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 |
交易明细
第 3 / 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） |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 101 | 2025-08-13 | support-break-consolidation |
东方财富 sz.300059 |
83 | 24.46 | T+2 | 25.19 | T+2止盈(+3%) | +2.99% |
24.97
24.23 |
27.07
24.17 |
| 102 | 2025-08-11 | support-break-consolidation |
蓝思科技 sz.300433 |
69 | 24.18 | T+2 | 24.32 | T+2收盘卖出 | +0.58% |
24.27
23.87 |
24.52
23.92 |
| 103 | 2025-08-06 | support-break-consolidation |
长盈精密 sz.300115 |
55 | 24.14 | T+2 | 24.86 | T+2止盈(+3%) | +2.98% |
24.30
23.55 |
25.65
23.29 |
| 104 | 2025-08-01 | support-break-consolidation |
蓝色光标 sz.300058 |
56 | 7.18 | T+1 | 6.96 | T+1止损(-3%) | -3.06% |
7.17
6.95 |
7.15
6.98 |
| 105 | 2025-07-31 | support-break-consolidation |
长盈精密 sz.300115 |
80 | 22.72 | T+2 | 22.50 | T+2收盘卖出 | -0.97% |
22.89
22.14 |
22.55
22.15 |
| 106 | 2025-07-30 | support-break-consolidation |
兆易创新 sh.603986 |
77 | 123.99 | T+2 | 120.27 | T+2止损(-3%) | -3.00% |
126.80
120.28 |
122.10
117.09 |
| 107 | 2025-07-30 | support-break-consolidation |
光线传媒 sz.300251 |
91 | 20.55 | T+1 | 19.93 | T+1止损(-3%) | -3.02% |
20.44
19.70 |
20.33
19.71 |
| 108 | 2025-07-30 | support-break-consolidation |
迈瑞医疗 sz.300760 |
63 | 235.09 | T+1 | 228.04 | T+1止损(-3%) | -3.00% |
235.13
227.22 |
230.63
223.28 |
| 109 | 2025-07-29 | support-break-consolidation |
贝因美 sz.002570 |
70 | 6.72 | T+1 | 6.92 | T+1止盈(+3%) | +2.98% |
7.39
6.59 |
8.07
7.25 |
| 110 | 2025-07-29 | support-break-consolidation |
孩子王 sz.301078 |
76 | 13.67 | T+1 | 14.08 | T+1止盈(+3%) | +3.01% |
14.63
13.14 |
13.95
13.38 |
| 111 | 2025-07-25 | support-break-consolidation |
岩山科技 sz.002195 |
71 | 5.88 | T+2 | 5.77 | T+2收盘卖出 | -1.87% |
6.01
5.81 |
5.94
5.72 |
| 112 | 2025-07-25 | support-break-consolidation |
科大讯飞 sz.002230 |
86 | 50.19 | T+2 | 48.68 | T+2止损(-3%) | -3.01% |
50.18
49.00 |
49.29
48.35 |
| 113 | 2025-07-24 | support-break-consolidation |
铁建重工 sh.688425 |
64 | 7.62 | T+1 | 7.39 | T+1止损(-3%) | -2.96% |
7.30
6.47 |
6.66
6.32 |
| 114 | 2025-07-22 | support-break-consolidation |
万华化学 sh.600309 |
62 | 63.05 | T+2 | 62.51 | T+2收盘卖出 | -0.86% |
63.28
61.66 |
62.71
61.24 |
| 115 | 2025-07-22 | support-break-consolidation |
国电南瑞 sh.600406 |
81 | 23.48 | T+1 | 22.78 | T+1止损(-3%) | -3.00% |
23.83
22.38 |
22.40
22.10 |
| 116 | 2025-07-22 | support-break-consolidation |
歌尔股份 sz.002241 |
81 | 23.69 | T+2 | 23.71 | T+2收盘卖出 | +0.09% |
24.08
23.34 |
23.93
23.51 |