T+1 2.89 T+1止损(-3%) -3.02% 2.97
2.80 		2.91
2.82
11 2026-04-10 support-break-consolidation 立讯精密
sz.002475 		71 58.18 T+2 59.93 T+2止盈(+3%) +3.01% 59.52
57.50 		60.65
58.55
12 2026-04-09 support-break-consolidation 烽火通信
sh.600498 		52 54.95 T+1 53.30 T+1止损(-3%) -3.00% 54.80
51.70 		51.70
48.75
13 2026-04-09 support-break-consolidation 立讯精密
sz.002475 		75 55.09 T+1 56.74 T+1止盈(+3%) +3.00% 59.18
54.90 		59.52
57.50
14 2026-04-09 support-break-consolidation 天孚通信
sz.300394 		67 346.90 T+1 357.31 T+1止盈(+3%) +3.00% 365.05
341.40 		357.29
341.00
15 2026-04-08 support-break-consolidation 工业富联
sh.601138 		69 56.61 T+1 54.91 T+1止损(-3%) -3.00% 55.81
54.80 		57.27
55.33
16 2026-04-08 support-break-consolidation 立讯精密
sz.002475 		75 52.27 T+1 53.84 T+1止盈(+3%) +3.00% 55.78
51.30 		59.18
54.90
17 2026-04-01 support-break-consolidation 广发中证香港创新药(QDII-ETF)
sh.513120 		64 1.30 T+2 1.28 T+2收盘卖出 -1.77% 1.33
1.28 		1.31
1.28
18 2026-04-01 support-break-consolidation 药明康德
sh.603259 		66 103.81 T+2 100.70 T+2止损(-3%) -3.00% 104.60
102.28 		101.35
98.84
19 2026-03-20 support-break-consolidation 隆基绿能
sh.601012 		78 18.99 T+2 18.42 T+2止损(-3%) -3.00% 19.40
18.69 		19.20
17.77
20 2026-03-20 support-break-consolidation 新易盛
sz.300502 		57 477.05 T+1 462.74 T+1止损(-3%) -3.00% 477.87
453.00 		468.33
438.00
21 2026-03-12 support-break-consolidation 中国电建
sh.601669 		59 6.54 T+1 6.74 T+1止盈(+3%) +3.06% 7.19
6.76 		7.13
6.47
22 2026-03-11 support-break-consolidation 中国电建
sh.601669 		57 6.38 T+1 6.57 T+1止盈(+3%) +2.98% 6.65
6.25 		7.19
6.76
23 2026-03-11 support-break-consolidation 宁德时代
sz.300750 		65 390.67 T+2 390.87 T+2收盘卖出 +0.05% 394.71
386.64 		397.75
387.72
24 2026-03-10 support-break-consolidation 宁德时代
sz.300750 		74 370.49 T+1 381.61 T+1止盈(+3%) +3.00% 397.32
373.13 		394.71
386.64
25 2026-03-06 support-break-consolidation 航天发展
sz.000547 		63 32.66 T+1 31.68 T+1止损(-3%) -3.00% 33.32
31.30 		34.30
32.12
26 2026-02-27 support-break-consolidation 海光信息
sh.688041 		74 261.10 T+2 253.27 T+2止损(-3%) -3.00% 265.00
254.75 		258.00
240.00
27 2026-02-11 support-break-consolidation 北方稀土
sh.600111 		63 56.31 T+1 58.00 T+1止盈(+3%) +3.00% 58.00
55.88 		57.10
54.68
28 2026-02-09 support-break-consolidation 隆基绿能
sh.601012 		69 19.18 T+2 18.60 T+2止损(-3%) -3.02% 19.28
18.77 		18.99
18.55
29 2026-01-30 support-break-consolidation 英维克
sz.002837 		65 106.99 T+1 103.78 T+1止损(-3%) -3.00% 109.90
103.51 		110.00
101.11
30 2026-01-28 support-break-consolidation 中芯国际
sh.688981 		77 128.55 T+1 124.69 T+1止损(-3%) -3.00% 127.81
122.16 		124.94
120.07
31 2026-01-22 support-break-consolidation 中际旭创
sz.300308 		76 620.27 T+1 601.66 T+1止损(-3%) -3.00% 614.27
579.47 		597.29
571.33
32 2026-01-21 support-break-consolidation 中科曙光
sh.603019 		61 98.15 T+1 101.09 T+1止盈(+3%) +3.00% 102.80
96.32 		96.87
94.42
33 2026-01-13 support-break-consolidation 中文在线
sz.300364 		61 37.02 T+1 38.13 T+1止盈(+3%) +3.00% 42.50
35.15 		38.37
35.15
34 2026-01-12 support-break-consolidation 中兴通讯
sz.000063 		64 42.44 T+1 41.17 T+1止损(-3%) -2.99% 42.44
40.02 		41.42
39.98
35 2026-01-07 support-break-consolidation 北方稀土
sh.600111 		66 50.50 T+1 48.98 T+1止损(-3%) -3.01% 49.77
48.32 		50.17
48.33
36 2026-01-06 support-break-consolidation 东方财富
sz.300059 		78 24.99 T+1 24.24 T+1止损(-3%) -2.98% 24.85
24.14 		24.17
23.75
37 2025-12-30 support-break-consolidation 寒武纪
sh.688256 		69 1415.80 T+1 1373.33 T+1止损(-3%) -3.00% 1432.00
1348.16 		1403.48
1346.78
38 2025-12-29 support-break-consolidation 寒武纪
sh.688256 		75 1358.50 T+1 1399.26 T+1止盈(+3%) +3.00% 1439.00
1358.88 		1432.00
1348.16
39 2025-12-26 support-break-consolidation 中国铝业
sh.601600 		61 11.84 T+1 11.48 T+1止损(-3%) -3.04% 11.94
11.41 		12.12
11.12
40 2025-12-26 support-break-consolidation 比亚迪
sz.002594 		91 100.01 T+2 99.75 T+2收盘卖出 -0.26% 101.30
99.60 		100.15
98.74
41 2025-12-19 support-break-consolidation 亨通光电
sh.600487 		65 23.76 T+1 24.47 T+1止盈(+3%) +2.99% 26.14
24.25 		26.68
25.56
42 2025-12-18 support-break-consolidation 亨通光电
sh.600487 		70 22.60 T+1 23.28 T+1止盈(+3%) +3.01% 24.29
22.50 		26.14
24.25
43 2025-12-17 support-break-consolidation 指南针
sz.300803 		73 134.55 T+1 130.52 T+1止损(-3%) -3.00% 133.74
129.11 		133.89
128.72
44 2025-12-12 support-break-consolidation 特变电工
sh.600089 		79 23.81 T+2 23.10 T+2止损(-3%) -2.98% 24.29
23.11 		23.00
21.90
45 2025-12-12 support-break-consolidation 中国平安
sh.601318 		67 63.91 T+1 65.83 T+1止盈(+3%) +3.00% 67.44
63.52 		68.11
66.16
46 2025-12-11 support-break-consolidation 方正科技
sh.600601 		74 12.52 T+1 12.14 T+1止损(-3%) -3.04% 12.49
11.81 		12.26
11.90
47 2025-12-11 support-break-consolidation 蓝思科技
sz.300433 		84 30.65 T+1 29.73 T+1止损(-3%) -3.00% 30.40
29.03 		29.82
28.95
48 2025-12-09 support-break-consolidation 航天科技
sz.000901 		66 24.82 T+1 24.08 T+1止损(-3%) -2.98% 24.84
23.40 		23.89
22.60
49 2025-12-08 support-break-consolidation 中国平安
sh.601318 		73 63.40 T+2 62.55 T+2收盘卖出 -1.34% 63.69
62.42 		63.06
62.13
50 2025-12-08 support-break-consolidation 兴业证券
sh.601377 		73 7.65 T+1 7.42 T+1止损(-3%) -2.98% 7.55
7.17 		7.31
7.07