策略名及参数：开盘买入_持仓5天_持股2只_单日限买1只_按【离最近的短期支撑幅度】降序筛选_不止盈_不止损
回测区间：20250101 - 20251231
信号总数：45851
佣金费率：万分之二
印花税：千分之一
累计净值：6.07
年化收益：513.10%
最大回撤-21.03%
最大回撤开始时间：2025-11-19
最大回撤结束时间：2025-12-15
年化收益/回撤比：24.4
盈利次数：51
亏损次数：47
触发止盈次数：0
触发止损次数：0
每笔平均盈亏：4.34%
单笔最大盈利：42.63%
单笔最大亏损-18.52%
胜率：52.04%
平均盈利/平均亏损：2.08
| 交易日期 | 股票代码 | 股票名称 | 收涨跌幅 | 当日开盘涨跌幅 | 当日盈亏比率 | 买入日期 | 卖出日期 | 买入价格 | 卖出价格 | 单只仓位 | 单只盈亏比率 | 累计净值 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20250103 | sz000681 | 视觉中国 | -5.45% | 0.05% | -5.50% | 2025-01-03 | 2025-01-09 | 21.4743 | 21.88 | 0.5 | 1.77% | 1.0088 |
| 20250106 | sz300718 | 长盛轴承 | -17.36% | -10.50% | -6.86% | 2025-01-06 | 2025-01-10 | 32.5865 | 33.47 | 0.5 | 2.59% | 1.0219 |
| 20250110 | sz002265 | 建设工业 | 10.00% | 2.47% | 7.53% | 2025-01-10 | 2025-01-16 | 29.0158 | 30.52 | 0.5 | 5.06% | 1.0478 |
| 20250113 | sz300493 | 润欣科技 | -4.22% | -2.88% | -1.34% | 2025-01-13 | 2025-01-17 | 28.9758 | 31.57 | 0.5 | 8.83% | 1.0941 |
| 20250117 | sz002765 | 蓝黛科技 | -8.02% | -3.96% | -4.06% | 2025-01-17 | 2025-01-23 | 10.4221 | 9.94 | 0.5 | -4.75% | 1.0681 |
| 20250120 | sz300718 | 长盛轴承 | 20.01% | 1.78% | 18.23% | 2025-01-20 | 2025-01-24 | 40.3181 | 57.01 | 0.5 | 41.28% | 1.2886 |
| 20250124 | sz002076 | 星光股份 | -5.41% | -3.13% | -2.28% | 2025-01-24 | 2025-02-07 | 3.4007 | 3.3 | 0.5 | -3.08% | 1.2687 |
| 20250127 | sh603063 | 禾望电气 | -9.38% | -5.02% | -4.36% | 2025-01-27 | 2025-02-10 | 32.9966 | 29.42 | 0.5 | -10.96% | 1.1992 |
| 20250210 | sz002979 | 雷赛智能 | -0.20% | -1.16% | 0.96% | 2025-02-10 | 2025-02-14 | 38.9378 | 40.41 | 0.5 | 3.66% | 1.2211 |
| 20250211 | sh600397 | 安源煤业 | 0.65% | -0.22% | 0.87% | 2025-02-11 | 2025-02-17 | 4.6009 | 5.18 | 0.5 | 12.47% | 1.2973 |
| 20250217 | sz300166 | 东方国信 | -5.82% | 2.46% | -8.28% | 2025-02-17 | 2025-02-21 | 13.7327 | 13.38 | 0.5 | -2.69% | 1.2798 |
| 20250218 | sz002896 | 中大力德 | 3.24% | -4.24% | 7.48% | 2025-02-18 | 2025-02-24 | 52.1704 | 67.42 | 0.5 | 29.11% | 1.4661 |
| 20250224 | sh600397 | 安源煤业 | -6.22% | -2.56% | -3.66% | 2025-02-24 | 2025-02-28 | 5.3311 | 5.06 | 0.5 | -5.21% | 1.4279 |
| 20250225 | sz301220 | 亚香股份 | 2.19% | -2.03% | 4.22% | 2025-02-25 | 2025-03-03 | 56.8214 | 56.37 | 0.5 | -0.91% | 1.4214 |
| 20250303 | sz001309 | 德明利 | -10.00% | -1.02% | -8.98% | 2025-03-03 | 2025-03-07 | 111.0622 | 110.15 | 0.5 | -0.94% | 1.4147 |
| 20250304 | sh600397 | 安源煤业 | -1.53% | -1.15% | -0.38% | 2025-03-04 | 2025-03-10 | 5.181 | 5.48 | 0.5 | 5.65% | 1.4547 |
| 20250310 | sz301160 | 翔楼新材 | -6.06% | 0.10% | -6.16% | 2025-03-10 | 2025-03-14 | 66.3033 | 70.7 | 0.5 | 6.51% | 1.5021 |
| 20250311 | sz003010 | 若羽臣 | 8.19% | -4.36% | 12.55% | 2025-03-11 | 2025-03-17 | 19.0838 | 20.74 | 0.5 | 8.56% | 1.5663 |
| 20250317 | sz301220 | 亚香股份 | 3.19% | -1.80% | 4.99% | 2025-03-17 | 2025-03-21 | 52.7806 | 55.73 | 0.5 | 5.47% | 1.6092 |
| 20250318 | sz301225 | 恒勃股份 | -4.39% | -2.55% | -1.84% | 2025-03-18 | 2025-03-24 | 46.3693 | 42.07 | 0.5 | -9.39% | 1.5336 |
| 20250324 | sh600397 | 安源煤业 | 6.39% | -1.37% | 7.76% | 2025-03-24 | 2025-03-28 | 6.4813 | 6.73 | 0.5 | 3.72% | 1.5621 |
| 20250325 | sz003010 | 若羽臣 | -0.62% | 0.47% | -1.09% | 2025-03-25 | 2025-03-31 | 20.6441 | 22.38 | 0.5 | 8.29% | 1.6268 |
| 20250331 | sz003043 | 华亚智能 | -5.46% | -5.95% | 0.49% | 2025-03-31 | 2025-04-07 | 33.6767 | 33.82 | 0.5 | 0.31% | 1.6293 |
| 20250401 | sz301396 | 宏景科技 | 3.64% | 2.31% | 1.33% | 2025-04-01 | 2025-04-08 | 69.1738 | 56.89 | 0.5 | -17.88% | 1.4837 |
| 20250408 | sh601579 | 会稽山 | -0.65% | -2.03% | 1.38% | 2025-04-08 | 2025-04-14 | 11.8724 | 12.41 | 0.5 | 4.41% | 1.5164 |
| 20250409 | sz300810 | 中科海讯 | 20.00% | -2.91% | 22.91% | 2025-04-09 | 2025-04-15 | 29.996 | 37.22 | 0.5 | 23.96% | 1.6981 |
| 20250415 | sz301016 | 雷尔伟 | -6.66% | -2.43% | -4.23% | 2025-04-15 | 2025-04-21 | 20.124 | 17.28 | 0.5 | -14.25% | 1.5771 |
| 20250416 | sz000722 | 湖南发展 | -5.06% | -1.03% | -4.03% | 2025-04-16 | 2025-04-22 | 12.4725 | 12.24 | 0.5 | -1.98% | 1.5614 |
| 20250422 | sz002743 | 富煌钢构 | 2.46% | 1.16% | 1.30% | 2025-04-22 | 2025-04-28 | 6.9814 | 6.93 | 0.5 | -0.86% | 1.5547 |
| 20250423 | sz301225 | 恒勃股份 | 20.00% | -3.56% | 23.56% | 2025-04-23 | 2025-04-29 | 41.2783 | 55.12 | 0.5 | 33.41% | 1.8145 |
| 20250429 | sh603121 | 华培动力 | 2.92% | 0.17% | 2.75% | 2025-04-29 | 2025-05-08 | 22.7646 | 24.62 | 0.5 | 8.03% | 1.8873 |
| 20250430 | sh603790 | 雅运股份 | -0.59% | 0.00% | -0.59% | 2025-04-30 | 2025-05-09 | 18.6037 | 17.95 | 0.5 | -3.63% | 1.853 |
| 20250509 | sz301225 | 恒勃股份 | 4.06% | -2.60% | 6.66% | 2025-05-09 | 2025-05-15 | 59.992 | 60.79 | 0.5 | 1.21% | 1.8642 |
| 20250512 | sz002392 | 北京利尔 | -0.71% | 0.85% | -1.56% | 2025-05-12 | 2025-05-16 | 7.1114 | 6.15 | 0.5 | -13.64% | 1.7371 |
| 20250516 | sz300399 | 天利科技 | 3.29% | -1.53% | 4.82% | 2025-05-16 | 2025-05-22 | 25.115 | 25.98 | 0.5 | 3.32% | 1.766 |
| 20250519 | sz301076 | 新瀚新材 | -3.72% | -0.09% | -3.63% | 2025-05-19 | 2025-05-23 | 32.5065 | 30.32 | 0.5 | -6.85% | 1.7055 |
| 20250523 | sh600735 | 新华锦 | -1.35% | -0.98% | -0.37% | 2025-05-23 | 2025-05-29 | 8.0916 | 8.09 | 0.5 | -0.14% | 1.7043 |
| 20250526 | sz301225 | 恒勃股份 | -4.19% | -2.56% | -1.63% | 2025-05-26 | 2025-05-30 | 56.7213 | 70.4 | 0.5 | 24.00% | 1.9088 |
| 20250530 | sh600105 | 永鼎股份 | -5.38% | 1.26% | -6.64% | 2025-05-30 | 2025-06-06 | 8.7718 | 8.08 | 0.5 | -8.01% | 1.8324 |
| 20250603 | sz002565 | 顺灏股份 | 9.98% | 0.93% | 9.05% | 2025-06-03 | 2025-06-09 | 4.3109 | 5.17 | 0.5 | 19.81% | 2.0139 |
| 20250609 | sz300804 | 广康生化 | 20.00% | -0.53% | 20.53% | 2025-06-09 | 2025-06-13 | 47.0094 | 57.92 | 0.5 | 23.09% | 2.2464 |
| 20250610 | sz002651 | 利君股份 | -5.67% | 0.99% | -6.66% | 2025-06-10 | 2025-06-16 | 12.2224 | 12.02 | 0.5 | -1.78% | 2.2264 |
| 20250616 | sz300468 | 四方精创 | 19.99% | 5.14% | 14.85% | 2025-06-16 | 2025-06-20 | 32.1464 | 39.51 | 0.5 | 22.79% | 2.4801 |
| 20250617 | sz300804 | 广康生化 | -6.88% | -3.49% | -3.39% | 2025-06-17 | 2025-06-23 | 61.3223 | 66.3 | 0.5 | 8.00% | 2.5793 |
| 20250623 | sh603306 | XD华懋科 | -1.78% | -1.74% | -0.04% | 2025-06-23 | 2025-06-27 | 43.0286 | 43.37 | 0.5 | 0.67% | 2.588 |
| 20250624 | sz300804 | 广康生化 | -6.49% | -4.22% | -2.27% | 2025-06-24 | 2025-06-30 | 63.5127 | 52.47 | 0.5 | -17.51% | 2.3614 |
| 20250630 | sz300255 | 常山药业 | 0.60% | 0.15% | 0.45% | 2025-06-30 | 2025-07-04 | 46.4093 | 46.71 | 0.5 | 0.53% | 2.3677 |
| 20250701 | sh603226 | 菲林格尔 | 0.97% | 0.00% | 0.97% | 2025-07-01 | 2025-07-07 | 13.3727 | 12.64 | 0.5 | -5.60% | 2.3014 |
| 20250707 | sz002104 | 恒宝股份 | 4.59% | 0.81% | 3.78% | 2025-07-07 | 2025-07-11 | 19.994 | 24.02 | 0.5 | 20.02% | 2.5317 |
| 20250708 | sz301357 | 北方长龙 | 1.04% | -0.27% | 1.31% | 2025-07-08 | 2025-07-14 | 83.7768 | 77.26 | 0.5 | -7.90% | 2.4317 |
| 20250714 | sh603226 | 菲林格尔 | 2.20% | 0.00% | 2.20% | 2025-07-14 | 2025-07-18 | 12.7025 | 13.15 | 0.5 | 3.40% | 2.4731 |
| 20250715 | sz002104 | 恒宝股份 | 1.89% | -0.95% | 2.84% | 2025-07-15 | 2025-07-21 | 21.9944 | 21.44 | 0.5 | -2.64% | 2.4404 |
| 20250721 | sz002490 | 山东墨龙 | 0.90% | 0.00% | 0.90% | 2025-07-21 | 2025-07-25 | 5.5511 | 5.48 | 0.5 | -1.40% | 2.4233 |
| 20250722 | sz300436 | 广生堂 | -5.51% | -2.55% | -2.96% | 2025-07-22 | 2025-07-28 | 71.6343 | 85.27 | 0.5 | 18.92% | 2.6525 |
| 20250728 | sz300804 | 广康生化 | -1.35% | 0.33% | -1.68% | 2025-07-28 | 2025-08-01 | 46.0292 | 42.03 | 0.5 | -8.81% | 2.5357 |
| 20250729 | sz300436 | 广生堂 | 8.18% | -0.69% | 8.87% | 2025-07-29 | 2025-08-04 | 84.7069 | 120.92 | 0.5 | 42.63% | 3.0762 |
| 20250804 | sh603716 | 塞力医疗 | -6.99% | -1.85% | -5.14% | 2025-08-04 | 2025-08-08 | 31.3063 | 27.6 | 0.5 | -11.96% | 2.8923 |
| 20250805 | sh603226 | 菲林格尔 | 5.42% | 0.05% | 5.37% | 2025-08-05 | 2025-08-11 | 19.3839 | 22.17 | 0.5 | 14.25% | 3.0984 |
| 20250811 | sh601869 | 长飞光纤 | -1.47% | -1.29% | -0.18% | 2025-08-11 | 2025-08-15 | 54.801 | 53.03 | 0.5 | -3.35% | 3.0465 |
| 20250812 | sz300436 | 广生堂 | 1.81% | -1.44% | 3.25% | 2025-08-12 | 2025-08-18 | 130.9462 | 172.26 | 0.5 | 31.43% | 3.5252 |
| 20250818 | sh603367 | 辰欣药业 | -2.25% | -0.03% | -2.22% | 2025-08-18 | 2025-08-22 | 33.4267 | 28.37 | 0.5 | -15.25% | 3.2565 |
| 20250819 | sh600513 | 联环药业 | 6.08% | -1.01% | 7.09% | 2025-08-19 | 2025-08-25 | 27.4955 | 25.31 | 0.5 | -8.07% | 3.1251 |
| 20250825 | sz002402 | 和而泰 | 9.99% | 8.00% | 1.99% | 2025-08-25 | 2025-08-29 | 39.0178 | 40.71 | 0.5 | 4.22% | 3.191 |
| 20250826 | sz300620 | 光库科技 | -3.52% | -1.36% | -2.16% | 2025-08-26 | 2025-09-01 | 91.0282 | 110.57 | 0.5 | 21.35% | 3.5316 |
| 20250901 | sz002402 | 和而泰 | -1.79% | 0.81% | -2.60% | 2025-09-01 | 2025-09-05 | 41.0482 | 35.5 | 0.5 | -13.64% | 3.2908 |
| 20250902 | sz300584 | 海辰药业 | 7.22% | -0.59% | 7.81% | 2025-09-02 | 2025-09-08 | 63.5327 | 77.9 | 0.5 | 22.49% | 3.6609 |
| 20250908 | sh603256 | 宏和科技 | -3.26% | 0.14% | -3.40% | 2025-09-08 | 2025-09-12 | 36.4973 | 39.64 | 0.5 | 8.49% | 3.8163 |
| 20250909 | sh603626 | 科森科技 | 5.12% | -0.98% | 6.10% | 2025-09-09 | 2025-09-15 | 15.093 | 13.3 | 0.5 | -12.00% | 3.5874 |
| 20250915 | sz002074 | 国轩高科 | -2.67% | 0.02% | -2.69% | 2025-09-15 | 2025-09-19 | 47.2394 | 43.9 | 0.5 | -7.19% | 3.4584 |
| 20250916 | sh603363 | 傲农生物 | -4.30% | 2.65% | -6.95% | 2025-09-16 | 2025-09-22 | 6.2012 | 5.29 | 0.5 | -14.81% | 3.2023 |
| 20250922 | sh600580 | 卧龙电驱 | 1.57% | -1.86% | 3.43% | 2025-09-22 | 2025-09-26 | 50.06 | 46.61 | 0.5 | -7.01% | 3.09 |
| 20250923 | sh603019 | 中科曙光 | -2.37% | 0.42% | -2.79% | 2025-09-23 | 2025-09-29 | 118.0236 | 120.55 | 0.5 | 2.02% | 3.1212 |
| 20250929 | sh603301 | 振德医疗 | 1.66% | -0.35% | 2.01% | 2025-09-29 | 2025-10-13 | 42.6885 | 60.44 | 0.5 | 41.46% | 3.7683 |
| 20250930 | sh600580 | 卧龙电驱 | -0.37% | 0.56% | -0.93% | 2025-09-30 | 2025-10-14 | 48.8798 | 43.69 | 0.5 | -10.74% | 3.566 |
| 20251014 | sh600094 | 大名城 | 1.35% | 2.50% | -1.15% | 2025-10-14 | 2025-10-20 | 5.3211 | 4.95 | 0.5 | -7.09% | 3.4395 |
| 20251015 | sh603226 | 菲林格尔 | -6.32% | -1.77% | -4.55% | 2025-10-15 | 2025-10-21 | 44.2889 | 43.55 | 0.5 | -1.79% | 3.4087 |
| 20251021 | sh603301 | 振德医疗 | -1.46% | -5.50% | 4.04% | 2025-10-21 | 2025-10-27 | 68.0036 | 73.58 | 0.5 | 8.08% | 3.5465 |
| 20251022 | sz001309 | 德明利 | 0.13% | -0.73% | 0.86% | 2025-10-22 | 2025-10-28 | 187.8276 | 231.09 | 0.5 | 22.91% | 3.9528 |
| 20251028 | sz300948 | 冠中生态 | 2.82% | 1.61% | 1.21% | 2025-10-28 | 2025-11-03 | 20.204 | 19.65 | 0.5 | -2.86% | 3.8962 |
| 20251029 | sh603301 | 振德医疗 | 6.71% | 3.40% | 3.31% | 2025-10-29 | 2025-11-04 | 83.7067 | 94.68 | 0.5 | 12.99% | 4.1492 |
| 20251104 | sz001309 | 德明利 | -5.88% | 0.07% | -5.95% | 2025-11-04 | 2025-11-10 | 238.1976 | 282.72 | 0.5 | 18.57% | 4.5345 |
| 20251105 | sh603301 | 振德医疗 | 5.54% | 2.25% | 3.29% | 2025-11-05 | 2025-11-11 | 96.8194 | 90.6 | 0.5 | -6.54% | 4.3862 |
| 20251111 | sz002407 | 多氟多 | 1.21% | 0.21% | 1.00% | 2025-11-11 | 2025-11-17 | 33.0166 | 40.64 | 0.5 | 22.97% | 4.8899 |
| 20251112 | sh603353 | 和顺石油 | -0.37% | 0.73% | -1.10% | 2025-11-12 | 2025-11-18 | 24.6349 | 33.79 | 0.5 | 37.04% | 5.7956 |
| 20251118 | sh605100 | 华丰股份 | 2.38% | -1.00% | 3.38% | 2025-11-18 | 2025-11-24 | 43.6987 | 45.32 | 0.5 | 3.59% | 5.8996 |
| 20251119 | sz000006 | 深振业Ａ | -4.53% | -0.52% | -4.01% | 2025-11-19 | 2025-11-25 | 11.4123 | 10.65 | 0.5 | -6.80% | 5.699 |
| 20251125 | sh603301 | 振德医疗 | 0.69% | -1.00% | 1.69% | 2025-11-25 | 2025-12-01 | 76.4853 | 79.0 | 0.5 | 3.17% | 5.7893 |
| 20251126 | sz002407 | 多氟多 | -2.97% | 0.36% | -3.33% | 2025-11-26 | 2025-12-02 | 33.4967 | 32.97 | 0.5 | -1.69% | 5.7403 |
| 20251202 | sz000695 | 滨海能源 | -3.11% | 0.06% | -3.17% | 2025-12-02 | 2025-12-08 | 17.3535 | 14.16 | 0.5 | -18.52% | 5.2087 |
| 20251203 | sh605318 | 法狮龙 | -1.27% | 1.78% | -3.05% | 2025-12-03 | 2025-12-09 | 53.6807 | 53.03 | 0.5 | -1.33% | 5.174 |
| 20251209 | sh603301 | 振德医疗 | 0.07% | 0.46% | -0.39% | 2025-12-09 | 2025-12-15 | 74.3649 | 66.39 | 0.5 | -10.84% | 4.8935 |
| 20251210 | sh603829 | 洛凯股份 | 0.89% | -0.22% | 1.11% | 2025-12-10 | 2025-12-16 | 32.3865 | 29.39 | 0.5 | -9.37% | 4.6641 |
| 20251216 | sz300427 | 红相股份 | 3.77% | -3.92% | 7.69% | 2025-12-16 | 2025-12-22 | 12.9926 | 12.92 | 0.5 | -0.68% | 4.6483 |
| 20251217 | sz002853 | 皮阿诺 | 10.02% | 1.40% | 8.62% | 2025-12-17 | 2025-12-23 | 18.1136 | 22.8 | 0.5 | 25.75% | 5.2468 |
| 20251223 | sh600118 | 中国卫星 | -5.28% | 0.02% | -5.30% | 2025-12-23 | 2025-12-29 | 63.4727 | 88.0 | 0.5 | 38.52% | 6.2574 |
| 20251224 | sz000657 | 中钨高新 | -5.31% | -0.16% | -5.15% | 2025-12-24 | 2025-12-30 | 31.0162 | 28.04 | 0.5 | -9.72% | 5.9535 |
| 20251230 | sh603626 | 科森科技 | 10.03% | -3.04% | 13.07% | 2025-12-30 | 2025-12-31 | 17.2134 | 20.94 | 0.5 | 21.53% | 6.5943 |
| 20251231 | sz301123 | 奕东电子 | -7.47% | -2.33% | -5.14% | 2025-12-31 | 2025-12-31 | 77.6655 | 73.56 | 0.5 | -5.41% | 6.4161 |
特别提示:
与基金不同，我们的策略是粉丝用在自己电脑上运行，鉴于不侵犯用户隐私，我们软件并不会获取用户的真实账户收益情况，在用户提供且同意的情况下，我们公开用户的成交记录截图。
本站所有策略回测结果记录，仅表示特定选股条件下的撮合历史，并不代表适用于未来，存在不同程度的过拟合风险，与实盘有较大差异，仅供参考，风险自担。
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