邢不行年报跳空策略

年报后第二天真跳空缺口选前10只, 延迟31日买入, 持有60日　|　区间 2018-01-02 ~ 2023-12-29　|　生成于 2026-06-11 19:05

核心指标

总收益
+0.1%
年化收益 (CAGR)
+0.01%
基准收益
+22.3%
最大回撤
-24.7%
夏普比率
0.09
卡玛比率
0.00
胜率
47.5%
盈亏因子
1.00
交易次数
59
总手续费
6,991 元

可信度核查（自动）

检查项结论
✅会计恒等（现金+持仓=权益）最大相对偏差 3.76e-16
✅持仓结构平均 2.43 / 最大 10 只
✅权重合理性单票最大权重 17.4%，总仓位峰值 100.0%
✅收益数量级CAGR +0.0%，夏普 0.09
✅费用占比总费用 6,991 元 = 初始资金的 0.7%
✅单笔收益分布最差 -34.5%，最好 +102.3%
⚠️停牌日成交1/118 笔在无价/无量日成交——若全部为退市股强制清仓则属预期，否则约束失效
✅选股一致性复核（独立重算）核查 6 个换仓日，100.0% 一致

策略参数

N_HOLD10
ENTRY_DELAY31
HOLD_DAYS60
区间20180101~20231231
初始资金1,000,000
⚠️年报日近似为4/30后首个交易日

权益与回撤

收益分布

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+0.0-5.8+0.9-10.1+1.2+0.0+0.0+0.0-13.5
2019+0.0+0.0+0.0+0.0+0.0-1.6-1.9+6.3+3.9+0.0+0.0+0.0+6.7
2020+0.0+0.0+0.0+0.0+0.0+5.1+17.6-0.4-2.9+0.0+0.0+0.0+19.5
2021+0.0+0.0+0.0+0.0+0.0+2.8-2.5+7.7+3.8+0.0+0.0+0.0+12.0
2022+0.0+0.0+0.0+0.0+0.0+0.7+3.3-6.7+2.3+0.0+0.0+0.0-0.7
2023+0.0+0.0+0.0+0.0+0.0-4.0-5.4-4.8-5.7+0.0+0.0+0.0-18.5

交易明细

盈利 Top 10

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
49 601600.SH 中国铝业 24,382.99 2021-06-21 4.53 2021-09-13 9.17 112,969 +102.32% Closed
11 002285.SZ 世联行 33,361.81 2020-06-18 2.77 2020-09-14 5.24 82,314 +89.07% Closed
32 600172.SH 黄河旋风 19,248.90 2021-06-21 5.74 2021-09-13 8.57 54,432 +49.30% Closed
10 002088.SZ 鲁阳节能 7,442.09 2022-06-20 16.62 2022-09-13 23.00 47,299 +38.23% Closed
1 000426.SZ 兴业银锡 14,490.88 2021-06-21 7.62 2021-09-13 10.31 38,896 +35.23% Closed
38 600584.SH 长电科技 3,511.87 2020-06-18 26.32 2020-09-14 35.39 31,755 +34.36% Closed
20 002793.SZ 罗欣药业 10,759.21 2019-06-19 8.94 2019-09-11 11.72 29,783 +30.95% Closed
47 600767.SH 退市运盛(退) 19,660.64 2021-06-21 5.62 2021-09-13 6.79 23,018 +20.85% Closed
9 002085.SZ 万丰奥威 24,931.86 2022-06-20 4.96 2022-09-13 5.85 21,900 +17.70% Closed
30 600051.SH 宁波联合 12,363.33 2020-06-18 7.48 2020-09-14 9.17 20,832 +22.54% Closed

亏损 Top 10

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
18 002555.SZ 三七互娱 4,321.64 2023-06-16 28.43 2023-09-12 18.65 -42,407 -34.51% Closed
12 002291.SZ 遥望科技 8,238.34 2023-06-16 14.91 2023-09-12 10.12 -39,617 -32.24% Closed
51 601900.SH 南方传媒 5,664.11 2023-06-16 21.69 2023-09-12 14.79 -39,225 -31.92% Closed
5 000756.SZ 新华制药 5,064.81 2022-06-20 24.43 2022-09-13 16.88 -38,340 -30.99% Closed
50 601801.SH 皖新传媒 12,822.74 2023-06-16 9.58 2023-09-12 6.77 -36,215 -29.47% Closed
21 002900.SZ 哈三联 3,901.02 2021-06-21 28.30 2021-09-13 19.22 -35,538 -32.19% Closed
58 688123.SH 聚辰股份 1,403.81 2022-06-20 86.76 2022-09-13 64.83 -30,903 -25.37% Closed
26 300519.SZ 新光药业 5,010.72 2018-06-14 19.98 2018-09-07 14.24 -28,826 -28.80% Closed
53 603020.SH 爱普股份 6,218.20 2021-06-21 17.76 2021-09-13 13.34 -27,531 -24.94% Closed
46 600757.SH 长江传媒 14,151.76 2023-06-16 8.68 2023-09-12 6.96 -24,506 -19.94% Closed
查看完整交易明细（共 59 笔）
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
14 002365.SZ 永安药业 6,870.91 2018-06-14 14.57 2018-09-07 12.06 -17,316 -17.30% Closed
36 600516.SH 方大炭素 8,352.49 2018-06-14 11.98 2018-09-07 9.80 -18,376 -18.36% Closed
27 300526.SZ 中潜退(退) 7,766.49 2018-06-14 12.89 2018-09-07 10.21 -20,902 -20.88% Closed
6 000860.SZ 顺鑫农业 3,265.21 2018-06-14 30.66 2018-09-07 31.83 3,704 +3.70% Closed
35 600329.SH 达仁堂 6,702.35 2018-06-14 14.94 2018-09-07 13.51 -9,683 -9.67% Closed
8 000979.SZ 中弘退(退) 85,470.09 2018-06-14 1.17 2018-09-07 1.00 -14,817 -14.80% Closed
52 601908.SH 京运通 22,327.18 2018-06-14 4.41 2018-09-07 3.82 -13,447 -13.65% Closed
26 300519.SZ 新光药业 5,010.72 2018-06-14 19.98 2018-09-07 14.24 -28,826 -28.80% Closed
48 600778.SH 友好集团 19,047.62 2018-06-14 5.26 2018-09-07 4.80 -8,868 -8.86% Closed
24 300122.SZ 智飞生物 3,501.86 2018-06-14 28.58 2018-09-07 26.82 -6,278 -6.27% Closed
31 600127.SH 金健米业 17,935.13 2019-06-19 5.37 2019-09-11 5.09 -4,954 -5.15% Closed
22 002925.SZ 盈趣科技 4,913.87 2019-06-19 19.58 2019-09-11 21.34 8,514 +8.85% Closed
16 002481.SZ 双塔食品 12,509.09 2019-06-19 7.69 2019-09-11 8.90 14,928 +15.51% Closed
43 600701.SH 退市工新(退) 43,302.83 2019-06-19 2.22 2019-09-11 2.32 4,026 +4.18% Closed
34 600300.SH 维维股份 31,454.97 2019-06-19 3.06 2019-09-11 2.97 -3,064 -3.18% Closed
54 603336.SH 宏辉果蔬 13,750.84 2019-06-19 6.90 2019-09-11 6.92 146 +0.15% Closed
4 000713.SZ 国投丰乐 12,882.26 2019-06-19 7.47 2019-09-11 7.42 -751 -0.78% Closed
37 600556.SH 天下秀 13,180.69 2019-06-19 7.30 2019-09-11 8.02 9,430 +9.80% Closed
20 002793.SZ 罗欣药业 10,759.21 2019-06-19 8.94 2019-09-11 11.72 29,783 +30.95% Closed
30 600051.SH 宁波联合 12,363.33 2020-06-18 7.48 2020-09-14 9.17 20,832 +22.54% Closed
25 300276.SZ 三丰智能 18,431.70 2020-06-18 5.01 2020-09-14 5.70 12,613 +13.65% Closed
0 000049.SZ 德赛电池 3,253.25 2020-06-18 28.41 2020-09-14 29.51 3,477 +3.76% Closed
41 600622.SH 光大嘉宝 23,777.63 2020-06-18 3.89 2020-09-14 3.95 1,393 +1.51% Closed
28 300576.SZ 容大感光 3,990.05 2020-06-18 23.16 2020-09-14 26.43 12,942 +14.00% Closed
13 002314.SZ 南山控股 28,848.48 2020-06-18 3.20 2020-09-14 3.92 20,515 +22.20% Closed
11 002285.SZ 世联行 33,361.81 2020-06-18 2.77 2020-09-14 5.24 82,314 +89.07% Closed
55 603603.SH 退市博天(退) 12,573.23 2020-06-18 7.24 2020-09-14 6.25 -12,458 -13.69% Closed
38 600584.SH 长电科技 3,511.87 2020-06-18 26.32 2020-09-14 35.39 31,755 +34.36% Closed
42 600658.SH 电子城 17,889.94 2020-06-18 5.17 2020-09-14 5.53 6,331 +6.85% Closed
32 600172.SH 黄河旋风 19,248.90 2021-06-21 5.74 2021-09-13 8.57 54,432 +49.30% Closed
40 600613.SH 神奇制药 22,859.91 2021-06-21 4.83 2021-09-13 5.11 6,236 +5.65% Closed
45 600751.SH 海航科技 33,322.11 2021-06-21 3.31 2021-09-13 3.35 989 +0.90% Closed
47 600767.SH 退市运盛(退) 19,660.64 2021-06-21 5.62 2021-09-13 6.79 23,018 +20.85% Closed
15 002473.SZ 圣莱退(退) 15,469.31 2021-06-21 7.14 2021-09-13 6.01 -17,486 -15.84% Closed
49 601600.SH 中国铝业 24,382.99 2021-06-21 4.53 2021-09-13 9.17 112,969 +102.32% Closed
53 603020.SH 爱普股份 6,218.20 2021-06-21 17.76 2021-09-13 13.34 -27,531 -24.94% Closed
56 603990.SH 麦迪科技 7,096.86 2021-06-21 15.32 2021-09-13 12.08 -23,084 -21.24% Closed
1 000426.SZ 兴业银锡 14,490.88 2021-06-21 7.62 2021-09-13 10.31 38,896 +35.23% Closed
21 002900.SZ 哈三联 3,901.02 2021-06-21 28.30 2021-09-13 19.22 -35,538 -32.19% Closed
44 600732.SH 爱旭股份 5,182.33 2022-06-20 23.87 2022-09-13 27.56 18,966 +15.33% Closed
29 301001.SZ 凯淳股份 4,836.66 2022-06-20 25.58 2022-09-13 21.69 -18,916 -15.29% Closed
10 002088.SZ 鲁阳节能 7,442.09 2022-06-20 16.62 2022-09-13 23.00 47,299 +38.23% Closed
2 000506.SZ 招金黄金 38,143.91 2022-06-20 3.24 2022-09-13 3.47 8,376 +6.77% Closed
5 000756.SZ 新华制药 5,064.81 2022-06-20 24.43 2022-09-13 16.88 -38,340 -30.99% Closed
9 002085.SZ 万丰奥威 24,931.86 2022-06-20 4.96 2022-09-13 5.85 21,900 +17.70% Closed
17 002510.SZ 天汽模 30,536.37 2022-06-20 4.05 2022-09-13 4.04 -383 -0.31% Closed
58 688123.SH 聚辰股份 1,403.81 2022-06-20 86.76 2022-09-13 64.83 -30,903 -25.37% Closed
19 002780.SZ 三夫户外 9,859.69 2022-06-20 12.55 2022-09-13 11.54 -10,094 -8.16% Closed
23 003010.SZ 若羽臣 21,214.91 2022-06-20 5.83 2022-09-13 5.54 -6,255 -5.06% Closed
18 002555.SZ 三七互娱 4,321.64 2023-06-16 28.43 2023-09-12 18.65 -42,407 -34.51% Closed
12 002291.SZ 遥望科技 8,238.34 2023-06-16 14.91 2023-09-12 10.12 -39,617 -32.24% Closed
39 600612.SH 老凤祥 2,119.28 2023-06-16 57.98 2023-09-12 58.12 155 +0.13% Closed
50 601801.SH 皖新传媒 12,822.74 2023-06-16 9.58 2023-09-12 6.77 -36,215 -29.47% Closed
51 601900.SH 南方传媒 5,664.11 2023-06-16 21.69 2023-09-12 14.79 -39,225 -31.92% Closed
7 000885.SZ 城发环境 9,849.30 2023-06-16 12.48 2023-09-12 10.57 -18,909 -15.39% Closed
3 000517.SZ 荣安地产 49,559.78 2023-06-16 2.48 2023-09-12 2.58 4,971 +4.05% Closed
57 605100.SH 华丰股份 10,804.92 2023-06-16 11.20 2023-09-12 10.48 -7,817 -6.46% Closed
46 600757.SH 长江传媒 14,151.76 2023-06-16 8.68 2023-09-12 6.96 -24,506 -19.94% Closed
33 600229.SH 城市传媒 14,133.58 2023-06-16 8.69 2023-09-12 7.05 -23,285 -18.95% Closed
完整 vectorbt stats
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 1000657.972659
Total Return [%] 0.065797
Benchmark Return [%] 22.332216
Max Gross Exposure [%] 100.0
Total Fees Paid 6990.617327
Max Drawdown [%] 24.711097
Max Drawdown Duration 496 days 00:00:00
Total Trades 59
Total Closed Trades 59
Total Open Trades 0
Open Trade PnL 0.0
Win Rate [%] 47.457627
Best Trade [%] 102.320814
Worst Trade [%] -34.512298
Avg Winning Trade [%] 20.626499
Avg Losing Trade [%] -17.086018
Avg Winning Trade Duration 60 days 00:00:00
Avg Losing Trade Duration 60 days 00:00:00
Profit Factor 1.001096
Expectancy 11.152079
Sharpe Ratio 0.088156
Calmar Ratio 0.000667
Omega Ratio 1.023992
Sortino Ratio 0.121027