601166 兴业银行 — W底形态 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥65.1万
策略: W底形态
K线 & 交易信号(策略收益 -34.89%)
红色三角=买入 · 蓝绿三角=卖出 · 标记为实际成交价
账户净值曲线(每标的独立回测 ¥1,000,000)
回合交易明细(共 9 个回合)
| # | 入场日期 | 离场日期 | 入场价 | 离场价 | 盈亏 | 盈亏% | 离场方式 |
| 1 |
2016-06-14 |
2018-06-26 |
15.339920596 |
14.80518 |
¥-3.5万 |
-3.51% |
跌破颈线 |
| 2 |
2019-09-19 |
2020-03-17 |
17.472690234999995 |
16.183799999999998 |
¥-7.1万 |
-7.40% |
跌破颈线 |
| 3 |
2020-06-23 |
2022-10-27 |
15.690375700999997 |
15.274709999999999 |
¥-2.4万 |
-2.68% |
跌破颈线 |
| 4 |
2023-03-27 |
2023-06-20 |
16.815043 |
15.7842 |
¥-5.3万 |
-6.16% |
跌破颈线 |
| 5 |
2023-07-21 |
2023-11-01 |
15.770479725 |
15.05493 |
¥-3.7万 |
-4.57% |
跌破颈线 |
| 6 |
2023-11-30 |
2023-12-06 |
14.618984379999999 |
14.145839999999998 |
¥-2.5万 |
-3.27% |
跌破颈线 |
| 7 |
2025-09-05 |
2025-09-17 |
21.888424557999993 |
20.68929 |
¥-4.1万 |
-5.51% |
跌破颈线 |
| 8 |
2026-01-15 |
2026-01-23 |
20.536669153 |
19.350630000000002 |
¥-4.1万 |
-5.80% |
跌破颈线 |
| 9 |
2026-03-03 |
2026-05-07 |
18.343821495999997 |
17.792189999999998 |
¥-2.0万 |
-3.04% |
跌破颈线 |
逐笔成交记录(共 18 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2016-06-14 |
双底右底 |
买入 |
15.33532 |
65100.0 |
¥99.9万 |
|
| 2018-06-26 |
跌破颈线 |
卖出 |
14.80518 |
65100.0 |
¥96.4万 |
|
| 2019-09-19 |
双底右底 |
买入 |
17.467449999999996 |
55100.0 |
¥96.3万 |
|
| 2020-03-17 |
跌破颈线 |
卖出 |
16.183799999999998 |
55100.0 |
¥89.1万 |
|
| 2020-06-23 |
双底右底 |
买入 |
15.685669999999998 |
56800.0 |
¥89.1万 |
|
| 2022-10-27 |
跌破颈线 |
卖出 |
15.274709999999999 |
56800.0 |
¥86.7万 |
|
| 2023-03-27 |
双底右底 |
买入 |
16.81 |
51600.0 |
¥86.8万 |
|
| 2023-06-20 |
跌破颈线 |
卖出 |
15.7842 |
51600.0 |
¥81.4万 |
|
| 2023-07-21 |
双底右底 |
买入 |
15.765749999999997 |
51500.0 |
¥81.2万 |
|
| 2023-11-01 |
跌破颈线 |
卖出 |
15.05493 |
51500.0 |
¥77.5万 |
|
| 2023-11-30 |
双底右底 |
买入 |
14.614599999999998 |
53100.0 |
¥77.6万 |
|
| 2023-12-06 |
跌破颈线 |
卖出 |
14.145839999999998 |
53100.0 |
¥75.1万 |
|
| 2025-09-05 |
双底右底 |
买入 |
21.881859999999996 |
34200.0 |
¥74.9万 |
|
| 2025-09-17 |
跌破颈线 |
卖出 |
20.68929 |
34200.0 |
¥70.7万 |
|
| 2026-01-15 |
双底右底 |
买入 |
20.53051 |
34600.0 |
¥71.1万 |
|
| 2026-01-23 |
跌破颈线 |
卖出 |
19.350630000000002 |
34600.0 |
¥66.9万 |
|
| 2026-03-03 |
双底右底 |
买入 |
18.33832 |
36500.0 |
¥67.0万 |
|
| 2026-05-07 |
跌破颈线 |
卖出 |
17.792189999999998 |
36500.0 |
¥64.9万 |
|