000166 申万宏源 — 年线突破 回测明细
数据区间: 2015-01-26 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥55.7万
策略: 年线突破
K线 & 交易信号（策略收益 -44.33%）
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 44 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 |
2019-02-14 |
2019-05-10 |
4.656046395 |
4.70529 |
¥1.0万 |
+1.03% |
跌破年线 |
| 2 |
2019-05-13 |
2019-05-20 |
4.786215434 |
4.54545 |
¥-5.0万 |
-5.06% |
跌破年线 |
| 3 |
2019-05-22 |
2019-05-23 |
4.70611141 |
4.60539 |
¥-2.1万 |
-2.17% |
跌破年线 |
| 4 |
2019-05-28 |
2019-06-10 |
4.7361504189999994 |
4.6453500000000005 |
¥-1.8万 |
-1.95% |
跌破年线 |
| 5 |
2019-06-12 |
2019-08-05 |
4.846293451999999 |
4.68531 |
¥-3.1万 |
-3.35% |
跌破年线 |
| 6 |
2019-08-20 |
2019-09-27 |
4.866319458 |
4.7951999999999995 |
¥-1.3万 |
-1.49% |
跌破年线 |
| 7 |
2019-11-06 |
2019-11-07 |
4.876332461 |
4.83516 |
¥-7,647 |
-0.87% |
跌破年线 |
| 8 |
2019-12-16 |
2020-02-03 |
4.916384473 |
4.34 |
¥-10.2万 |
-11.75% |
跌破年线 |
| 9 |
2020-02-26 |
2020-02-27 |
4.936410478999999 |
4.8951 |
¥-6,558 |
-0.87% |
跌破年线 |
| 10 |
2020-03-06 |
2020-03-09 |
4.946423482 |
4.82517 |
¥-1.9万 |
-2.48% |
跌破年线 |
| 11 |
2020-06-23 |
2020-12-17 |
4.8563064549999995 |
5.03496 |
¥2.7万 |
+3.65% |
跌破年线 |
| 12 |
2020-12-18 |
2020-12-23 |
5.136670539 |
5.024970000000001 |
¥-1.7万 |
-2.20% |
跌破年线 |
| 13 |
2020-12-24 |
2020-12-25 |
5.056566514999999 |
5.0149799999999995 |
¥-6,382 |
-0.85% |
跌破年线 |
| 14 |
2020-12-28 |
2021-01-25 |
5.076592520999999 |
4.975020000000001 |
¥-1.5万 |
-2.03% |
跌破年线 |
| 15 |
2023-01-20 |
2023-01-30 |
4.235500269000001 |
4.24575 |
¥1,541 |
+0.21% |
跌破年线 |
| 16 |
2023-02-10 |
2023-02-13 |
4.185435254 |
4.16583 |
¥-3,633 |
-0.50% |
跌破年线 |
| 17 |
2023-02-14 |
2023-02-16 |
4.20546126 |
4.18581 |
¥-3,615 |
-0.50% |
跌破年线 |
| 18 |
2023-02-21 |
2023-03-13 |
4.235500269 |
4.12587 |
¥-1.9万 |
-2.62% |
跌破年线 |
| 19 |
2023-03-14 |
2023-03-15 |
4.145383241999999 |
4.12587 |
¥-3,519 |
-0.50% |
跌破年线 |
| 20 |
2023-03-16 |
2023-03-17 |
4.135370239 |
4.13586 |
¥-127 |
-0.02% |
跌破年线 |
| 21 |
2023-03-20 |
2023-03-21 |
4.1654092480000005 |
4.14585 |
¥-3,501 |
-0.50% |
跌破年线 |
| 22 |
2023-03-22 |
2023-09-08 |
4.185435254 |
4.31568 |
¥2.2万 |
+3.08% |
跌破年线 |
| 23 |
2023-09-11 |
2023-09-14 |
4.335630298999999 |
4.32567 |
¥-1,867 |
-0.26% |
跌破年线 |
| 24 |
2023-09-15 |
2023-09-22 |
4.365669308 |
4.29 |
¥-1.3万 |
-1.76% |
跌破年线 |
| 25 |
2023-09-25 |
2023-10-09 |
4.40132 |
4.31568 |
¥-1.4万 |
-1.98% |
跌破年线 |
| 26 |
2023-10-10 |
2023-10-11 |
4.375682310999999 |
4.31568 |
¥-9,673 |
-1.40% |
跌破年线 |
| 27 |
2023-10-13 |
2023-10-20 |
4.355656305 |
4.31568 |
¥-6,393 |
-0.95% |
跌破年线 |
| 28 |
2023-10-26 |
2023-11-03 |
4.355656304999999 |
4.35 |
¥-1,073 |
-0.16% |
跌破年线 |
| 29 |
2023-12-29 |
2024-01-02 |
4.455786334999999 |
4.435560000000001 |
¥-3,251 |
-0.48% |
跌破年线 |
| 30 |
2024-01-30 |
2024-01-31 |
4.435760328999999 |
4.40559 |
¥-4,714 |
-0.71% |
跌破年线 |
| 31 |
2024-02-07 |
2024-02-20 |
4.5058513499999995 |
4.38561 |
¥-1.8万 |
-2.70% |
跌破年线 |
| 32 |
2024-02-22 |
2024-03-08 |
4.495838347 |
4.47552 |
¥-3,113 |
-0.48% |
跌破年线 |
| 33 |
2024-03-12 |
2024-03-15 |
4.585955374 |
4.4855100000000006 |
¥-1.4万 |
-2.22% |
跌破年线 |
| 34 |
2024-04-02 |
2024-04-03 |
4.535890359000001 |
4.5 |
¥-5,173 |
-0.82% |
跌破年线 |
| 35 |
2024-04-08 |
2024-04-09 |
4.515864352999999 |
4.4855100000000006 |
¥-4,368 |
-0.70% |
跌破年线 |
| 36 |
2024-04-19 |
2024-06-05 |
4.525877355999999 |
4.47552 |
¥-7,057 |
-1.14% |
跌破年线 |
| 37 |
2024-06-18 |
2024-06-21 |
4.545903362 |
4.4955 |
¥-6,971 |
-1.14% |
跌破年线 |
| 38 |
2024-08-01 |
2024-09-03 |
4.555916364999999 |
4.225770000000001 |
¥-4.4万 |
-7.27% |
跌破年线 |
| 39 |
2025-05-15 |
2025-05-16 |
4.896358466999999 |
4.82517 |
¥-8,302 |
-1.48% |
跌破年线 |
| 40 |
2025-06-12 |
2025-06-13 |
4.896358467 |
4.86513 |
¥-3,694 |
-0.67% |
跌破年线 |
| 41 |
2025-06-25 |
2025-11-25 |
4.946423481999999 |
5.14485 |
¥2.2万 |
+3.98% |
跌破年线 |
| 42 |
2025-12-02 |
2025-12-03 |
5.176722550999999 |
5.114879999999999 |
¥-6,997 |
-1.22% |
跌破年线 |
| 43 |
2026-01-21 |
2026-01-22 |
5.156696545 |
5.12487 |
¥-3,647 |
-0.65% |
跌破年线 |
| 44 |
2026-01-30 |
2026-02-02 |
5.146683542 |
5.08491 |
¥-6,874 |
-1.23% |
跌破年线 |
逐笔成交记录（共 88 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2019-02-14 |
站上年线 |
买入 |
4.65465 |
214300.0 |
¥99.8万 |
|
| 2019-05-10 |
跌破年线 |
卖出 |
4.70529 |
214300.0 |
¥1.01M |
|
| 2019-05-13 |
站上年线 |
买入 |
4.78478 |
208400.0 |
¥99.7万 |
|
| 2019-05-20 |
跌破年线 |
卖出 |
4.54545 |
208400.0 |
¥94.7万 |
|
| 2019-05-22 |
站上年线 |
买入 |
4.7047 |
203500.0 |
¥95.8万 |
|
| 2019-05-23 |
跌破年线 |
卖出 |
4.60539 |
203500.0 |
¥93.7万 |
|
| 2019-05-28 |
站上年线 |
买入 |
4.73473 |
197800.0 |
¥93.7万 |
|
| 2019-06-10 |
跌破年线 |
卖出 |
4.6453500000000005 |
197800.0 |
¥91.9万 |
|
| 2019-06-12 |
站上年线 |
买入 |
4.84484 |
188400.0 |
¥91.3万 |
|
| 2019-08-05 |
跌破年线 |
卖出 |
4.68531 |
188400.0 |
¥88.2万 |
|
| 2019-08-20 |
站上年线 |
买入 |
4.86486 |
182900.0 |
¥89.0万 |
|
| 2019-09-27 |
跌破年线 |
卖出 |
4.7951999999999995 |
182900.0 |
¥87.7万 |
|
| 2019-11-06 |
站上年线 |
买入 |
4.87487 |
179400.0 |
¥87.5万 |
|
| 2019-11-07 |
跌破年线 |
卖出 |
4.83516 |
179400.0 |
¥86.7万 |
|
| 2019-12-16 |
站上年线 |
买入 |
4.91491 |
176000.0 |
¥86.5万 |
|
| 2020-02-03 |
跌破年线 |
卖出 |
4.34 |
176000.0 |
¥76.4万 |
|
| 2020-02-26 |
站上年线 |
买入 |
4.93493 |
153300.0 |
¥75.7万 |
|
| 2020-02-27 |
跌破年线 |
卖出 |
4.8951 |
153300.0 |
¥75.0万 |
|
| 2020-03-06 |
站上年线 |
买入 |
4.94494 |
151700.0 |
¥75.0万 |
|
| 2020-03-09 |
跌破年线 |
卖出 |
4.82517 |
151700.0 |
¥73.2万 |
|
| 2020-06-23 |
站上年线 |
买入 |
4.854849999999999 |
150700.0 |
¥73.2万 |
|
| 2020-12-17 |
跌破年线 |
卖出 |
5.03496 |
150700.0 |
¥75.9万 |
|
| 2020-12-18 |
站上年线 |
买入 |
5.135129999999999 |
148800.0 |
¥76.4万 |
|
| 2020-12-23 |
跌破年线 |
卖出 |
5.024970000000001 |
148800.0 |
¥74.7万 |
|
| 2020-12-24 |
站上年线 |
买入 |
5.05505 |
148100.0 |
¥74.9万 |
|
| 2020-12-25 |
跌破年线 |
卖出 |
5.0149799999999995 |
148100.0 |
¥74.2万 |
|
| 2020-12-28 |
站上年线 |
买入 |
5.075069999999999 |
146300.0 |
¥74.3万 |
|
| 2021-01-25 |
跌破年线 |
卖出 |
4.975020000000001 |
146300.0 |
¥72.8万 |
|
| 2023-01-20 |
站上年线 |
买入 |
4.23423 |
171700.0 |
¥72.7万 |
|
| 2023-01-30 |
跌破年线 |
卖出 |
4.24575 |
171700.0 |
¥72.9万 |
|
| 2023-02-10 |
站上年线 |
买入 |
4.18418 |
174200.0 |
¥72.9万 |
|
| 2023-02-13 |
跌破年线 |
卖出 |
4.16583 |
174200.0 |
¥72.5万 |
|
| 2023-02-14 |
站上年线 |
买入 |
4.2042 |
172900.0 |
¥72.7万 |
|
| 2023-02-16 |
跌破年线 |
卖出 |
4.18581 |
172900.0 |
¥72.4万 |
|
| 2023-02-21 |
站上年线 |
买入 |
4.23423 |
170800.0 |
¥72.3万 |
|
| 2023-03-13 |
跌破年线 |
卖出 |
4.12587 |
170800.0 |
¥70.4万 |
|
| 2023-03-14 |
站上年线 |
买入 |
4.144139999999999 |
169600.0 |
¥70.3万 |
|
| 2023-03-15 |
跌破年线 |
卖出 |
4.12587 |
169600.0 |
¥70.0万 |
|
| 2023-03-16 |
站上年线 |
买入 |
4.13413 |
168700.0 |
¥69.8万 |
|
| 2023-03-17 |
跌破年线 |
卖出 |
4.13586 |
168700.0 |
¥69.8万 |
|
| 2023-03-20 |
站上年线 |
买入 |
4.16416 |
168300.0 |
¥70.1万 |
|
| 2023-03-21 |
跌破年线 |
卖出 |
4.14585 |
168300.0 |
¥69.8万 |
|
| 2023-03-22 |
站上年线 |
买入 |
4.18418 |
167000.0 |
¥69.9万 |
|
| 2023-09-08 |
跌破年线 |
卖出 |
4.31568 |
167000.0 |
¥72.1万 |
|
| 2023-09-11 |
站上年线 |
买入 |
4.33433 |
165800.0 |
¥71.9万 |
|
| 2023-09-14 |
跌破年线 |
卖出 |
4.32567 |
165800.0 |
¥71.7万 |
|
| 2023-09-15 |
站上年线 |
买入 |
4.36436 |
164600.0 |
¥71.9万 |
|
| 2023-09-22 |
跌破年线 |
卖出 |
4.29 |
164600.0 |
¥70.6万 |
|
| 2023-09-25 |
站上年线 |
买入 |
4.4 |
159500.0 |
¥70.2万 |
|
| 2023-10-09 |
跌破年线 |
卖出 |
4.31568 |
159500.0 |
¥68.8万 |
|
| 2023-10-10 |
站上年线 |
买入 |
4.37437 |
157800.0 |
¥69.0万 |
|
| 2023-10-11 |
跌破年线 |
卖出 |
4.31568 |
157800.0 |
¥68.1万 |
|
| 2023-10-13 |
站上年线 |
买入 |
4.354349999999999 |
154900.0 |
¥67.5万 |
|
| 2023-10-20 |
跌破年线 |
卖出 |
4.31568 |
154900.0 |
¥66.8万 |
|
| 2023-10-26 |
站上年线 |
买入 |
4.354349999999999 |
154200.0 |
¥67.2万 |
|
| 2023-11-03 |
跌破年线 |
卖出 |
4.35 |
154200.0 |
¥67.1万 |
|
| 2023-12-29 |
站上年线 |
买入 |
4.45445 |
150800.0 |
¥67.2万 |
|
| 2024-01-02 |
跌破年线 |
卖出 |
4.435560000000001 |
150800.0 |
¥66.9万 |
|
| 2024-01-30 |
站上年线 |
买入 |
4.434429999999999 |
149700.0 |
¥66.4万 |
|
| 2024-01-31 |
跌破年线 |
卖出 |
4.40559 |
149700.0 |
¥65.9万 |
|
| 2024-02-07 |
站上年线 |
买入 |
4.504499999999999 |
147700.0 |
¥66.6万 |
|
| 2024-02-20 |
跌破年线 |
卖出 |
4.38561 |
147700.0 |
¥64.8万 |
|
| 2024-02-22 |
站上年线 |
买入 |
4.49449 |
143700.0 |
¥64.6万 |
|
| 2024-03-08 |
跌破年线 |
卖出 |
4.47552 |
143700.0 |
¥64.3万 |
|
| 2024-03-12 |
站上年线 |
买入 |
4.58458 |
140800.0 |
¥64.6万 |
|
| 2024-03-15 |
跌破年线 |
卖出 |
4.4855100000000006 |
140800.0 |
¥63.1万 |
|
| 2024-04-02 |
站上年线 |
买入 |
4.53453 |
138900.0 |
¥63.0万 |
|
| 2024-04-03 |
跌破年线 |
卖出 |
4.5 |
138900.0 |
¥62.5万 |
|
| 2024-04-08 |
站上年线 |
买入 |
4.51451 |
137800.0 |
¥62.2万 |
|
| 2024-04-09 |
跌破年线 |
卖出 |
4.4855100000000006 |
137800.0 |
¥61.8万 |
|
| 2024-04-19 |
站上年线 |
买入 |
4.524519999999999 |
136500.0 |
¥61.8万 |
|
| 2024-06-05 |
跌破年线 |
卖出 |
4.47552 |
136500.0 |
¥61.1万 |
|
| 2024-06-18 |
站上年线 |
买入 |
4.54454 |
134700.0 |
¥61.2万 |
|
| 2024-06-21 |
跌破年线 |
卖出 |
4.4955 |
134700.0 |
¥60.5万 |
|
| 2024-08-01 |
站上年线 |
买入 |
4.554549999999999 |
132300.0 |
¥60.3万 |
|
| 2024-09-03 |
跌破年线 |
卖出 |
4.225770000000001 |
132300.0 |
¥55.9万 |
|
| 2025-05-15 |
站上年线 |
买入 |
4.894889999999999 |
114300.0 |
¥56.0万 |
|
| 2025-05-16 |
跌破年线 |
卖出 |
4.82517 |
114300.0 |
¥55.1万 |
|
| 2025-06-12 |
站上年线 |
买入 |
4.894889999999999 |
113000.0 |
¥55.3万 |
|
| 2025-06-13 |
跌破年线 |
卖出 |
4.86513 |
113000.0 |
¥55.0万 |
|
| 2025-06-25 |
站上年线 |
买入 |
4.94494 |
111600.0 |
¥55.2万 |
|
| 2025-11-25 |
跌破年线 |
卖出 |
5.14485 |
111600.0 |
¥57.4万 |
|
| 2025-12-02 |
站上年线 |
买入 |
5.17517 |
110400.0 |
¥57.2万 |
|
| 2025-12-03 |
跌破年线 |
卖出 |
5.114879999999999 |
110400.0 |
¥56.5万 |
|
| 2026-01-21 |
站上年线 |
买入 |
5.15515 |
109300.0 |
¥56.4万 |
|
| 2026-01-22 |
跌破年线 |
卖出 |
5.12487 |
109300.0 |
¥56.0万 |
|
| 2026-01-30 |
站上年线 |
买入 |
5.14514 |
108600.0 |
¥55.9万 |
|
| 2026-02-02 |
跌破年线 |
卖出 |
5.08491 |
108600.0 |
¥55.2万 |
|