high~low 18日回归斜率 · 600日z标准分 z>0.7买/z<-0.7卖 · 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 19:19
| 检查项 | 结论 | |
|---|---|---|
| ✅ | 会计恒等（现金+持仓=权益） | 最大相对偏差 2.21e-16 |
| ✅ | 持仓结构 | 平均 3.63 / 最大 9 只 |
| ✅ | 权重合理性 | 单票最大权重 12.8%，总仓位峰值 58.5% |
| ✅ | 收益数量级 | CAGR +0.7%，夏普 0.18 |
| ✅ | 费用占比 | 总费用 15,310 元 = 初始资金的 1.5% |
| ✅ | 单笔收益分布 | 最差 -26.3%，最好 +51.5% |
| ✅ | 停牌日成交 | 356 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 180 笔，99.4% 可由信号解释；反例: 2020-12-21 300750.SZ |
| ✅ | 卖出信号复核（独立重算） | 抽查 176 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 |
|---|---|
| N/M | 18/600 |
| 阈值 | buy>0.7 / sell<-0.7 |
| 区间 | 20180101~20231231（预热自 20150101） |
| 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 | +1.0 | -2.6 | -1.3 | -0.5 | +0.0 | -0.8 | +0.3 | +0.1 | +0.8 | -0.9 | +0.2 | -2.2 | -5.8 |
| 2019 | +3.4 | +2.5 | +3.0 | +2.2 | -1.5 | -0.2 | +0.9 | +0.9 | +0.1 | +1.5 | -0.5 | +0.7 | +13.7 |
| 2020 | -0.9 | -0.6 | -0.4 | +1.1 | -0.7 | +1.5 | +1.9 | +1.6 | -0.7 | +0.5 | +2.2 | +2.0 | +7.8 |
| 2021 | +0.3 | -0.3 | -0.4 | -1.5 | +2.1 | +0.0 | -4.2 | -0.6 | +1.1 | +2.2 | -0.5 | +1.8 | -0.2 |
| 2022 | -1.5 | -1.0 | -2.9 | +0.3 | +0.9 | +4.1 | -2.8 | -1.3 | -3.2 | -3.9 | +5.4 | +1.3 | -5.0 |
| 2023 | +2.6 | -1.2 | +0.3 | -0.4 | -3.0 | +0.0 | +2.0 | -1.8 | -0.0 | -0.8 | -1.3 | -0.9 | -4.5 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 3 | 600519.SH | 贵州茅台 | 136.40 | 2018-12-10 | 492.31 | 2019-05-09 | 746.38 | 34,562 | +51.47% | Closed |
| 116 | 300750.SZ | 宁德时代 | 425.09 | 2021-08-23 | 260.34 | 2021-11-10 | 335.00 | 31,599 | +28.55% | Closed |
| 125 | 002415.SZ | 海康威视 | 3,647.18 | 2018-11-21 | 21.62 | 2019-03-20 | 29.69 | 29,351 | +37.23% | Closed |
| 114 | 300750.SZ | 宁德时代 | 496.75 | 2021-05-19 | 188.75 | 2021-06-24 | 243.18 | 26,919 | +28.71% | Closed |
| 78 | 600036.SH | 招商银行 | 3,389.68 | 2022-11-01 | 22.66 | 2022-12-23 | 30.28 | 25,738 | +33.52% | Closed |
| 149 | 600900.SH | 长江电力 | 5,389.74 | 2021-11-26 | 17.24 | 2023-12-29 | 21.84 | 24,757 | +26.65% | Open |
| 158 | 601318.SH | 中国平安 | 1,908.87 | 2020-04-22 | 55.34 | 2021-03-16 | 67.29 | 22,687 | +21.48% | Closed |
| 127 | 002415.SZ | 海康威视 | 3,042.90 | 2019-06-24 | 22.65 | 2019-09-27 | 27.94 | 16,011 | +23.23% | Closed |
| 35 | 000001.SZ | 平安银行 | 6,025.57 | 2019-09-04 | 11.63 | 2019-11-06 | 13.83 | 13,155 | +18.78% | Closed |
| 153 | 601318.SH | 中国平安 | 1,173.51 | 2018-12-03 | 48.98 | 2019-06-04 | 60.22 | 13,121 | +22.83% | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 100 | 600276.SH | 恒瑞医药 | 1,319.40 | 2021-06-15 | 71.58 | 2021-07-28 | 52.85 | -24,813 | -26.27% | Closed |
| 120 | 300750.SZ | 宁德时代 | 348.89 | 2022-08-25 | 270.65 | 2022-10-20 | 216.55 | -18,967 | -20.09% | Closed |
| 15 | 600519.SH | 贵州茅台 | 53.17 | 2021-07-01 | 1,824.64 | 2021-07-28 | 1,505.43 | -17,069 | -17.59% | Closed |
| 151 | 601318.SH | 中国平安 | 1,505.09 | 2018-03-22 | 53.65 | 2018-05-02 | 44.69 | -13,562 | -16.80% | Closed |
| 177 | 000651.SZ | 格力电器 | 1,965.61 | 2023-04-21 | 35.35 | 2023-06-05 | 28.63 | -13,266 | -19.09% | Closed |
| 56 | 600036.SH | 招商银行 | 3,778.91 | 2018-01-25 | 24.31 | 2018-02-12 | 21.68 | -10,009 | -10.90% | Closed |
| 13 | 600519.SH | 贵州茅台 | 38.93 | 2021-02-05 | 2,040.10 | 2021-03-30 | 1,786.45 | -9,957 | -12.54% | Closed |
| 123 | 300750.SZ | 宁德时代 | 387.51 | 2023-09-15 | 198.33 | 2023-11-03 | 173.66 | -9,640 | -12.54% | Closed |
| 42 | 000001.SZ | 平安银行 | 5,258.23 | 2021-07-26 | 16.62 | 2021-07-28 | 14.83 | -9,483 | -10.85% | Closed |
| 122 | 300750.SZ | 宁德时代 | 321.42 | 2023-01-16 | 226.39 | 2023-03-16 | 197.86 | -9,246 | -12.71% | 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 | 169.42 | 2018-01-02 | 589.92 | 2018-01-24 | 653.03 | 10,577 | +10.58% | Closed |
| 24 | 000001.SZ | 平安银行 | 8,285.29 | 2018-01-03 | 10.86 | 2018-01-15 | 10.66 | -1,716 | -1.91% | Closed |
| 25 | 000001.SZ | 平安银行 | 8,012.71 | 2018-01-16 | 11.20 | 2018-02-08 | 10.12 | -8,746 | -9.74% | Closed |
| 56 | 600036.SH | 招商银行 | 3,778.91 | 2018-01-25 | 24.31 | 2018-02-12 | 21.68 | -10,009 | -10.90% | Closed |
| 150 | 601318.SH | 中国平安 | 1,553.85 | 2018-01-30 | 53.20 | 2018-03-12 | 52.15 | -1,726 | -2.09% | Closed |
| 26 | 000001.SZ | 平安银行 | 9,597.60 | 2018-03-06 | 9.45 | 2018-03-26 | 8.80 | -6,337 | -6.99% | Closed |
| 57 | 600036.SH | 招商银行 | 4,182.91 | 2018-03-19 | 21.45 | 2018-03-27 | 21.08 | -1,649 | -1.84% | Closed |
| 151 | 601318.SH | 中国平安 | 1,505.09 | 2018-03-22 | 53.65 | 2018-05-02 | 44.69 | -13,562 | -16.80% | Closed |
| 1 | 600519.SH | 贵州茅台 | 145.79 | 2018-06-05 | 662.81 | 2018-06-27 | 641.46 | -3,218 | -3.33% | Closed |
| 27 | 000001.SZ | 平安银行 | 11,098.26 | 2018-06-25 | 7.84 | 2018-06-26 | 7.41 | -4,821 | -5.54% | Closed |
| 28 | 000001.SZ | 平安银行 | 13,629.29 | 2018-07-19 | 7.03 | 2018-07-23 | 7.25 | 2,871 | +3.00% | Closed |
| 29 | 000001.SZ | 平安银行 | 11,937.47 | 2018-08-27 | 8.05 | 2018-09-17 | 7.86 | -2,403 | -2.50% | Closed |
| 152 | 601318.SH | 中国平安 | 1,957.47 | 2018-09-20 | 48.98 | 2018-10-22 | 49.49 | 891 | +0.93% | Closed |
| 58 | 600036.SH | 招商银行 | 3,527.52 | 2018-09-25 | 22.01 | 2018-10-22 | 21.75 | -1,020 | -1.31% | Closed |
| 30 | 000001.SZ | 平安银行 | 10,207.52 | 2018-09-25 | 8.45 | 2018-10-22 | 8.67 | 2,105 | +2.44% | Closed |
| 134 | 600900.SH | 长江电力 | 8,124.94 | 2018-11-09 | 11.82 | 2018-12-06 | 11.32 | -4,227 | -4.40% | Closed |
| 2 | 600519.SH | 贵州茅台 | 182.93 | 2018-11-12 | 472.65 | 2018-11-20 | 481.95 | 1,604 | +1.85% | Closed |
| 31 | 000001.SZ | 平安银行 | 9,276.24 | 2018-11-15 | 8.39 | 2018-12-19 | 8.13 | -2,471 | -3.18% | Closed |
| 125 | 002415.SZ | 海康威视 | 3,647.18 | 2018-11-21 | 21.62 | 2019-03-20 | 29.69 | 29,351 | +37.23% | Closed |
| 59 | 600036.SH | 招商银行 | 3,433.88 | 2018-11-26 | 20.66 | 2018-12-20 | 19.50 | -4,062 | -5.72% | Closed |
| 89 | 600276.SH | 恒瑞医药 | 1,803.23 | 2018-11-28 | 35.42 | 2018-12-07 | 34.64 | -1,475 | -2.31% | Closed |
| 153 | 601318.SH | 中国平安 | 1,173.51 | 2018-12-03 | 48.98 | 2019-06-04 | 60.22 | 13,121 | +22.83% | Closed |
| 3 | 600519.SH | 贵州茅台 | 136.40 | 2018-12-10 | 492.31 | 2019-05-09 | 746.38 | 34,562 | +51.47% | Closed |
| 90 | 600276.SH | 恒瑞医药 | 2,486.74 | 2019-01-02 | 30.02 | 2019-01-15 | 30.64 | 1,460 | +1.96% | Closed |
| 135 | 600900.SH | 长江电力 | 5,525.71 | 2019-01-04 | 12.16 | 2019-01-17 | 12.14 | -165 | -0.25% | Closed |
| 60 | 600036.SH | 招商银行 | 2,824.64 | 2019-02-26 | 23.83 | 2019-03-29 | 23.95 | 270 | +0.40% | Closed |
| 32 | 000001.SZ | 平安银行 | 7,416.51 | 2019-02-26 | 10.08 | 2019-03-20 | 10.17 | 541 | +0.72% | Closed |
| 91 | 600276.SH | 恒瑞医药 | 1,477.01 | 2019-03-01 | 41.02 | 2019-03-21 | 41.06 | 3 | +0.01% | Closed |
| 136 | 600900.SH | 长江电力 | 4,130.31 | 2019-03-07 | 13.20 | 2019-04-11 | 12.96 | -1,071 | -1.96% | Closed |
| 92 | 600276.SH | 恒瑞医药 | 1,756.76 | 2019-03-28 | 41.83 | 2019-04-22 | 43.52 | 2,886 | +3.93% | Closed |
| 33 | 000001.SZ | 平安银行 | 6,830.67 | 2019-04-02 | 10.67 | 2019-05-06 | 10.51 | -1,211 | -1.66% | Closed |
| 93 | 600276.SH | 恒瑞医药 | 2,351.60 | 2019-05-27 | 40.79 | 2019-06-12 | 40.59 | -583 | -0.61% | Closed |
| 137 | 600900.SH | 长江电力 | 6,384.62 | 2019-05-30 | 13.52 | 2019-06-26 | 13.77 | 1,476 | +1.71% | Closed |
| 126 | 002415.SZ | 海康威视 | 3,985.70 | 2019-06-04 | 21.26 | 2019-06-17 | 21.19 | -397 | -0.47% | Closed |
| 4 | 600519.SH | 贵州茅台 | 101.92 | 2019-06-06 | 748.40 | 2019-06-14 | 777.08 | 2,838 | +3.72% | Closed |
| 154 | 601318.SH | 中国平安 | 1,269.39 | 2019-06-21 | 67.02 | 2019-07-15 | 67.00 | -119 | -0.14% | Closed |
| 34 | 000001.SZ | 平安银行 | 8,549.77 | 2019-06-21 | 11.06 | 2019-07-12 | 11.02 | -407 | -0.43% | Closed |
| 61 | 600036.SH | 招商银行 | 2,765.28 | 2019-06-24 | 27.69 | 2019-07-09 | 26.21 | -4,186 | -5.47% | Closed |
| 127 | 002415.SZ | 海康威视 | 3,042.90 | 2019-06-24 | 22.65 | 2019-09-27 | 27.94 | 16,011 | +23.23% | Closed |
| 94 | 600276.SH | 恒瑞医药 | 1,573.62 | 2019-07-05 | 44.99 | 2019-07-30 | 45.17 | 206 | +0.29% | Closed |
| 5 | 600519.SH | 贵州茅台 | 73.83 | 2019-07-08 | 863.10 | 2019-08-07 | 821.94 | -3,107 | -4.88% | Closed |
| 138 | 600900.SH | 长江电力 | 4,565.60 | 2019-07-11 | 14.15 | 2019-08-15 | 15.15 | 4,506 | +6.98% | Closed |
| 6 | 600519.SH | 贵州茅台 | 104.43 | 2019-08-19 | 920.30 | 2019-09-12 | 922.79 | 154 | +0.16% | Closed |
| 95 | 600276.SH | 恒瑞医药 | 1,677.05 | 2019-08-26 | 51.58 | 2019-09-18 | 53.46 | 3,067 | +3.55% | Closed |
| 139 | 600900.SH | 长江电力 | 5,161.46 | 2019-09-02 | 15.08 | 2019-09-26 | 15.07 | -157 | -0.20% | Closed |
| 35 | 000001.SZ | 平安银行 | 6,025.57 | 2019-09-04 | 11.63 | 2019-11-06 | 13.83 | 13,155 | +18.78% | Closed |
| 62 | 600036.SH | 招商银行 | 2,439.61 | 2019-09-04 | 25.85 | 2019-12-17 | 28.17 | 5,595 | +8.87% | Closed |
| 155 | 601318.SH | 中国平安 | 958.41 | 2019-09-12 | 69.26 | 2019-11-25 | 65.29 | -3,873 | -5.83% | Closed |
| 96 | 600276.SH | 恒瑞医药 | 1,539.11 | 2019-09-27 | 55.20 | 2019-11-25 | 60.23 | 7,649 | +9.00% | Closed |
| 140 | 600900.SH | 长江电力 | 5,285.94 | 2019-10-25 | 14.47 | 2019-11-08 | 14.50 | 106 | +0.14% | Closed |
| 36 | 000001.SZ | 平安银行 | 6,386.92 | 2019-11-18 | 13.28 | 2020-01-13 | 13.57 | 1,807 | +2.13% | Closed |
| 141 | 600900.SH | 长江电力 | 6,114.46 | 2019-12-13 | 15.02 | 2020-02-04 | 13.78 | -7,669 | -8.35% | Closed |
| 156 | 601318.SH | 中国平安 | 1,358.89 | 2019-12-17 | 65.87 | 2020-01-14 | 66.89 | 1,292 | +1.44% | Closed |
| 63 | 600036.SH | 招商银行 | 2,838.68 | 2019-12-24 | 28.38 | 2020-02-04 | 26.50 | -5,417 | -6.72% | Closed |
| 97 | 600276.SH | 恒瑞医药 | 1,434.29 | 2020-01-20 | 62.92 | 2020-02-05 | 58.88 | -5,887 | -6.52% | Closed |
| 7 | 600519.SH | 贵州茅台 | 105.35 | 2020-03-11 | 1,002.21 | 2020-04-08 | 997.18 | -646 | -0.61% | Closed |
| 157 | 601318.SH | 中国平安 | 1,970.98 | 2020-04-09 | 53.54 | 2020-04-14 | 54.22 | 1,230 | +1.17% | Closed |
| 158 | 601318.SH | 中国平安 | 1,908.87 | 2020-04-22 | 55.34 | 2021-03-16 | 67.29 | 22,687 | +21.48% | Closed |
| 8 | 600519.SH | 贵州茅台 | 87.70 | 2020-04-23 | 1,084.18 | 2020-05-29 | 1,153.08 | 5,934 | +6.24% | Closed |
| 142 | 600900.SH | 长江电力 | 5,387.57 | 2020-04-28 | 14.29 | 2020-07-21 | 15.73 | 7,620 | +9.89% | Closed |
| 64 | 600036.SH | 招商银行 | 3,360.67 | 2020-04-28 | 25.46 | 2020-05-26 | 25.18 | -1,027 | -1.20% | Closed |
| 37 | 000001.SZ | 平安银行 | 6,088.35 | 2020-04-30 | 11.38 | 2020-09-18 | 12.88 | 9,001 | +12.99% | Closed |
| 98 | 600276.SH | 恒瑞医药 | 1,193.87 | 2020-06-12 | 67.79 | 2020-10-12 | 75.21 | 8,764 | +10.83% | Closed |
| 9 | 600519.SH | 贵州茅台 | 56.74 | 2020-06-30 | 1,283.83 | 2020-07-30 | 1,463.49 | 10,107 | +13.88% | Closed |
| 65 | 600036.SH | 招商银行 | 2,326.81 | 2020-07-06 | 28.17 | 2020-08-28 | 28.73 | 1,226 | +1.87% | Closed |
| 143 | 600900.SH | 长江电力 | 4,320.88 | 2020-07-23 | 15.61 | 2020-10-29 | 15.96 | 1,425 | +2.11% | Closed |
| 10 | 600519.SH | 贵州茅台 | 48.14 | 2020-09-01 | 1,572.41 | 2020-10-30 | 1,469.44 | -5,037 | -6.66% | Closed |
| 38 | 000001.SZ | 平安银行 | 5,942.99 | 2020-10-19 | 14.29 | 2020-11-11 | 15.00 | 4,144 | +4.88% | Closed |
| 66 | 600036.SH | 招商银行 | 2,445.61 | 2020-10-20 | 31.25 | 2020-11-17 | 33.53 | 5,481 | +7.17% | Closed |
| 144 | 600900.SH | 长江电力 | 4,936.95 | 2020-11-03 | 16.76 | 2021-03-02 | 16.56 | -1,057 | -1.28% | Closed |
| 99 | 600276.SH | 恒瑞医药 | 1,187.13 | 2020-11-16 | 70.23 | 2021-04-15 | 68.81 | -1,784 | -2.14% | Closed |
| 11 | 600519.SH | 贵州茅台 | 53.85 | 2020-11-25 | 1,545.65 | 2020-12-30 | 1,637.58 | 4,856 | +5.83% | Closed |
| 39 | 000001.SZ | 平安银行 | 4,550.20 | 2020-12-02 | 16.46 | 2020-12-30 | 15.66 | -3,718 | -4.96% | Closed |
| 67 | 600036.SH | 招商银行 | 1,875.75 | 2020-12-02 | 35.94 | 2021-02-04 | 41.22 | 9,828 | +14.58% | Closed |
| 113 | 300750.SZ | 宁德时代 | 368.02 | 2020-12-22 | 164.86 | 2021-01-28 | 195.31 | 11,133 | +18.35% | Closed |
| 12 | 600519.SH | 贵州茅台 | 40.19 | 2021-01-04 | 1,754.91 | 2021-01-29 | 1,840.03 | 3,342 | +4.74% | Closed |
| 40 | 000001.SZ | 平安银行 | 3,414.16 | 2021-01-19 | 18.59 | 2021-04-01 | 18.20 | -1,406 | -2.22% | Closed |
| 13 | 600519.SH | 贵州茅台 | 38.93 | 2021-02-05 | 2,040.10 | 2021-03-30 | 1,786.45 | -9,957 | -12.54% | Closed |
| 68 | 600036.SH | 招商银行 | 1,657.83 | 2021-02-08 | 43.12 | 2021-02-10 | 43.90 | 1,213 | +1.70% | Closed |
| 69 | 600036.SH | 招商银行 | 1,709.90 | 2021-02-26 | 41.87 | 2021-03-22 | 40.70 | -2,087 | -2.91% | Closed |
| 145 | 600900.SH | 长江电力 | 4,307.08 | 2021-03-10 | 16.86 | 2021-04-01 | 18.00 | 4,842 | +6.67% | Closed |
| 159 | 601318.SH | 中国平安 | 1,359.25 | 2021-03-25 | 62.63 | 2021-04-16 | 59.79 | -3,950 | -4.64% | Closed |
| 70 | 600036.SH | 招商银行 | 2,198.48 | 2021-04-06 | 39.92 | 2021-04-21 | 40.59 | 1,373 | +1.56% | Closed |
| 14 | 600519.SH | 贵州茅台 | 51.43 | 2021-04-06 | 1,896.20 | 2021-06-21 | 1,825.86 | -3,723 | -3.82% | Closed |
| 146 | 600900.SH | 长江电力 | 6,155.23 | 2021-04-29 | 16.93 | 2021-05-26 | 16.61 | -2,081 | -2.00% | Closed |
| 114 | 300750.SZ | 宁德时代 | 496.75 | 2021-05-19 | 188.75 | 2021-06-24 | 243.18 | 26,919 | +28.71% | Closed |
| 41 | 000001.SZ | 平安银行 | 4,611.70 | 2021-05-26 | 20.51 | 2021-05-31 | 20.21 | -1,480 | -1.56% | Closed |
| 100 | 600276.SH | 恒瑞医药 | 1,319.40 | 2021-06-15 | 71.58 | 2021-07-28 | 52.85 | -24,813 | -26.27% | Closed |
| 147 | 600900.SH | 长江电力 | 5,623.97 | 2021-06-22 | 16.78 | 2021-08-02 | 16.52 | -1,551 | -1.64% | Closed |
| 15 | 600519.SH | 贵州茅台 | 53.17 | 2021-07-01 | 1,824.64 | 2021-07-28 | 1,505.43 | -17,069 | -17.59% | Closed |
| 115 | 300750.SZ | 宁德时代 | 307.38 | 2021-07-08 | 284.05 | 2021-07-22 | 286.36 | 616 | +0.71% | Closed |
| 42 | 000001.SZ | 平安银行 | 5,258.23 | 2021-07-26 | 16.62 | 2021-07-28 | 14.83 | -9,483 | -10.85% | Closed |
| 116 | 300750.SZ | 宁德时代 | 425.09 | 2021-08-23 | 260.34 | 2021-11-10 | 335.00 | 31,599 | +28.55% | Closed |
| 160 | 601318.SH | 中国平安 | 2,180.75 | 2021-08-27 | 41.11 | 2021-09-14 | 41.34 | 405 | +0.45% | Closed |
| 71 | 600036.SH | 招商银行 | 2,501.44 | 2021-08-27 | 39.82 | 2021-09-02 | 40.53 | 1,670 | +1.68% | Closed |
| 43 | 000001.SZ | 平安银行 | 6,623.94 | 2021-09-23 | 15.07 | 2021-11-03 | 15.04 | -309 | -0.31% | Closed |
| 148 | 600900.SH | 长江电力 | 4,779.99 | 2021-09-24 | 18.79 | 2021-11-05 | 18.32 | -2,359 | -2.63% | Closed |
| 101 | 600276.SH | 恒瑞医药 | 1,599.97 | 2021-09-28 | 50.53 | 2021-11-09 | 48.65 | -3,100 | -3.83% | Closed |
| 16 | 600519.SH | 贵州茅台 | 45.41 | 2021-09-29 | 1,602.34 | 2021-10-27 | 1,637.41 | 1,512 | +2.08% | Closed |
| 161 | 601318.SH | 中国平安 | 1,487.32 | 2021-10-22 | 44.03 | 2021-11-03 | 40.83 | -4,821 | -7.36% | Closed |
| 72 | 600036.SH | 招商银行 | 2,401.72 | 2021-11-09 | 41.18 | 2021-11-29 | 39.80 | -3,415 | -3.45% | Closed |
| 17 | 600519.SH | 贵州茅台 | 62.93 | 2021-11-23 | 1,640.43 | 2022-02-09 | 1,625.74 | -1,038 | -1.00% | Closed |
| 149 | 600900.SH | 长江电力 | 5,389.74 | 2021-11-26 | 17.24 | 2023-12-29 | 21.84 | 24,757 | +26.65% | Open |
| 83 | 000333.SZ | 美的集团 | 1,639.97 | 2021-12-03 | 56.81 | 2022-03-10 | 51.26 | -9,210 | -9.89% | Closed |
| 102 | 600276.SH | 恒瑞医药 | 1,720.29 | 2021-12-07 | 48.74 | 2022-01-14 | 46.02 | -4,772 | -5.69% | Closed |
| 162 | 601318.SH | 中国平安 | 1,647.20 | 2021-12-08 | 41.23 | 2022-02-08 | 42.27 | 1,632 | +2.40% | Closed |
| 44 | 000001.SZ | 平安银行 | 4,913.51 | 2021-12-08 | 15.36 | 2022-01-10 | 14.36 | -4,966 | -6.58% | Closed |
| 73 | 600036.SH | 招商银行 | 1,507.03 | 2021-12-22 | 40.56 | 2022-01-10 | 39.55 | -1,586 | -2.59% | Closed |
| 117 | 300750.SZ | 宁德时代 | 247.71 | 2022-01-28 | 306.53 | 2022-02-09 | 277.31 | -7,317 | -9.64% | Closed |
| 103 | 600276.SH | 恒瑞医药 | 2,339.08 | 2022-02-23 | 39.49 | 2022-02-28 | 39.28 | -584 | -0.63% | Closed |
| 163 | 601318.SH | 中国平安 | 1,998.65 | 2022-03-03 | 41.57 | 2022-03-10 | 39.16 | -4,907 | -5.91% | Closed |
| 74 | 600036.SH | 招商银行 | 2,324.06 | 2022-03-03 | 39.72 | 2022-03-10 | 36.46 | -7,677 | -8.32% | Closed |
| 45 | 000001.SZ | 平安银行 | 5,750.44 | 2022-03-04 | 13.00 | 2022-03-10 | 11.78 | -7,107 | -9.51% | Closed |
| 75 | 600036.SH | 招商银行 | 3,319.44 | 2022-05-16 | 29.75 | 2022-05-31 | 31.22 | 4,787 | +4.85% | Closed |
| 104 | 600276.SH | 恒瑞医药 | 3,060.01 | 2022-05-17 | 29.04 | 2022-05-24 | 29.45 | 1,162 | +1.31% | Closed |
| 164 | 601318.SH | 中国平安 | 2,026.89 | 2022-05-20 | 35.51 | 2022-07-04 | 38.96 | 6,910 | +9.60% | Closed |
| 46 | 000001.SZ | 平安银行 | 6,535.83 | 2022-05-20 | 12.24 | 2022-06-21 | 11.91 | -2,201 | -2.75% | Closed |
| 18 | 600519.SH | 贵州茅台 | 52.05 | 2022-06-08 | 1,616.51 | 2022-08-11 | 1,685.18 | 3,480 | +4.14% | Closed |
| 118 | 300750.SZ | 宁德时代 | 322.14 | 2022-06-08 | 235.08 | 2022-08-04 | 260.85 | 8,213 | +10.85% | Closed |
| 105 | 600276.SH | 恒瑞医药 | 2,177.55 | 2022-06-09 | 31.30 | 2022-08-23 | 34.43 | 6,750 | +9.90% | Closed |
| 84 | 000333.SZ | 美的集团 | 1,359.73 | 2022-06-10 | 45.11 | 2022-06-16 | 47.06 | 2,581 | +4.21% | Closed |
| 128 | 002415.SZ | 海康威视 | 1,793.88 | 2022-06-15 | 30.77 | 2022-08-08 | 29.20 | -2,877 | -5.21% | Closed |
| 172 | 000651.SZ | 格力电器 | 2,503.03 | 2022-06-22 | 25.51 | 2022-07-08 | 25.31 | -581 | -0.91% | Closed |
| 76 | 600036.SH | 招商银行 | 2,045.98 | 2022-07-12 | 31.53 | 2022-08-04 | 27.81 | -7,689 | -11.92% | Closed |
| 47 | 000001.SZ | 平安银行 | 5,975.76 | 2022-07-12 | 12.00 | 2022-08-18 | 10.56 | -8,684 | -12.11% | Closed |
| 173 | 000651.SZ | 格力电器 | 2,214.73 | 2022-07-21 | 26.22 | 2022-08-19 | 24.87 | -3,055 | -5.26% | Closed |
| 85 | 000333.SZ | 美的集团 | 1,068.43 | 2022-07-26 | 48.91 | 2022-08-26 | 45.34 | -3,871 | -7.41% | Closed |
| 119 | 300750.SZ | 宁德时代 | 256.87 | 2022-08-09 | 258.27 | 2022-08-15 | 259.76 | 308 | +0.46% | Closed |
| 120 | 300750.SZ | 宁德时代 | 348.89 | 2022-08-25 | 270.65 | 2022-10-20 | 216.55 | -18,967 | -20.09% | Closed |
| 165 | 601318.SH | 中国平安 | 2,465.56 | 2022-08-26 | 36.43 | 2022-09-20 | 37.24 | 1,883 | +2.10% | Closed |
| 48 | 000001.SZ | 平安银行 | 7,540.88 | 2022-09-01 | 10.72 | 2022-09-09 | 10.49 | -1,844 | -2.28% | Closed |
| 174 | 000651.SZ | 格力电器 | 2,416.85 | 2022-09-02 | 27.09 | 2022-11-10 | 24.52 | -6,300 | -9.62% | Closed |
| 86 | 000333.SZ | 美的集团 | 1,525.04 | 2022-09-02 | 47.71 | 2023-01-13 | 47.41 | -541 | -0.74% | Closed |
| 77 | 600036.SH | 招商银行 | 2,290.68 | 2022-09-14 | 29.18 | 2022-10-11 | 26.52 | -6,147 | -9.20% | Closed |
| 49 | 000001.SZ | 平安银行 | 5,659.99 | 2022-09-19 | 10.63 | 2022-11-10 | 9.13 | -8,559 | -14.23% | Closed |
| 19 | 600519.SH | 贵州茅台 | 38.85 | 2022-09-26 | 1,629.47 | 2022-10-11 | 1,598.51 | -1,272 | -2.01% | Closed |
| 78 | 600036.SH | 招商银行 | 3,389.68 | 2022-11-01 | 22.66 | 2022-12-23 | 30.28 | 25,738 | +33.52% | Closed |
| 50 | 000001.SZ | 平安银行 | 7,978.67 | 2022-11-15 | 10.05 | 2022-12-23 | 10.87 | 6,429 | +8.02% | Closed |
| 121 | 300750.SZ | 宁德时代 | 382.99 | 2022-11-28 | 188.45 | 2022-12-29 | 201.47 | 4,904 | +6.80% | Closed |
| 129 | 002415.SZ | 海康威视 | 2,374.75 | 2022-11-29 | 27.35 | 2022-12-29 | 30.28 | 6,879 | +10.59% | Closed |
| 106 | 600276.SH | 恒瑞医药 | 1,554.54 | 2022-12-15 | 37.61 | 2023-02-15 | 44.43 | 10,540 | +18.03% | Closed |
| 175 | 000651.SZ | 格力电器 | 2,422.12 | 2022-12-27 | 26.58 | 2023-02-21 | 28.92 | 5,595 | +8.69% | Closed |
| 51 | 000001.SZ | 平安银行 | 6,558.10 | 2022-12-27 | 10.91 | 2023-02-03 | 12.22 | 8,537 | +11.94% | Closed |
| 79 | 600036.SH | 招商银行 | 2,268.07 | 2023-01-09 | 32.11 | 2023-03-01 | 31.08 | -2,419 | -3.32% | Closed |
| 122 | 300750.SZ | 宁德时代 | 321.42 | 2023-01-16 | 226.39 | 2023-03-16 | 197.86 | -9,246 | -12.71% | Closed |
| 20 | 600519.SH | 贵州茅台 | 37.75 | 2023-01-17 | 1,734.68 | 2023-03-28 | 1,601.67 | -5,091 | -7.77% | Closed |
| 130 | 002415.SZ | 海康威视 | 1,764.07 | 2023-01-30 | 33.41 | 2023-02-21 | 34.77 | 2,336 | +3.96% | Closed |
| 52 | 000001.SZ | 平安银行 | 5,123.94 | 2023-02-07 | 11.92 | 2023-03-01 | 11.67 | -1,315 | -2.15% | Closed |
| 166 | 601318.SH | 中国平安 | 1,289.82 | 2023-02-14 | 42.60 | 2023-03-02 | 43.09 | 575 | +1.05% | Closed |
| 87 | 000333.SZ | 美的集团 | 1,520.29 | 2023-02-23 | 45.70 | 2023-03-01 | 45.37 | -583 | -0.84% | Closed |
| 176 | 000651.SZ | 格力电器 | 2,071.91 | 2023-02-24 | 30.18 | 2023-03-21 | 31.10 | 1,839 | +2.94% | Closed |
| 107 | 600276.SH | 恒瑞医药 | 1,911.97 | 2023-03-07 | 42.75 | 2023-03-28 | 42.36 | -835 | -1.02% | Closed |
| 80 | 600036.SH | 招商银行 | 2,503.31 | 2023-03-15 | 29.38 | 2023-06-30 | 27.31 | -5,274 | -7.17% | Closed |
| 131 | 002415.SZ | 海康威视 | 2,098.60 | 2023-03-17 | 34.57 | 2023-05-30 | 31.16 | -7,230 | -9.96% | Closed |
| 53 | 000001.SZ | 平安银行 | 6,613.26 | 2023-03-27 | 10.85 | 2023-04-11 | 10.74 | -781 | -1.09% | Closed |
| 167 | 601318.SH | 中国平安 | 2,001.05 | 2023-03-30 | 39.33 | 2023-04-03 | 39.28 | -175 | -0.22% | Closed |
| 108 | 600276.SH | 恒瑞医药 | 1,816.44 | 2023-04-14 | 47.22 | 2023-05-08 | 46.66 | -1,104 | -1.29% | Closed |
| 168 | 601318.SH | 中国平安 | 1,840.02 | 2023-04-19 | 41.95 | 2023-05-26 | 41.73 | -493 | -0.64% | Closed |
| 177 | 000651.SZ | 格力电器 | 1,965.61 | 2023-04-21 | 35.35 | 2023-06-05 | 28.63 | -13,266 | -19.09% | Closed |
| 88 | 000333.SZ | 美的集团 | 1,285.90 | 2023-04-27 | 48.63 | 2023-05-24 | 48.23 | -582 | -0.93% | Closed |
| 21 | 600519.SH | 贵州茅台 | 41.88 | 2023-05-18 | 1,545.93 | 2023-06-02 | 1,488.60 | -2,471 | -3.82% | Closed |
| 54 | 000001.SZ | 平安银行 | 5,585.33 | 2023-05-22 | 10.43 | 2023-10-11 | 9.61 | -4,664 | -8.01% | Closed |
| 169 | 601318.SH | 中国平安 | 1,754.26 | 2023-05-30 | 41.52 | 2023-07-21 | 42.05 | 840 | +1.15% | Closed |
| 22 | 600519.SH | 贵州茅台 | 49.06 | 2023-06-20 | 1,577.72 | 2023-09-12 | 1,678.21 | 4,842 | +6.26% | Closed |
| 81 | 600036.SH | 招商银行 | 2,857.12 | 2023-07-26 | 29.35 | 2023-09-19 | 29.05 | -939 | -1.12% | Closed |
| 178 | 000651.SZ | 格力电器 | 2,326.42 | 2023-07-26 | 32.44 | 2023-08-15 | 30.87 | -3,750 | -4.97% | Closed |
| 170 | 601318.SH | 中国平安 | 1,439.75 | 2023-07-31 | 47.18 | 2023-09-20 | 43.78 | -4,968 | -7.31% | Closed |
| 132 | 002415.SZ | 海康威视 | 1,832.61 | 2023-08-01 | 33.36 | 2023-09-01 | 32.33 | -1,952 | -3.19% | Closed |
| 109 | 600276.SH | 恒瑞医药 | 1,609.19 | 2023-08-23 | 38.65 | 2023-08-30 | 41.93 | 5,202 | +8.36% | Closed |
| 123 | 300750.SZ | 宁德时代 | 387.51 | 2023-09-15 | 198.33 | 2023-11-03 | 173.66 | -9,640 | -12.54% | Closed |
| 171 | 601318.SH | 中国平安 | 1,926.20 | 2023-09-28 | 43.48 | 2023-11-08 | 41.08 | -4,719 | -5.63% | Closed |
| 133 | 002415.SZ | 海康威视 | 2,453.54 | 2023-10-30 | 32.91 | 2023-12-29 | 31.86 | -2,624 | -3.25% | Open |
| 110 | 600276.SH | 恒瑞医药 | 1,514.89 | 2023-10-31 | 47.97 | 2023-11-21 | 46.96 | -1,614 | -2.22% | Closed |
| 179 | 000651.SZ | 格力电器 | 2,235.29 | 2023-11-01 | 29.26 | 2023-11-08 | 29.16 | -299 | -0.46% | Closed |
| 82 | 600036.SH | 招商银行 | 3,005.61 | 2023-11-13 | 26.62 | 2023-12-28 | 23.99 | -7,971 | -9.96% | Closed |
| 55 | 000001.SZ | 平安银行 | 8,099.28 | 2023-11-14 | 8.89 | 2023-12-19 | 7.90 | -8,078 | -11.22% | Closed |
| 23 | 600519.SH | 贵州茅台 | 43.80 | 2023-11-21 | 1,641.82 | 2023-12-04 | 1,617.28 | -1,153 | -1.60% | Closed |
| 124 | 300750.SZ | 宁德时代 | 393.01 | 2023-11-23 | 164.66 | 2023-12-29 | 152.58 | -4,783 | -7.39% | Open |
| 111 | 600276.SH | 恒瑞医药 | 1,255.81 | 2023-11-27 | 46.38 | 2023-12-05 | 45.21 | -1,530 | -2.63% | Closed |
| 112 | 600276.SH | 恒瑞医药 | 1,649.04 | 2023-12-27 | 43.39 | 2023-12-29 | 44.66 | 2,055 | +2.87% | 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 | 1045937.535378 |
| Total Return [%] | 4.593754 |
| Benchmark Return [%] | 99.987648 |
| Max Gross Exposure [%] | 58.472094 |
| Total Fees Paid | 15310.366335 |
| Max Drawdown [%] | 13.223189 |
| Max Drawdown Duration | 720 days 00:00:00 |
| Total Trades | 180 |
| Total Closed Trades | 176 |
| Total Open Trades | 4 |
| Open Trade PnL | 19405.047149 |
| Win Rate [%] | 41.477273 |
| Best Trade [%] | 51.467823 |
| Worst Trade [%] | -26.27136 |
| Avg Winning Trade [%] | 8.172068 |
| Avg Losing Trade [%] | -5.329449 |
| Avg Winning Trade Duration | 31 days 10:50:57.534246575 |
| Avg Losing Trade Duration | 23 days 09:05:14.563106796 |
| Profit Factor | 1.061637 |
| Expectancy | 150.752774 |
| Sharpe Ratio | 0.183838 |
| Calmar Ratio | 0.08557 |
| Omega Ratio | 1.028713 |
| Sortino Ratio | 0.265948 |