创60日新高买入 / 跌破MA20卖出 · 10 只白马股 · T+1/涨跌停/停牌已处理 | 区间 2018-01-02 ~ 2023-12-29 | 生成于 2026-06-11 19:18
| 检查项 | 结论 | |
|---|---|---|
| ✅ | 会计恒等（现金+持仓=权益） | 最大相对偏差 2.18e-16 |
| ✅ | 持仓结构 | 平均 1.79 / 最大 10 只 |
| ✅ | 权重合理性 | 单票最大权重 19.0%，总仓位峰值 65.2% |
| ✅ | 收益数量级 | CAGR +3.0%，夏普 0.68 |
| ✅ | 费用占比 | 总费用 15,883 元 = 初始资金的 1.6% |
| ✅ | 单笔收益分布 | 最差 -12.3%，最好 +90.1% |
| ✅ | 停牌日成交 | 317 笔订单核查完毕，0 笔在停牌日成交 |
| ✅ | 买入信号复核（独立重算） | 抽查 159 笔，100.0% 可由信号解释 |
| ✅ | 卖出信号复核（独立重算） | 抽查 158 笔，100.0% 可由信号解释 |
| SYMBOLS | 600519.SH, 000001.SZ, 600036.SH, 000333.SZ, 600276.SH, 300750.SZ, 002415.SZ, 600900.SH, 601318.SH, 000651.SZ |
|---|---|
| 突破窗口 | 60 日新高 |
| 卖出条件 | 收盘跌破 MA20 |
| 区间 | 20180101~20231231 |
| 初始资金 | 1,000,000 |
| 费用 | 佣金0.0003+印花税0.0005(折半双边) |
| 滑点 | 0.001 |
| 年 | 1月 | 2月 | 3月 | 4月 | 5月 | 6月 | 7月 | 8月 | 9月 | 10月 | 11月 | 12月 | 全年 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | +0.0 | +0.0 | +0.0 | +0.0 | +0.9 | -0.5 | +0.0 | -0.2 | +0.5 | -2.7 | -0.7 | +0.0 | -2.7 |
| 2019 | +0.7 | +5.2 | -0.0 | +1.3 | -0.7 | -0.1 | +0.0 | +0.0 | -0.8 | +0.9 | -0.5 | +2.3 | +8.4 |
| 2020 | +2.7 | +1.6 | -0.0 | +0.4 | +0.5 | +2.2 | +2.0 | -0.2 | -0.8 | +1.8 | +3.1 | +3.9 | +18.3 |
| 2021 | +3.6 | -1.3 | +0.6 | -0.3 | +0.9 | +0.6 | -1.4 | -0.6 | -0.2 | +0.0 | -0.7 | -0.3 | +0.7 |
| 2022 | -1.0 | -0.4 | +0.0 | +0.0 | +0.0 | +0.8 | -2.5 | -0.2 | -0.0 | +0.1 | -0.8 | +0.0 | -4.0 |
| 2023 | +2.7 | -1.7 | +0.6 | +0.8 | -1.4 | +0.6 | -0.1 | -2.0 | -0.1 | +0.1 | -0.5 | +0.1 | -1.0 |
| 交易 ID Exit Trade Id |
代码 Column |
名称 Name |
数量 Size |
开仓日 Entry Timestamp |
开仓均价 Avg Entry Price |
平仓日 Exit Timestamp |
平仓均价 Avg Exit Price |
盈亏 PnL |
收益率 Return |
状态 Status |
|---|---|---|---|---|---|---|---|---|---|---|
| 82 | 300750.SZ | 宁德时代 | 2,443.75 | 2019-11-25 | 41.85 | 2020-02-27 | 79.63 | 92,153 | +90.10% | Closed |
| 85 | 300750.SZ | 宁德时代 | 689.43 | 2020-12-16 | 144.36 | 2021-01-29 | 193.26 | 33,584 | +33.74% | Closed |
| 86 | 300750.SZ | 宁德时代 | 412.46 | 2021-05-26 | 203.43 | 2021-07-27 | 279.38 | 31,217 | +37.20% | Closed |
| 83 | 300750.SZ | 宁德时代 | 1,161.42 | 2020-05-28 | 77.16 | 2020-07-28 | 100.81 | 27,347 | +30.52% | Closed |
| 53 | 000333.SZ | 美的集团 | 1,902.63 | 2020-10-09 | 60.10 | 2020-11-27 | 71.80 | 22,125 | +19.35% | Closed |
| 103 | 002415.SZ | 海康威视 | 1,883.95 | 2021-01-05 | 42.79 | 2021-02-04 | 52.64 | 18,449 | +22.88% | Closed |
| 7 | 600519.SH | 贵州茅台 | 95.71 | 2020-04-15 | 1,033.87 | 2020-06-16 | 1,210.55 | 16,791 | +16.97% | Closed |
| 93 | 002415.SZ | 海康威视 | 4,006.40 | 2019-01-16 | 24.27 | 2019-03-14 | 28.47 | 16,727 | +17.20% | Closed |
| 71 | 600276.SH | 恒瑞医药 | 1,396.50 | 2020-12-16 | 79.19 | 2021-01-15 | 90.77 | 16,042 | +14.51% | Closed |
| 10 | 600519.SH | 贵州茅台 | 55.57 | 2020-12-07 | 1,581.80 | 2021-01-29 | 1,840.03 | 14,246 | +16.21% | Closed |
| 交易 ID Exit Trade Id |
代码 Column |
名称 Name |
数量 Size |
开仓日 Entry Timestamp |
开仓均价 Avg Entry Price |
平仓日 Exit Timestamp |
平仓均价 Avg Exit Price |
盈亏 PnL |
收益率 Return |
状态 Status |
|---|---|---|---|---|---|---|---|---|---|---|
| 106 | 002415.SZ | 海康威视 | 1,974.95 | 2021-07-22 | 59.70 | 2021-07-28 | 52.42 | -14,505 | -12.30% | Closed |
| 55 | 000333.SZ | 美的集团 | 1,162.53 | 2021-02-18 | 88.11 | 2021-02-19 | 77.99 | -11,868 | -11.59% | Closed |
| 89 | 300750.SZ | 宁德时代 | 359.80 | 2021-11-23 | 350.71 | 2021-12-08 | 326.59 | -8,813 | -6.98% | Closed |
| 46 | 600036.SH | 招商银行 | 3,491.41 | 2023-07-31 | 31.34 | 2023-08-14 | 28.88 | -8,696 | -7.95% | Closed |
| 87 | 300750.SZ | 宁德时代 | 438.56 | 2021-08-05 | 291.78 | 2021-08-09 | 273.71 | -8,064 | -6.30% | Closed |
| 90 | 300750.SZ | 宁德时代 | 357.35 | 2022-06-24 | 282.50 | 2022-07-13 | 261.51 | -7,608 | -7.54% | Closed |
| 80 | 300750.SZ | 宁德时代 | 2,092.52 | 2019-07-31 | 39.92 | 2019-08-06 | 36.35 | -7,561 | -9.05% | Closed |
| 107 | 002415.SZ | 海康威视 | 4,184.95 | 2022-11-21 | 28.97 | 2022-11-29 | 27.30 | -7,140 | -5.89% | Closed |
| 158 | 000651.SZ | 格力电器 | 3,119.88 | 2023-04-11 | 31.94 | 2023-05-05 | 29.73 | -6,987 | -7.01% | Closed |
| 72 | 600276.SH | 恒瑞医药 | 2,374.44 | 2022-07-04 | 38.26 | 2022-07-27 | 35.39 | -6,926 | -7.62% | Closed |
| 交易 ID Exit Trade Id |
代码 Column |
名称 Name |
数量 Size |
开仓日 Entry Timestamp |
开仓均价 Avg Entry Price |
平仓日 Exit Timestamp |
平仓均价 Avg Exit Price |
盈亏 PnL |
收益率 Return |
状态 Status |
|---|---|---|---|---|---|---|---|---|---|---|
| 63 | 600276.SH | 恒瑞医药 | 2,519.39 | 2018-05-11 | 39.67 | 2018-06-19 | 42.56 | 7,177 | +7.18% | Closed |
| 112 | 600900.SH | 长江电力 | 7,091.11 | 2018-05-30 | 12.68 | 2018-06-26 | 12.80 | 713 | +0.79% | Closed |
| 0 | 600519.SH | 贵州茅台 | 122.14 | 2018-06-05 | 662.81 | 2018-06-20 | 632.07 | -3,842 | -4.75% | Closed |
| 17 | 000001.SZ | 平安银行 | 12,077.90 | 2018-08-28 | 8.31 | 2018-09-17 | 7.86 | -5,538 | -5.52% | Closed |
| 133 | 601318.SH | 中国平安 | 1,885.04 | 2018-09-05 | 47.91 | 2018-09-13 | 46.32 | -3,104 | -3.44% | Closed |
| 134 | 601318.SH | 中国平安 | 2,031.23 | 2018-09-20 | 48.98 | 2018-10-12 | 46.86 | -4,417 | -4.44% | Closed |
| 18 | 000001.SZ | 平安银行 | 10,592.16 | 2018-09-25 | 8.45 | 2018-10-12 | 8.00 | -4,946 | -5.52% | Closed |
| 33 | 600036.SH | 招商银行 | 3,660.45 | 2018-09-25 | 22.01 | 2018-10-12 | 21.14 | -3,294 | -4.09% | Closed |
| 19 | 000001.SZ | 平安银行 | 10,913.94 | 2018-10-23 | 9.00 | 2018-11-12 | 8.39 | -6,777 | -6.90% | Closed |
| 78 | 300750.SZ | 宁德时代 | 2,146.65 | 2018-11-07 | 41.18 | 2018-11-21 | 39.71 | -3,242 | -3.67% | Closed |
| 93 | 002415.SZ | 海康威视 | 4,006.40 | 2019-01-16 | 24.27 | 2019-03-14 | 28.47 | 16,727 | +17.20% | Closed |
| 1 | 600519.SH | 贵州茅台 | 148.36 | 2019-01-21 | 589.75 | 2019-03-11 | 631.25 | 6,058 | +6.92% | Closed |
| 113 | 600900.SH | 长江电力 | 6,305.41 | 2019-01-24 | 12.49 | 2019-02-22 | 12.57 | 396 | +0.50% | Closed |
| 147 | 000651.SZ | 格力电器 | 2,710.62 | 2019-01-29 | 26.15 | 2019-03-11 | 29.25 | 8,320 | +11.74% | Closed |
| 47 | 000333.SZ | 美的集团 | 1,910.36 | 2019-01-30 | 33.39 | 2019-03-26 | 36.68 | 6,211 | +9.74% | Closed |
| 20 | 000001.SZ | 平安银行 | 6,378.87 | 2019-02-01 | 9.00 | 2019-03-25 | 9.94 | 5,957 | +10.38% | Closed |
| 34 | 600036.SH | 招商银行 | 2,361.15 | 2019-02-14 | 21.88 | 2019-03-11 | 22.52 | 1,439 | +2.79% | Closed |
| 79 | 300750.SZ | 宁德时代 | 1,072.99 | 2019-02-15 | 43.34 | 2019-03-11 | 43.42 | 37 | +0.08% | Closed |
| 135 | 601318.SH | 中国平安 | 846.67 | 2019-02-21 | 49.43 | 2019-05-07 | 61.31 | 10,008 | +23.91% | Closed |
| 64 | 600276.SH | 恒瑞医药 | 1,195.15 | 2019-02-26 | 38.14 | 2019-04-23 | 42.01 | 4,581 | +10.05% | Closed |
| 114 | 600900.SH | 长江电力 | 3,107.54 | 2019-03-07 | 13.20 | 2019-03-13 | 12.73 | -1,509 | -3.68% | Closed |
| 148 | 000651.SZ | 格力电器 | 2,040.68 | 2019-03-19 | 31.56 | 2019-03-26 | 29.75 | -3,751 | -5.82% | Closed |
| 2 | 600519.SH | 贵州茅台 | 115.84 | 2019-03-19 | 686.33 | 2019-05-07 | 761.97 | 8,669 | +10.90% | Closed |
| 94 | 002415.SZ | 海康威视 | 2,389.70 | 2019-03-19 | 29.94 | 2019-03-21 | 29.08 | -2,143 | -3.00% | Closed |
| 115 | 600900.SH | 长江电力 | 4,398.33 | 2019-03-20 | 13.18 | 2019-04-09 | 12.92 | -1,209 | -2.09% | Closed |
| 35 | 600036.SH | 招商银行 | 3,110.28 | 2019-04-01 | 25.24 | 2019-04-29 | 25.46 | 604 | +0.77% | Closed |
| 21 | 000001.SZ | 平安银行 | 6,621.03 | 2019-04-02 | 10.67 | 2019-04-29 | 11.15 | 3,071 | +4.35% | Closed |
| 95 | 002415.SZ | 海康威视 | 2,078.02 | 2019-04-02 | 30.60 | 2019-04-11 | 28.57 | -4,289 | -6.74% | Closed |
| 116 | 600900.SH | 长江电力 | 7,739.50 | 2019-05-29 | 13.33 | 2019-06-25 | 13.74 | 3,122 | +3.03% | Closed |
| 36 | 600036.SH | 招商银行 | 3,400.17 | 2019-06-19 | 27.30 | 2019-07-05 | 26.66 | -2,265 | -2.44% | Closed |
| 3 | 600519.SH | 贵州茅台 | 100.77 | 2019-06-21 | 829.04 | 2019-07-16 | 844.40 | 1,455 | +1.74% | Closed |
| 136 | 601318.SH | 中国平安 | 1,121.77 | 2019-06-21 | 67.02 | 2019-07-16 | 66.90 | -216 | -0.29% | Closed |
| 65 | 600276.SH | 恒瑞医药 | 1,740.33 | 2019-06-27 | 44.99 | 2019-07-17 | 44.74 | -513 | -0.66% | Closed |
| 117 | 600900.SH | 长江电力 | 4,939.85 | 2019-07-04 | 14.26 | 2019-07-10 | 13.97 | -1,528 | -2.17% | Closed |
| 118 | 600900.SH | 长江电力 | 7,150.29 | 2019-07-19 | 14.42 | 2019-08-30 | 15.31 | 6,230 | +6.04% | Closed |
| 22 | 000001.SZ | 平安银行 | 8,061.88 | 2019-07-26 | 11.51 | 2019-08-05 | 11.02 | -4,075 | -4.39% | Closed |
| 80 | 300750.SZ | 宁德时代 | 2,092.52 | 2019-07-31 | 39.92 | 2019-08-06 | 36.35 | -7,561 | -9.05% | Closed |
| 96 | 002415.SZ | 海康威视 | 2,922.81 | 2019-08-01 | 25.72 | 2019-08-12 | 23.69 | -6,034 | -8.03% | Closed |
| 23 | 000001.SZ | 平安银行 | 7,122.03 | 2019-08-09 | 11.81 | 2019-08-23 | 11.65 | -1,299 | -1.54% | Closed |
| 4 | 600519.SH | 贵州茅台 | 92.69 | 2019-08-15 | 891.68 | 2019-09-12 | 922.79 | 2,791 | +3.38% | Closed |
| 66 | 600276.SH | 恒瑞医药 | 1,524.48 | 2019-08-20 | 48.79 | 2019-10-10 | 53.32 | 6,812 | +9.16% | Closed |
| 97 | 002415.SZ | 海康威视 | 2,522.07 | 2019-08-20 | 26.54 | 2019-09-26 | 28.02 | 3,653 | +5.46% | Closed |
| 149 | 000651.SZ | 格力电器 | 2,007.97 | 2019-09-03 | 39.58 | 2019-09-26 | 39.22 | -803 | -1.01% | Closed |
| 81 | 300750.SZ | 宁德时代 | 1,990.05 | 2019-09-12 | 40.23 | 2019-09-24 | 37.55 | -5,416 | -6.76% | Closed |
| 137 | 601318.SH | 中国平安 | 1,015.53 | 2019-09-16 | 70.96 | 2019-09-26 | 68.44 | -2,637 | -3.66% | Closed |
| 5 | 600519.SH | 贵州茅台 | 65.13 | 2019-09-19 | 995.76 | 2019-10-24 | 1,008.45 | 754 | +1.16% | Closed |
| 24 | 000001.SZ | 平安银行 | 4,685.93 | 2019-09-23 | 12.46 | 2019-10-31 | 13.31 | 3,918 | +6.71% | Closed |
| 67 | 600276.SH | 恒瑞医药 | 1,581.60 | 2019-10-11 | 56.89 | 2019-11-25 | 60.23 | 5,177 | +5.75% | Closed |
| 48 | 000333.SZ | 美的集团 | 2,098.35 | 2019-11-01 | 44.69 | 2019-11-22 | 45.14 | 833 | +0.89% | Closed |
| 150 | 000651.SZ | 格力电器 | 1,943.19 | 2019-11-04 | 43.43 | 2019-11-13 | 40.20 | -6,368 | -7.55% | Closed |
| 37 | 600036.SH | 招商银行 | 2,695.31 | 2019-11-05 | 28.18 | 2019-11-21 | 27.50 | -1,926 | -2.54% | Closed |
| 6 | 600519.SH | 贵州茅台 | 71.56 | 2019-11-14 | 1,064.29 | 2019-11-25 | 1,028.44 | -2,648 | -3.48% | Closed |
| 82 | 300750.SZ | 宁德时代 | 2,443.75 | 2019-11-25 | 41.85 | 2020-02-27 | 79.63 | 92,153 | +90.10% | Closed |
| 38 | 600036.SH | 招商银行 | 3,118.70 | 2020-01-03 | 29.52 | 2020-01-16 | 28.91 | -2,006 | -2.18% | Closed |
| 98 | 002415.SZ | 海康威视 | 2,852.14 | 2020-01-07 | 29.05 | 2020-02-04 | 27.62 | -4,166 | -5.03% | Closed |
| 49 | 000333.SZ | 美的集团 | 1,538.76 | 2020-01-13 | 48.46 | 2020-01-22 | 45.98 | -3,894 | -5.22% | Closed |
| 99 | 002415.SZ | 海康威视 | 2,912.09 | 2020-02-18 | 31.26 | 2020-03-02 | 29.44 | -5,425 | -5.96% | Closed |
| 68 | 600276.SH | 恒瑞医药 | 1,715.62 | 2020-04-07 | 64.08 | 2020-04-30 | 63.21 | -1,617 | -1.47% | Closed |
| 7 | 600519.SH | 贵州茅台 | 95.71 | 2020-04-15 | 1,033.87 | 2020-06-16 | 1,210.55 | 16,791 | +16.97% | Closed |
| 50 | 000333.SZ | 美的集团 | 2,168.91 | 2020-05-12 | 46.05 | 2020-06-16 | 48.18 | 4,499 | +4.50% | Closed |
| 69 | 600276.SH | 恒瑞医药 | 1,328.72 | 2020-05-22 | 67.66 | 2020-05-25 | 65.61 | -2,812 | -3.13% | Closed |
| 83 | 300750.SZ | 宁德时代 | 1,161.42 | 2020-05-28 | 77.16 | 2020-07-28 | 100.81 | 27,347 | +30.52% | Closed |
| 119 | 600900.SH | 长江电力 | 5,607.28 | 2020-06-02 | 14.38 | 2020-06-16 | 14.10 | -1,704 | -2.11% | Closed |
| 39 | 600036.SH | 招商银行 | 2,694.50 | 2020-06-08 | 26.94 | 2020-06-12 | 25.71 | -3,402 | -4.69% | Closed |
| 151 | 000651.SZ | 格力电器 | 1,539.98 | 2020-06-09 | 42.42 | 2020-06-23 | 39.31 | -4,857 | -7.43% | Closed |
| 70 | 600276.SH | 恒瑞医药 | 868.36 | 2020-06-10 | 67.71 | 2020-07-27 | 77.16 | 8,134 | +13.83% | Closed |
| 120 | 600900.SH | 长江电力 | 6,047.77 | 2020-06-19 | 14.84 | 2020-07-27 | 15.40 | 3,277 | +3.65% | Closed |
| 8 | 600519.SH | 贵州茅台 | 64.89 | 2020-06-22 | 1,244.72 | 2020-07-27 | 1,415.16 | 10,964 | +13.57% | Closed |
| 100 | 002415.SZ | 海康威视 | 2,530.09 | 2020-07-02 | 28.01 | 2020-07-27 | 30.11 | 5,235 | +7.39% | Closed |
| 51 | 000333.SZ | 美的集团 | 1,548.69 | 2020-07-02 | 50.84 | 2020-07-17 | 49.91 | -1,527 | -1.94% | Closed |
| 25 | 000001.SZ | 平安银行 | 5,288.76 | 2020-07-06 | 12.06 | 2020-07-24 | 11.52 | -2,943 | -4.61% | Closed |
| 138 | 601318.SH | 中国平安 | 834.49 | 2020-07-06 | 61.91 | 2020-07-24 | 61.60 | -316 | -0.61% | Closed |
| 40 | 600036.SH | 招商银行 | 2,037.30 | 2020-07-06 | 28.17 | 2020-07-24 | 27.68 | -1,070 | -1.86% | Closed |
| 152 | 000651.SZ | 格力电器 | 1,084.24 | 2020-07-07 | 42.88 | 2020-07-17 | 39.18 | -4,068 | -8.75% | Closed |
| 52 | 000333.SZ | 美的集团 | 976.37 | 2020-07-21 | 55.11 | 2020-08-20 | 57.30 | 2,076 | +3.86% | Closed |
| 101 | 002415.SZ | 海康威视 | 3,294.17 | 2020-08-04 | 33.32 | 2020-08-21 | 33.12 | -766 | -0.70% | Closed |
| 9 | 600519.SH | 贵州茅台 | 73.30 | 2020-09-01 | 1,572.41 | 2020-09-09 | 1,488.42 | -6,281 | -5.45% | Closed |
| 121 | 600900.SH | 长江电力 | 6,378.92 | 2020-09-01 | 16.26 | 2020-09-24 | 16.68 | 2,574 | +2.48% | Closed |
| 26 | 000001.SZ | 平安银行 | 7,889.27 | 2020-09-21 | 13.22 | 2020-09-25 | 12.53 | -5,523 | -5.30% | Closed |
| 53 | 000333.SZ | 美的集团 | 1,902.63 | 2020-10-09 | 60.10 | 2020-11-27 | 71.80 | 22,125 | +19.35% | Closed |
| 84 | 300750.SZ | 宁德时代 | 876.04 | 2020-10-12 | 117.47 | 2020-11-19 | 123.92 | 5,538 | +5.38% | Closed |
| 27 | 000001.SZ | 平安银行 | 6,771.07 | 2020-10-16 | 13.68 | 2020-11-13 | 14.36 | 4,511 | +4.87% | Closed |
| 41 | 600036.SH | 招商银行 | 2,647.99 | 2020-10-19 | 31.48 | 2020-12-08 | 34.61 | 8,203 | +9.84% | Closed |
| 139 | 601318.SH | 中国平安 | 1,135.41 | 2020-10-26 | 66.07 | 2020-10-29 | 61.59 | -5,173 | -6.90% | Closed |
| 102 | 002415.SZ | 海康威视 | 1,846.38 | 2020-10-27 | 36.57 | 2020-11-24 | 40.34 | 6,892 | +10.21% | Closed |
| 153 | 000651.SZ | 格力电器 | 1,627.38 | 2020-11-03 | 41.63 | 2020-12-09 | 45.94 | 6,938 | +10.24% | Closed |
| 140 | 601318.SH | 中国平安 | 921.20 | 2020-11-12 | 66.19 | 2020-11-16 | 63.65 | -2,411 | -3.95% | Closed |
| 141 | 601318.SH | 中国平安 | 1,056.10 | 2020-11-18 | 66.70 | 2020-12-11 | 69.81 | 3,195 | +4.54% | Closed |
| 28 | 000001.SZ | 平安银行 | 4,835.34 | 2020-11-19 | 15.35 | 2020-12-09 | 15.49 | 567 | +0.76% | Closed |
| 10 | 600519.SH | 贵州茅台 | 55.57 | 2020-12-07 | 1,581.80 | 2021-01-29 | 1,840.03 | 14,246 | +16.21% | Closed |
| 85 | 300750.SZ | 宁德时代 | 689.43 | 2020-12-16 | 144.36 | 2021-01-29 | 193.26 | 33,584 | +33.74% | Closed |
| 71 | 600276.SH | 恒瑞医药 | 1,396.50 | 2020-12-16 | 79.19 | 2021-01-15 | 90.77 | 16,042 | +14.51% | Closed |
| 54 | 000333.SZ | 美的集团 | 1,137.19 | 2020-12-29 | 78.77 | 2021-01-20 | 78.81 | -55 | -0.06% | Closed |
| 103 | 002415.SZ | 海康威视 | 1,883.95 | 2021-01-05 | 42.79 | 2021-02-04 | 52.64 | 18,449 | +22.88% | Closed |
| 42 | 600036.SH | 招商银行 | 1,721.64 | 2021-01-12 | 37.93 | 2021-03-01 | 39.85 | 3,232 | +4.95% | Closed |
| 29 | 000001.SZ | 平安银行 | 4,308.07 | 2021-01-12 | 16.84 | 2021-02-23 | 18.45 | 6,838 | +9.43% | Closed |
| 11 | 600519.SH | 贵州茅台 | 59.20 | 2021-02-04 | 1,922.52 | 2021-02-25 | 1,934.44 | 580 | +0.51% | Closed |
| 55 | 000333.SZ | 美的集团 | 1,162.53 | 2021-02-18 | 88.11 | 2021-02-19 | 77.99 | -11,868 | -11.59% | Closed |
| 122 | 600900.SH | 长江电力 | 7,509.24 | 2021-03-05 | 16.98 | 2021-04-09 | 17.54 | 4,086 | +3.20% | Closed |
| 43 | 600036.SH | 招商银行 | 2,923.15 | 2021-05-19 | 43.75 | 2021-06-11 | 43.98 | 538 | +0.42% | Closed |
| 104 | 002415.SZ | 海康威视 | 2,048.30 | 2021-05-25 | 56.19 | 2021-06-03 | 53.80 | -5,027 | -4.37% | Closed |
| 30 | 000001.SZ | 平安银行 | 4,545.03 | 2021-05-26 | 20.51 | 2021-06-04 | 19.93 | -2,742 | -2.94% | Closed |
| 12 | 600519.SH | 贵州茅台 | 53.47 | 2021-05-26 | 1,937.42 | 2021-06-17 | 1,887.72 | -2,770 | -2.67% | Closed |
| 86 | 300750.SZ | 宁德时代 | 412.46 | 2021-05-26 | 203.43 | 2021-07-27 | 279.38 | 31,217 | +37.20% | Closed |
| 105 | 002415.SZ | 海康威视 | 2,115.09 | 2021-07-02 | 56.02 | 2021-07-06 | 53.29 | -5,907 | -4.99% | Closed |
| 106 | 002415.SZ | 海康威视 | 1,974.95 | 2021-07-22 | 59.70 | 2021-07-28 | 52.42 | -14,505 | -12.30% | Closed |
| 87 | 300750.SZ | 宁德时代 | 438.56 | 2021-08-05 | 291.78 | 2021-08-09 | 273.71 | -8,064 | -6.30% | Closed |
| 123 | 600900.SH | 长江电力 | 7,106.55 | 2021-09-09 | 17.89 | 2021-09-16 | 17.17 | -5,282 | -4.15% | Closed |
| 124 | 600900.SH | 长江电力 | 6,763.61 | 2021-09-23 | 18.72 | 2021-10-14 | 18.16 | -3,925 | -3.10% | Closed |
| 88 | 300750.SZ | 宁德时代 | 405.43 | 2021-10-19 | 311.37 | 2021-11-16 | 318.98 | 2,945 | +2.33% | Closed |
| 44 | 600036.SH | 招商银行 | 2,634.50 | 2021-10-25 | 43.13 | 2021-11-03 | 41.86 | -3,468 | -3.05% | Closed |
| 89 | 300750.SZ | 宁德时代 | 359.80 | 2021-11-23 | 350.71 | 2021-12-08 | 326.59 | -8,813 | -6.98% | Closed |
| 13 | 600519.SH | 贵州茅台 | 65.65 | 2021-11-25 | 1,729.89 | 2021-12-30 | 1,804.22 | 4,753 | +4.18% | Closed |
| 56 | 000333.SZ | 美的集团 | 1,810.78 | 2021-12-29 | 62.93 | 2022-01-14 | 60.37 | -4,748 | -4.17% | Closed |
| 57 | 000333.SZ | 美的集团 | 1,911.73 | 2022-01-21 | 65.55 | 2022-01-28 | 62.66 | -5,652 | -4.51% | Closed |
| 142 | 601318.SH | 中国平安 | 2,576.04 | 2022-01-21 | 43.78 | 2022-01-26 | 42.21 | -4,176 | -3.70% | Closed |
| 143 | 601318.SH | 中国平安 | 2,795.42 | 2022-02-11 | 44.47 | 2022-02-24 | 42.59 | -5,405 | -4.35% | Closed |
| 125 | 600900.SH | 长江电力 | 5,904.14 | 2022-06-01 | 20.97 | 2022-06-14 | 20.18 | -4,753 | -3.84% | Closed |
| 14 | 600519.SH | 贵州茅台 | 67.19 | 2022-06-09 | 1,658.14 | 2022-07-13 | 1,737.90 | 5,233 | +4.70% | Closed |
| 58 | 000333.SZ | 美的集团 | 2,262.49 | 2022-06-22 | 49.58 | 2022-07-15 | 48.21 | -3,219 | -2.87% | Closed |
| 90 | 300750.SZ | 宁德时代 | 357.35 | 2022-06-24 | 282.50 | 2022-07-13 | 261.51 | -7,608 | -7.54% | Closed |
| 126 | 600900.SH | 长江电力 | 3,847.37 | 2022-07-04 | 21.25 | 2022-08-02 | 21.30 | 95 | +0.12% | Closed |
| 72 | 600276.SH | 恒瑞医药 | 2,374.44 | 2022-07-04 | 38.26 | 2022-07-27 | 35.39 | -6,926 | -7.62% | Closed |
| 154 | 000651.SZ | 格力电器 | 3,489.35 | 2022-07-13 | 27.11 | 2022-07-28 | 25.64 | -5,214 | -5.51% | Closed |
| 127 | 600900.SH | 长江电力 | 5,583.53 | 2022-08-15 | 21.77 | 2022-08-17 | 21.50 | -1,633 | -1.34% | Closed |
| 155 | 000651.SZ | 格力电器 | 4,480.17 | 2022-09-02 | 27.09 | 2022-09-23 | 27.06 | -303 | -0.25% | Closed |
| 73 | 600276.SH | 恒瑞医药 | 3,115.17 | 2022-10-18 | 38.96 | 2022-11-14 | 38.67 | -1,019 | -0.84% | Closed |
| 107 | 002415.SZ | 海康威视 | 4,184.95 | 2022-11-21 | 28.97 | 2022-11-29 | 27.30 | -7,140 | -5.89% | Closed |
| 144 | 601318.SH | 中国平安 | 3,112.29 | 2022-11-30 | 38.73 | 2022-12-21 | 38.89 | 378 | +0.31% | Closed |
| 31 | 000001.SZ | 平安银行 | 9,567.38 | 2022-12-01 | 11.34 | 2022-12-21 | 10.87 | -4,622 | -4.26% | Closed |
| 108 | 002415.SZ | 海康威视 | 2,937.92 | 2022-12-06 | 29.91 | 2022-12-29 | 30.28 | 994 | +1.13% | Closed |
| 45 | 600036.SH | 招商银行 | 3,252.34 | 2022-12-06 | 30.02 | 2023-02-06 | 32.30 | 7,318 | +7.50% | Closed |
| 32 | 000001.SZ | 平安银行 | 9,506.25 | 2023-01-04 | 11.62 | 2023-02-06 | 11.93 | 2,792 | +2.53% | Closed |
| 145 | 601318.SH | 中国平安 | 2,338.13 | 2023-01-05 | 42.51 | 2023-02-06 | 42.08 | -1,114 | -1.12% | Closed |
| 156 | 000651.SZ | 格力电器 | 2,591.66 | 2023-01-06 | 27.96 | 2023-02-07 | 27.81 | -478 | -0.66% | Closed |
| 15 | 600519.SH | 贵州茅台 | 54.63 | 2023-01-06 | 1,637.63 | 2023-02-06 | 1,610.72 | -1,568 | -1.75% | Closed |
| 59 | 000333.SZ | 美的集团 | 1,692.02 | 2023-01-06 | 47.59 | 2023-02-03 | 46.39 | -2,105 | -2.61% | Closed |
| 91 | 300750.SZ | 宁德时代 | 293.43 | 2023-01-11 | 222.26 | 2023-02-13 | 232.37 | 2,893 | +4.44% | Closed |
| 74 | 600276.SH | 恒瑞医药 | 1,392.69 | 2023-01-17 | 42.15 | 2023-02-24 | 42.65 | 639 | +1.09% | Closed |
| 109 | 002415.SZ | 海康威视 | 1,669.74 | 2023-01-19 | 31.64 | 2023-03-13 | 33.61 | 3,225 | +6.11% | Closed |
| 157 | 000651.SZ | 格力电器 | 3,719.06 | 2023-02-22 | 29.53 | 2023-03-28 | 30.58 | 3,771 | +3.43% | Closed |
| 110 | 002415.SZ | 海康威视 | 3,038.59 | 2023-03-20 | 36.33 | 2023-04-19 | 39.07 | 8,199 | +7.43% | Closed |
| 75 | 600276.SH | 恒瑞医药 | 2,432.90 | 2023-04-11 | 45.51 | 2023-05-09 | 45.60 | 111 | +0.10% | Closed |
| 158 | 000651.SZ | 格力电器 | 3,119.88 | 2023-04-11 | 31.94 | 2023-05-05 | 29.73 | -6,987 | -7.01% | Closed |
| 128 | 600900.SH | 长江电力 | 4,649.57 | 2023-04-13 | 19.29 | 2023-04-24 | 19.05 | -1,199 | -1.34% | Closed |
| 60 | 000333.SZ | 美的集团 | 2,054.53 | 2023-04-26 | 49.36 | 2023-05-08 | 47.80 | -3,312 | -3.27% | Closed |
| 129 | 600900.SH | 长江电力 | 4,634.78 | 2023-04-28 | 19.69 | 2023-05-29 | 20.37 | 3,055 | +3.35% | Closed |
| 146 | 601318.SH | 中国平安 | 1,872.43 | 2023-05-04 | 43.87 | 2023-05-24 | 43.00 | -1,723 | -2.10% | Closed |
| 61 | 000333.SZ | 美的集团 | 2,401.06 | 2023-06-08 | 50.63 | 2023-07-10 | 52.45 | 4,239 | +3.49% | Closed |
| 76 | 600276.SH | 恒瑞医药 | 2,251.55 | 2023-07-06 | 48.59 | 2023-07-18 | 46.76 | -4,246 | -3.88% | Closed |
| 16 | 600519.SH | 贵州茅台 | 75.43 | 2023-07-24 | 1,611.53 | 2023-08-15 | 1,662.04 | 3,674 | +3.02% | Closed |
| 62 | 000333.SZ | 美的集团 | 1,777.32 | 2023-07-31 | 55.40 | 2023-08-08 | 52.16 | -5,864 | -5.96% | Closed |
| 46 | 600036.SH | 招商银行 | 3,491.41 | 2023-07-31 | 31.34 | 2023-08-14 | 28.88 | -8,696 | -7.95% | Closed |
| 92 | 300750.SZ | 宁德时代 | 387.43 | 2023-08-07 | 228.74 | 2023-08-15 | 217.43 | -4,475 | -5.05% | Closed |
| 130 | 600900.SH | 长江电力 | 5,694.86 | 2023-08-28 | 21.08 | 2023-08-30 | 20.57 | -3,032 | -2.53% | Closed |
| 131 | 600900.SH | 长江电力 | 5,713.49 | 2023-09-14 | 20.95 | 2023-10-20 | 21.08 | 590 | +0.49% | Closed |
| 77 | 600276.SH | 恒瑞医药 | 2,527.30 | 2023-11-01 | 47.40 | 2023-11-23 | 46.51 | -2,364 | -1.97% | Closed |
| 111 | 002415.SZ | 海康威视 | 3,181.78 | 2023-11-07 | 33.88 | 2023-11-20 | 32.72 | -3,803 | -3.53% | Closed |
| 132 | 600900.SH | 长江电力 | 5,538.34 | 2023-12-13 | 21.52 | 2023-12-29 | 21.84 | 1,733 | +1.45% | Open |
| value | |
|---|---|
| Start | 2018-01-02 00:00:00 |
| End | 2023-12-29 00:00:00 |
| Period | 1457 days 00:00:00 |
| Start Value | 1000000.0 |
| End Value | 1194066.764827 |
| Total Return [%] | 19.406676 |
| Benchmark Return [%] | 99.987648 |
| Max Gross Exposure [%] | 65.224239 |
| Total Fees Paid | 15882.514084 |
| Max Drawdown [%] | 9.611722 |
| Max Drawdown Duration | 699 days 00:00:00 |
| Total Trades | 159 |
| Total Closed Trades | 158 |
| Total Open Trades | 1 |
| Open Trade PnL | 1733.04274 |
| Win Rate [%] | 44.936709 |
| Best Trade [%] | 90.098086 |
| Worst Trade [%] | -12.302528 |
| Avg Winning Trade [%] | 8.612557 |
| Avg Losing Trade [%] | -4.142695 |
| Avg Winning Trade Duration | 25 days 01:41:24.507042253 |
| Avg Losing Trade Duration | 9 days 07:10:20.689655172 |
| Profit Factor | 1.570523 |
| Expectancy | 1217.302039 |
| Sharpe Ratio | 0.67522 |
| Calmar Ratio | 0.472698 |
| Omega Ratio | 1.143833 |
| Sortino Ratio | 1.02375 |