MA20/MA60 · 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 14:23
| 检查项 | 结论 | |
|---|---|---|
| ✅ | 会计恒等（现金+持仓=权益） | 最大相对偏差 3.66e-16 |
| ✅ | 持仓结构 | 平均 4.87 / 最大 10 只 |
| ✅ | 权重合理性 | 单票最大权重 12.4%，总仓位峰值 68.8% |
| ✅ | 收益数量级 | CAGR +3.2%，夏普 0.49 |
| ✅ | 费用占比 | 总费用 11,751 元 = 初始资金的 1.2% |
| ✅ | 单笔收益分布 | 最差 -26.2%，最好 +60.3% |
| ✅ | 停牌日成交 | 259 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 130 笔，100.0% 可由信号解释 |
| ⚠️ | 卖出信号复核（独立重算） | 抽查 129 笔，99.2% 可由信号解释；反例: 2023-03-14 601318.SH |
| SYMBOLS | 600519.SH, 000001.SZ, 600036.SH, 000333.SZ, 600276.SH, 300750.SZ, 002415.SZ, 600900.SH, 601318.SH, 000651.SZ |
|---|---|
| FAST/SLOW | 20/60 |
| 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 | +0.4 | -1.0 | -0.6 | -0.3 | +2.4 | -3.3 | -0.4 | -2.0 | -4.6 |
| 2019 | +3.2 | +5.1 | +3.6 | +4.0 | -3.2 | +1.8 | +1.8 | +0.5 | +0.1 | +1.4 | -0.5 | +3.2 | +22.9 |
| 2020 | +0.6 | -1.7 | -3.9 | +0.3 | +1.7 | +4.0 | +5.9 | +1.5 | -1.2 | +3.4 | +4.0 | +4.0 | +19.8 |
| 2021 | +3.9 | -2.6 | -1.5 | -0.8 | +2.0 | +0.5 | -1.3 | -2.2 | +1.0 | -0.2 | -1.2 | -1.1 | -3.6 |
| 2022 | -1.2 | -1.0 | -1.8 | -0.0 | +0.1 | +1.5 | -2.4 | -1.1 | -1.1 | -0.2 | -0.3 | +0.5 | -7.0 |
| 2023 | +4.5 | -1.8 | +0.5 | -0.1 | -3.7 | +1.4 | +1.1 | -3.5 | -1.1 | +0.0 | -0.2 | -1.3 | -4.4 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 600519.SH | 贵州茅台 | 91.40 | 2020-04-15 | 1,033.87 | 2020-10-21 | 1,518.57 | 44,173 | +46.75% | Closed |
| 2 | 600519.SH | 贵州茅台 | 143.32 | 2019-01-10 | 527.47 | 2019-06-19 | 801.82 | 39,217 | +51.88% | Closed |
| 42 | 000333.SZ | 美的集团 | 1,659.12 | 2020-05-13 | 46.13 | 2021-03-09 | 69.49 | 38,644 | +50.49% | Closed |
| 67 | 300750.SZ | 宁德时代 | 1,629.38 | 2019-11-21 | 39.46 | 2020-03-26 | 61.10 | 35,169 | +54.70% | Closed |
| 30 | 600036.SH | 招商银行 | 2,643.33 | 2020-05-14 | 26.06 | 2021-04-13 | 39.37 | 35,095 | +50.95% | Closed |
| 69 | 300750.SZ | 宁德时代 | 601.72 | 2020-10-15 | 124.22 | 2021-03-15 | 174.75 | 30,305 | +40.54% | Closed |
| 18 | 000001.SZ | 平安银行 | 4,750.04 | 2020-05-26 | 10.57 | 2021-03-25 | 16.96 | 30,293 | +60.32% | Closed |
| 79 | 002415.SZ | 海康威视 | 2,405.34 | 2020-10-21 | 33.73 | 2021-03-19 | 46.17 | 29,803 | +36.73% | Closed |
| 70 | 300750.SZ | 宁德时代 | 535.83 | 2021-05-06 | 200.85 | 2021-09-02 | 253.13 | 27,877 | +25.90% | Closed |
| 68 | 300750.SZ | 宁德时代 | 874.25 | 2020-05-14 | 70.92 | 2020-09-22 | 102.84 | 27,823 | +44.88% | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 600519.SH | 贵州茅台 | 123.13 | 2018-10-23 | 588.89 | 2018-10-30 | 435.03 | -19,015 | -26.22% | Closed |
| 123 | 000651.SZ | 格力电器 | 3,195.45 | 2022-01-07 | 29.06 | 2022-03-09 | 25.28 | -12,161 | -13.10% | Closed |
| 47 | 000333.SZ | 美的集团 | 1,818.06 | 2021-12-29 | 62.93 | 2022-03-02 | 56.52 | -11,766 | -10.28% | Closed |
| 33 | 600036.SH | 招商银行 | 2,522.49 | 2022-02-17 | 41.08 | 2022-03-10 | 36.46 | -11,750 | -11.34% | Closed |
| 114 | 601318.SH | 中国平安 | 1,642.55 | 2023-05-09 | 47.46 | 2023-06-27 | 40.81 | -10,997 | -14.11% | Closed |
| 17 | 000001.SZ | 平安银行 | 5,230.34 | 2020-01-07 | 13.91 | 2020-02-11 | 11.83 | -10,943 | -15.04% | Closed |
| 80 | 002415.SZ | 海康威视 | 2,213.22 | 2021-04-28 | 54.03 | 2021-08-16 | 49.18 | -10,849 | -9.07% | Closed |
| 111 | 601318.SH | 中国平安 | 2,197.20 | 2022-06-28 | 39.57 | 2022-08-03 | 34.70 | -10,789 | -12.41% | Closed |
| 110 | 601318.SH | 中国平安 | 2,472.12 | 2021-12-30 | 41.65 | 2022-03-14 | 37.57 | -10,206 | -9.91% | Closed |
| 62 | 600276.SH | 恒瑞医药 | 1,811.18 | 2023-07-14 | 47.43 | 2023-08-04 | 41.97 | -9,962 | -11.60% | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 600519.SH | 贵州茅台 | 165.17 | 2018-05-28 | 605.09 | 2018-07-24 | 624.98 | 3,174 | +3.18% | Closed |
| 85 | 600900.SH | 长江电力 | 7,070.15 | 2018-05-28 | 12.72 | 2018-08-29 | 12.67 | -493 | -0.55% | Closed |
| 24 | 600036.SH | 招商银行 | 3,953.69 | 2018-05-29 | 20.48 | 2018-05-31 | 20.25 | -984 | -1.21% | Closed |
| 25 | 600036.SH | 招商银行 | 3,878.50 | 2018-06-05 | 20.85 | 2018-06-11 | 20.11 | -2,932 | -3.63% | Closed |
| 38 | 000333.SZ | 美的集团 | 1,722.89 | 2018-06-08 | 42.24 | 2018-07-10 | 38.31 | -6,836 | -9.39% | Closed |
| 117 | 000651.SZ | 格力电器 | 2,349.41 | 2018-06-19 | 31.19 | 2018-07-06 | 28.39 | -6,666 | -9.10% | Closed |
| 26 | 600036.SH | 招商银行 | 4,341.75 | 2018-08-09 | 20.62 | 2018-11-30 | 20.81 | 745 | +0.83% | Closed |
| 14 | 000001.SZ | 平安银行 | 10,847.84 | 2018-08-30 | 8.25 | 2018-12-07 | 8.26 | -16 | -0.02% | Closed |
| 101 | 601318.SH | 中国平安 | 1,735.77 | 2018-08-31 | 46.42 | 2018-12-05 | 48.02 | 2,690 | +3.34% | Closed |
| 1 | 600519.SH | 贵州茅台 | 123.13 | 2018-10-23 | 588.89 | 2018-10-30 | 435.03 | -19,015 | -26.22% | Closed |
| 64 | 300750.SZ | 宁德时代 | 1,694.62 | 2018-10-25 | 38.51 | 2019-01-11 | 39.25 | 1,187 | +1.82% | Closed |
| 118 | 000651.SZ | 格力电器 | 2,534.09 | 2018-11-09 | 25.29 | 2018-12-05 | 24.25 | -2,711 | -4.23% | Closed |
| 51 | 600276.SH | 恒瑞医药 | 1,638.46 | 2018-11-19 | 35.20 | 2018-12-21 | 29.58 | -9,276 | -16.08% | Closed |
| 76 | 002415.SZ | 海康威视 | 2,312.37 | 2018-11-29 | 22.45 | 2019-05-07 | 24.80 | 5,379 | +10.36% | Closed |
| 86 | 600900.SH | 长江电力 | 6,979.34 | 2019-01-07 | 12.04 | 2019-10-16 | 14.51 | 17,164 | +20.43% | Closed |
| 2 | 600519.SH | 贵州茅台 | 143.32 | 2019-01-10 | 527.47 | 2019-06-19 | 801.82 | 39,217 | +51.88% | Closed |
| 119 | 000651.SZ | 格力电器 | 2,867.04 | 2019-01-28 | 26.05 | 2019-08-12 | 33.68 | 21,772 | +29.15% | Closed |
| 39 | 000333.SZ | 美的集团 | 2,058.78 | 2019-01-29 | 32.65 | 2019-08-22 | 41.48 | 18,106 | +26.94% | Closed |
| 15 | 000001.SZ | 平安银行 | 6,856.51 | 2019-01-31 | 8.82 | 2019-05-24 | 9.90 | 7,341 | +12.14% | Closed |
| 27 | 600036.SH | 招商银行 | 2,516.11 | 2019-02-13 | 21.64 | 2019-06-03 | 25.23 | 8,963 | +16.46% | Closed |
| 102 | 601318.SH | 中国平安 | 905.96 | 2019-02-15 | 48.68 | 2019-06-11 | 60.28 | 10,457 | +23.71% | Closed |
| 52 | 600276.SH | 恒瑞医药 | 1,333.51 | 2019-02-15 | 36.75 | 2019-06-05 | 41.96 | 6,896 | +14.07% | Closed |
| 65 | 300750.SZ | 宁德时代 | 913.04 | 2019-02-19 | 43.47 | 2019-04-23 | 41.25 | -2,068 | -5.21% | Closed |
| 28 | 600036.SH | 招商银行 | 2,656.38 | 2019-06-12 | 26.12 | 2019-08-28 | 26.47 | 855 | +1.23% | Closed |
| 3 | 600519.SH | 贵州茅台 | 89.16 | 2019-06-21 | 829.04 | 2019-12-16 | 1,006.76 | 15,756 | +21.31% | Closed |
| 103 | 601318.SH | 中国平安 | 992.62 | 2019-06-21 | 67.02 | 2019-08-30 | 66.70 | -395 | -0.59% | Closed |
| 53 | 600276.SH | 恒瑞医药 | 1,261.38 | 2019-07-03 | 47.47 | 2019-12-19 | 57.63 | 12,749 | +21.29% | Closed |
| 16 | 000001.SZ | 平安银行 | 4,736.97 | 2019-07-04 | 11.38 | 2019-12-06 | 12.54 | 5,435 | +10.08% | Closed |
| 77 | 002415.SZ | 海康威视 | 2,162.44 | 2019-07-18 | 22.43 | 2020-03-20 | 24.90 | 5,288 | +10.90% | Closed |
| 66 | 300750.SZ | 宁德时代 | 1,113.38 | 2019-07-24 | 39.20 | 2019-10-09 | 35.95 | -3,672 | -8.41% | Closed |
| 120 | 000651.SZ | 格力电器 | 1,815.69 | 2019-09-04 | 39.16 | 2020-08-11 | 38.97 | -419 | -0.59% | Closed |
| 104 | 601318.SH | 中国平安 | 925.32 | 2019-09-06 | 69.15 | 2019-11-20 | 67.96 | -1,170 | -1.83% | Closed |
| 40 | 000333.SZ | 美的集团 | 1,350.33 | 2019-09-17 | 42.65 | 2019-10-21 | 42.12 | -772 | -1.34% | Closed |
| 29 | 600036.SH | 招商银行 | 2,621.93 | 2019-10-23 | 27.32 | 2020-02-13 | 26.87 | -1,249 | -1.74% | Closed |
| 41 | 000333.SZ | 美的集团 | 1,491.07 | 2019-10-25 | 43.23 | 2020-02-11 | 42.52 | -1,138 | -1.77% | Closed |
| 67 | 300750.SZ | 宁德时代 | 1,629.38 | 2019-11-21 | 39.46 | 2020-03-26 | 61.10 | 35,169 | +54.70% | Closed |
| 87 | 600900.SH | 长江电力 | 4,757.84 | 2019-12-17 | 15.29 | 2020-02-03 | 13.30 | -9,558 | -13.14% | Closed |
| 17 | 000001.SZ | 平安银行 | 5,230.34 | 2020-01-07 | 13.91 | 2020-02-11 | 11.83 | -10,943 | -15.04% | Closed |
| 54 | 600276.SH | 恒瑞医药 | 1,396.97 | 2020-02-11 | 60.35 | 2020-03-19 | 54.48 | -8,293 | -9.84% | Closed |
| 4 | 600519.SH | 贵州茅台 | 86.60 | 2020-03-16 | 957.53 | 2020-03-19 | 860.41 | -8,497 | -10.25% | Closed |
| 55 | 600276.SH | 恒瑞医药 | 1,584.43 | 2020-04-14 | 66.27 | 2020-08-28 | 75.95 | 15,222 | +14.50% | Closed |
| 5 | 600519.SH | 贵州茅台 | 91.40 | 2020-04-15 | 1,033.87 | 2020-10-21 | 1,518.57 | 44,173 | +46.75% | Closed |
| 88 | 600900.SH | 长江电力 | 6,120.02 | 2020-05-08 | 13.90 | 2020-06-01 | 14.14 | 1,374 | +1.62% | Closed |
| 42 | 000333.SZ | 美的集团 | 1,659.12 | 2020-05-13 | 46.13 | 2021-03-09 | 69.49 | 38,644 | +50.49% | Closed |
| 30 | 600036.SH | 招商银行 | 2,643.33 | 2020-05-14 | 26.06 | 2021-04-13 | 39.37 | 35,095 | +50.95% | Closed |
| 68 | 300750.SZ | 宁德时代 | 874.25 | 2020-05-14 | 70.92 | 2020-09-22 | 102.84 | 27,823 | +44.88% | Closed |
| 105 | 601318.SH | 中国平安 | 1,018.75 | 2020-05-25 | 54.77 | 2020-09-08 | 59.33 | 4,582 | +8.21% | Closed |
| 18 | 000001.SZ | 平安银行 | 4,750.04 | 2020-05-26 | 10.57 | 2021-03-25 | 16.96 | 30,293 | +60.32% | Closed |
| 89 | 600900.SH | 长江电力 | 3,668.37 | 2020-06-03 | 14.68 | 2020-10-29 | 15.96 | 4,650 | +8.64% | Closed |
| 78 | 002415.SZ | 海康威视 | 1,703.68 | 2020-07-03 | 28.44 | 2020-09-23 | 31.35 | 4,903 | +10.12% | Closed |
| 106 | 601318.SH | 中国平安 | 1,341.21 | 2020-10-12 | 61.92 | 2021-01-25 | 66.03 | 5,417 | +6.52% | Closed |
| 69 | 300750.SZ | 宁德时代 | 601.72 | 2020-10-15 | 124.22 | 2021-03-15 | 174.75 | 30,305 | +40.54% | Closed |
| 79 | 002415.SZ | 海康威视 | 2,405.34 | 2020-10-21 | 33.73 | 2021-03-19 | 46.17 | 29,803 | +36.73% | Closed |
| 121 | 000651.SZ | 格力电器 | 1,797.59 | 2020-10-23 | 40.62 | 2021-01-05 | 43.66 | 5,378 | +7.36% | Closed |
| 6 | 600519.SH | 贵州茅台 | 47.50 | 2020-11-05 | 1,506.60 | 2020-11-11 | 1,528.11 | 942 | +1.32% | Closed |
| 90 | 600900.SH | 长江电力 | 4,206.16 | 2020-11-11 | 17.04 | 2020-12-31 | 16.04 | -4,252 | -5.93% | Closed |
| 7 | 600519.SH | 贵州茅台 | 41.73 | 2020-11-25 | 1,545.65 | 2021-03-22 | 1,751.51 | 8,514 | +13.20% | Closed |
| 56 | 600276.SH | 恒瑞医药 | 672.55 | 2020-12-18 | 86.31 | 2021-03-03 | 80.19 | -4,180 | -7.20% | Closed |
| 91 | 600900.SH | 长江电力 | 4,536.27 | 2021-03-01 | 16.68 | 2021-05-12 | 16.69 | -44 | -0.06% | Closed |
| 107 | 601318.SH | 中国平安 | 1,421.44 | 2021-03-17 | 67.19 | 2021-03-26 | 62.78 | -6,370 | -6.67% | Closed |
| 122 | 000651.SZ | 格力电器 | 2,769.05 | 2021-04-06 | 43.81 | 2021-05-10 | 41.59 | -6,286 | -5.18% | Closed |
| 80 | 002415.SZ | 海康威视 | 2,213.22 | 2021-04-28 | 54.03 | 2021-08-16 | 49.18 | -10,849 | -9.07% | Closed |
| 70 | 300750.SZ | 宁德时代 | 535.83 | 2021-05-06 | 200.85 | 2021-09-02 | 253.13 | 27,877 | +25.90% | Closed |
| 19 | 000001.SZ | 平安银行 | 5,554.35 | 2021-05-11 | 19.51 | 2021-07-08 | 18.93 | -3,360 | -3.10% | Closed |
| 31 | 600036.SH | 招商银行 | 2,514.82 | 2021-05-14 | 41.79 | 2021-07-12 | 39.45 | -5,989 | -5.70% | Closed |
| 8 | 600519.SH | 贵州茅台 | 48.65 | 2021-05-31 | 1,944.02 | 2021-07-12 | 1,746.36 | -9,715 | -10.27% | Closed |
| 92 | 600900.SH | 长江电力 | 4,926.28 | 2021-06-30 | 17.28 | 2021-07-30 | 16.20 | -5,396 | -6.34% | Closed |
| 93 | 600900.SH | 长江电力 | 7,221.05 | 2021-08-26 | 17.22 | 2021-11-23 | 17.40 | 1,124 | +0.90% | Closed |
| 43 | 000333.SZ | 美的集团 | 1,963.05 | 2021-08-30 | 57.01 | 2021-09-16 | 55.70 | -2,696 | -2.41% | Closed |
| 32 | 600036.SH | 招商银行 | 2,769.17 | 2021-09-06 | 41.27 | 2021-11-29 | 39.80 | -4,182 | -3.66% | Closed |
| 44 | 000333.SZ | 美的集团 | 1,931.56 | 2021-10-08 | 58.90 | 2021-10-19 | 58.04 | -1,791 | -1.57% | Closed |
| 9 | 600519.SH | 贵州茅台 | 61.16 | 2021-10-15 | 1,674.17 | 2022-02-07 | 1,680.45 | 271 | +0.27% | Closed |
| 71 | 300750.SZ | 宁德时代 | 336.95 | 2021-10-20 | 306.73 | 2022-01-04 | 311.78 | 1,586 | +1.53% | Closed |
| 45 | 000333.SZ | 美的集团 | 1,498.32 | 2021-10-25 | 62.08 | 2021-11-10 | 57.52 | -6,934 | -7.45% | Closed |
| 20 | 000001.SZ | 平安银行 | 5,028.13 | 2021-10-27 | 16.65 | 2021-11-12 | 15.21 | -7,315 | -8.74% | Closed |
| 57 | 600276.SH | 恒瑞医药 | 1,583.35 | 2021-10-29 | 47.59 | 2021-12-21 | 48.44 | 1,270 | +1.69% | Closed |
| 108 | 601318.SH | 中国平安 | 1,667.34 | 2021-11-05 | 40.67 | 2021-11-10 | 40.42 | -482 | -0.71% | Closed |
| 46 | 000333.SZ | 美的集团 | 1,392.97 | 2021-11-12 | 60.31 | 2021-12-06 | 56.24 | -5,763 | -6.86% | Closed |
| 109 | 601318.SH | 中国平安 | 1,807.14 | 2021-11-12 | 41.84 | 2021-11-24 | 40.52 | -2,461 | -3.26% | Closed |
| 47 | 000333.SZ | 美的集团 | 1,818.06 | 2021-12-29 | 62.93 | 2022-03-02 | 56.52 | -11,766 | -10.28% | Closed |
| 110 | 601318.SH | 中国平安 | 2,472.12 | 2021-12-30 | 41.65 | 2022-03-14 | 37.57 | -10,206 | -9.91% | Closed |
| 81 | 002415.SZ | 海康威视 | 2,257.70 | 2022-01-05 | 45.69 | 2022-01-12 | 43.38 | -5,346 | -5.18% | Closed |
| 123 | 000651.SZ | 格力电器 | 3,195.45 | 2022-01-07 | 29.06 | 2022-03-09 | 25.28 | -12,161 | -13.10% | Closed |
| 33 | 600036.SH | 招商银行 | 2,522.49 | 2022-02-17 | 41.08 | 2022-03-10 | 36.46 | -11,750 | -11.34% | Closed |
| 94 | 600900.SH | 长江电力 | 5,760.04 | 2022-04-27 | 20.32 | 2022-09-15 | 21.37 | 5,888 | +5.03% | Closed |
| 21 | 000001.SZ | 平安银行 | 10,428.46 | 2022-04-27 | 12.47 | 2022-05-13 | 12.05 | -4,559 | -3.51% | Closed |
| 10 | 600519.SH | 贵州茅台 | 66.81 | 2022-05-09 | 1,576.65 | 2022-08-22 | 1,684.30 | 7,072 | +6.71% | Closed |
| 124 | 000651.SZ | 格力电器 | 4,396.21 | 2022-05-26 | 24.42 | 2022-06-17 | 24.39 | -265 | -0.25% | Closed |
| 72 | 300750.SZ | 宁德时代 | 404.26 | 2022-06-23 | 265.49 | 2022-09-02 | 244.32 | -8,672 | -8.08% | Closed |
| 58 | 600276.SH | 恒瑞医药 | 2,769.37 | 2022-06-28 | 34.88 | 2022-09-02 | 33.90 | -2,807 | -2.91% | Closed |
| 125 | 000651.SZ | 格力电器 | 3,060.56 | 2022-06-28 | 25.56 | 2022-08-22 | 24.88 | -2,171 | -2.78% | Closed |
| 111 | 601318.SH | 中国平安 | 2,197.20 | 2022-06-28 | 39.57 | 2022-08-03 | 34.70 | -10,789 | -12.41% | Closed |
| 48 | 000333.SZ | 美的集团 | 1,367.57 | 2022-06-29 | 51.49 | 2022-08-09 | 45.31 | -8,520 | -12.10% | Closed |
| 34 | 600036.SH | 招商银行 | 1,931.29 | 2022-07-06 | 32.82 | 2022-07-26 | 29.91 | -5,677 | -8.96% | Closed |
| 126 | 000651.SZ | 格力电器 | 4,208.30 | 2022-09-09 | 27.26 | 2022-10-28 | 24.96 | -9,804 | -8.55% | Closed |
| 112 | 601318.SH | 中国平安 | 3,096.46 | 2022-09-20 | 37.31 | 2022-10-20 | 34.84 | -7,769 | -6.73% | Closed |
| 59 | 600276.SH | 恒瑞医药 | 3,013.53 | 2022-10-25 | 38.08 | 2022-12-26 | 36.09 | -6,129 | -5.34% | Closed |
| 82 | 002415.SZ | 海康威视 | 3,926.65 | 2022-11-21 | 28.97 | 2023-05-12 | 32.63 | 14,212 | +12.49% | Closed |
| 113 | 601318.SH | 中国平安 | 2,577.04 | 2022-12-01 | 39.73 | 2023-03-15 | 39.70 | -206 | -0.20% | Closed |
| 35 | 600036.SH | 招商银行 | 3,149.48 | 2022-12-02 | 29.26 | 2023-03-07 | 30.78 | 4,678 | +5.08% | Closed |
| 22 | 000001.SZ | 平安银行 | 7,476.36 | 2022-12-05 | 11.09 | 2023-03-08 | 11.53 | 3,156 | +3.81% | Closed |
| 49 | 000333.SZ | 美的集团 | 1,659.44 | 2022-12-09 | 44.98 | 2023-02-28 | 44.94 | -145 | -0.19% | Closed |
| 127 | 000651.SZ | 格力电器 | 2,480.26 | 2022-12-09 | 27.09 | 2023-05-22 | 29.14 | 5,028 | +7.48% | Closed |
| 11 | 600519.SH | 贵州茅台 | 37.54 | 2022-12-19 | 1,610.49 | 2023-03-17 | 1,601.67 | -397 | -0.66% | Closed |
| 73 | 300750.SZ | 宁德时代 | 265.55 | 2022-12-23 | 204.92 | 2023-03-08 | 206.11 | 257 | +0.47% | Closed |
| 60 | 600276.SH | 恒瑞医药 | 1,403.95 | 2023-01-31 | 42.62 | 2023-03-31 | 42.28 | -544 | -0.91% | Closed |
| 95 | 600900.SH | 长江电力 | 2,861.82 | 2023-02-01 | 18.82 | 2023-02-07 | 18.92 | 245 | +0.46% | Closed |
| 96 | 600900.SH | 长江电力 | 2,802.63 | 2023-02-10 | 19.22 | 2023-02-13 | 19.04 | -571 | -1.06% | Closed |
| 97 | 600900.SH | 长江电力 | 2,823.53 | 2023-02-14 | 19.06 | 2023-03-30 | 18.60 | -1,361 | -2.53% | Closed |
| 98 | 600900.SH | 长江电力 | 4,995.22 | 2023-04-13 | 19.29 | 2023-04-17 | 19.10 | -1,063 | -1.10% | Closed |
| 61 | 600276.SH | 恒瑞医药 | 2,381.77 | 2023-04-13 | 44.94 | 2023-06-27 | 45.56 | 1,337 | +1.25% | Closed |
| 50 | 000333.SZ | 美的集团 | 2,013.90 | 2023-04-18 | 47.79 | 2023-08-24 | 48.98 | 2,292 | +2.38% | Closed |
| 99 | 600900.SH | 长江电力 | 4,509.73 | 2023-04-19 | 19.21 | 2023-07-12 | 19.77 | 2,441 | +2.82% | Closed |
| 114 | 601318.SH | 中国平安 | 1,642.55 | 2023-05-09 | 47.46 | 2023-06-27 | 40.81 | -10,997 | -14.11% | Closed |
| 74 | 300750.SZ | 宁德时代 | 366.46 | 2023-05-12 | 226.36 | 2023-06-14 | 202.75 | -8,742 | -10.54% | Closed |
| 12 | 600519.SH | 贵州茅台 | 68.22 | 2023-07-07 | 1,565.94 | 2023-10-12 | 1,651.84 | 5,740 | +5.37% | Closed |
| 128 | 000651.SZ | 格力电器 | 3,121.68 | 2023-07-10 | 30.80 | 2023-08-30 | 30.14 | -2,166 | -2.25% | Closed |
| 75 | 300750.SZ | 宁德时代 | 446.47 | 2023-07-12 | 213.77 | 2023-09-15 | 197.94 | -7,170 | -7.51% | Closed |
| 62 | 600276.SH | 恒瑞医药 | 1,811.18 | 2023-07-14 | 47.43 | 2023-08-04 | 41.97 | -9,962 | -11.60% | Closed |
| 36 | 600036.SH | 招商银行 | 2,467.03 | 2023-07-31 | 31.34 | 2023-09-06 | 29.14 | -5,493 | -7.11% | Closed |
| 115 | 601318.SH | 中国平安 | 1,514.17 | 2023-08-02 | 45.95 | 2023-09-08 | 44.46 | -2,327 | -3.34% | Closed |
| 83 | 002415.SZ | 海康威视 | 2,092.11 | 2023-08-07 | 33.56 | 2023-09-11 | 31.17 | -5,086 | -7.24% | Closed |
| 23 | 000001.SZ | 平安银行 | 6,005.94 | 2023-08-08 | 10.52 | 2023-09-06 | 9.82 | -4,304 | -6.81% | Closed |
| 100 | 600900.SH | 长江电力 | 2,745.96 | 2023-08-10 | 20.71 | 2023-12-29 | 21.84 | 3,073 | +5.40% | Open |
| 116 | 601318.SH | 中国平安 | 2,168.47 | 2023-09-12 | 44.61 | 2023-10-13 | 42.54 | -4,595 | -4.75% | Closed |
| 37 | 600036.SH | 招商银行 | 3,308.04 | 2023-09-20 | 28.99 | 2023-10-18 | 28.61 | -1,374 | -1.43% | Closed |
| 129 | 000651.SZ | 格力电器 | 2,725.96 | 2023-09-26 | 31.66 | 2023-10-13 | 30.19 | -4,098 | -4.75% | Closed |
| 63 | 600276.SH | 恒瑞医药 | 1,758.05 | 2023-10-11 | 44.18 | 2023-12-25 | 43.41 | -1,437 | -1.85% | Closed |
| 84 | 002415.SZ | 海康威视 | 3,256.24 | 2023-11-02 | 33.18 | 2023-12-18 | 30.40 | -9,165 | -8.48% | Closed |
| 13 | 600519.SH | 贵州茅台 | 59.75 | 2023-11-29 | 1,627.62 | 2023-12-06 | 1,564.31 | -3,888 | -4.00% | Closed |
| 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 | 1204358.549987 |
| Total Return [%] | 20.435855 |
| Benchmark Return [%] | 99.987648 |
| Max Gross Exposure [%] | 68.837189 |
| Total Fees Paid | 11750.911334 |
| Max Drawdown [%] | 21.261107 |
| Max Drawdown Duration | 699 days 00:00:00 |
| Total Trades | 130 |
| Total Closed Trades | 129 |
| Total Open Trades | 1 |
| Open Trade PnL | 3072.604304 |
| Win Rate [%] | 40.310078 |
| Best Trade [%] | 60.321451 |
| Worst Trade [%] | -26.223203 |
| Avg Winning Trade [%] | 15.761968 |
| Avg Losing Trade [%] | -5.950697 |
| Avg Winning Trade Duration | 87 days 06:00:00 |
| Avg Losing Trade Duration | 31 days 23:41:17.922077922 |
| Profit Factor | 1.517908 |
| Expectancy | 1560.356168 |
| Sharpe Ratio | 0.485366 |
| Calmar Ratio | 0.22428 |
| Omega Ratio | 1.079976 |
| Sortino Ratio | 0.698023 |