000708 中信特钢 — 年线突破 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥72.5万
策略: 年线突破
K线 & 交易信号（策略收益 -27.49%）
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 20 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 |
2016-07-04 |
2017-04-20 |
11.565018465 |
12.09789 |
¥4.5万 |
+4.58% |
跌破年线 |
| 2 |
2017-07-20 |
2017-07-21 |
12.526266753 |
12.41757 |
¥-9,264 |
-0.90% |
跌破年线 |
| 3 |
2017-07-31 |
2017-08-14 |
12.576331768 |
12.30768 |
¥-2.2万 |
-2.17% |
跌破年线 |
| 4 |
2017-08-28 |
2017-10-20 |
12.61638378 |
12.60738 |
¥-1,015 |
-0.10% |
跌破年线 |
| 5 |
2017-10-23 |
2017-10-31 |
12.766578825 |
12.297690000000001 |
¥-3.7万 |
-3.70% |
跌破年线 |
| 6 |
2020-12-14 |
2020-12-24 |
21.166348 |
20.389590000000002 |
¥-3.6万 |
-3.70% |
跌破年线 |
| 7 |
2021-06-22 |
2021-06-25 |
22.546762 |
22.087889999999998 |
¥-1.9万 |
-2.06% |
跌破年线 |
| 8 |
2021-06-28 |
2021-06-29 |
22.226665999999998 |
22.05792 |
¥-7,243 |
-0.79% |
跌破年线 |
| 9 |
2021-07-26 |
2021-07-28 |
22.919763866999997 |
20.88909 |
¥-8.1万 |
-8.89% |
跌破年线 |
| 10 |
2022-02-09 |
2022-02-23 |
23.83094714 |
24.03594 |
¥6,863 |
+0.83% |
跌破年线 |
| 11 |
2022-02-24 |
2022-02-25 |
23.70711 |
22.60737 |
¥-3.9万 |
-4.67% |
跌破年线 |
| 12 |
2023-02-14 |
2023-03-21 |
19.375160805 |
18.39159 |
¥-4.1万 |
-5.10% |
跌破年线 |
| 13 |
2024-03-07 |
2024-03-15 |
15.680362697999998 |
15.1848 |
¥-2.4万 |
-3.19% |
跌破年线 |
| 14 |
2024-04-03 |
2024-04-10 |
15.219764559999998 |
14.94504 |
¥-1.3万 |
-1.83% |
跌破年线 |
| 15 |
2024-04-12 |
2024-06-04 |
15.119634529999997 |
14.545440000000001 |
¥-2.8万 |
-3.83% |
跌破年线 |
| 16 |
2024-10-09 |
2024-10-10 |
13.527567052999997 |
12.737250000000001 |
¥-3.9万 |
-5.87% |
跌破年线 |
| 17 |
2025-03-24 |
2025-03-27 |
13.016903899999999 |
12.76722 |
¥-1.3万 |
-1.95% |
跌破年线 |
| 18 |
2025-07-03 |
2026-05-22 |
12.135759636 |
14.135849999999998 |
¥10.5万 |
+16.45% |
跌破年线 |
| 19 |
2026-05-27 |
2026-05-28 |
14.51885435 |
14.20578 |
¥-1.6万 |
-2.19% |
跌破年线 |
| 20 |
2026-07-30 |
2026-08-04 |
14.759166421999998 |
14.65533 |
¥-5,336 |
-0.73% |
跌破年线 |
逐笔成交记录（共 40 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-07-04 |
站上年线 |
买入 |
11.561549999999999 |
85100.0 |
¥98.4万 |
|
| 2017-04-20 |
跌破年线 |
卖出 |
12.09789 |
85100.0 |
¥1.03M |
|
| 2017-07-20 |
站上年线 |
买入 |
12.522509999999999 |
82400.0 |
¥1.03M |
|
| 2017-07-21 |
跌破年线 |
卖出 |
12.41757 |
82400.0 |
¥1.02M |
|
| 2017-07-31 |
站上年线 |
买入 |
12.57256 |
82000.0 |
¥1.03M |
|
| 2017-08-14 |
跌破年线 |
卖出 |
12.30768 |
82000.0 |
¥1.01M |
|
| 2017-08-28 |
站上年线 |
买入 |
12.612599999999999 |
79400.0 |
¥1.00M |
|
| 2017-10-20 |
跌破年线 |
卖出 |
12.60738 |
79400.0 |
¥1.00M |
|
| 2017-10-23 |
站上年线 |
买入 |
12.762749999999999 |
78200.0 |
¥99.8万 |
|
| 2017-10-31 |
跌破年线 |
卖出 |
12.297690000000001 |
78200.0 |
¥96.1万 |
|
| 2020-12-14 |
站上年线 |
买入 |
21.16 |
45800.0 |
¥96.9万 |
|
| 2020-12-24 |
跌破年线 |
卖出 |
20.389590000000002 |
45800.0 |
¥93.4万 |
|
| 2021-06-22 |
站上年线 |
买入 |
22.54 |
41500.0 |
¥93.6万 |
|
| 2021-06-25 |
跌破年线 |
卖出 |
22.087889999999998 |
41500.0 |
¥91.6万 |
|
| 2021-06-28 |
站上年线 |
买入 |
22.22 |
41300.0 |
¥91.8万 |
|
| 2021-06-29 |
跌破年线 |
卖出 |
22.05792 |
41300.0 |
¥91.1万 |
|
| 2021-07-26 |
站上年线 |
买入 |
22.912889999999997 |
39800.0 |
¥91.2万 |
|
| 2021-07-28 |
跌破年线 |
卖出 |
20.88909 |
39800.0 |
¥83.1万 |
|
| 2022-02-09 |
站上年线 |
买入 |
23.8238 |
34700.0 |
¥82.7万 |
|
| 2022-02-23 |
跌破年线 |
卖出 |
24.03594 |
34700.0 |
¥83.4万 |
|
| 2022-02-24 |
站上年线 |
买入 |
23.7 |
35200.0 |
¥83.4万 |
|
| 2022-02-25 |
跌破年线 |
卖出 |
22.60737 |
35200.0 |
¥79.6万 |
|
| 2023-02-14 |
站上年线 |
买入 |
19.36935 |
41200.0 |
¥79.8万 |
|
| 2023-03-21 |
跌破年线 |
卖出 |
18.39159 |
41200.0 |
¥75.8万 |
|
| 2024-03-07 |
站上年线 |
买入 |
15.675659999999999 |
48300.0 |
¥75.7万 |
|
| 2024-03-15 |
跌破年线 |
卖出 |
15.1848 |
48300.0 |
¥73.3万 |
|
| 2024-04-03 |
站上年线 |
买入 |
15.215199999999998 |
48100.0 |
¥73.2万 |
|
| 2024-04-10 |
跌破年线 |
卖出 |
14.94504 |
48100.0 |
¥71.9万 |
|
| 2024-04-12 |
站上年线 |
买入 |
15.115099999999998 |
47600.0 |
¥72.0万 |
|
| 2024-06-04 |
跌破年线 |
卖出 |
14.545440000000001 |
47600.0 |
¥69.2万 |
|
| 2024-10-09 |
站上年线 |
买入 |
13.523509999999996 |
49400.0 |
¥66.8万 |
|
| 2024-10-10 |
跌破年线 |
卖出 |
12.737250000000001 |
49400.0 |
¥62.9万 |
|
| 2025-03-24 |
站上年线 |
买入 |
13.012999999999998 |
50300.0 |
¥65.5万 |
|
| 2025-03-27 |
跌破年线 |
卖出 |
12.76722 |
50300.0 |
¥64.2万 |
|
| 2025-07-03 |
站上年线 |
买入 |
12.13212 |
52400.0 |
¥63.6万 |
|
| 2026-05-22 |
跌破年线 |
卖出 |
14.135849999999998 |
52400.0 |
¥74.0万 |
|
| 2026-05-27 |
站上年线 |
买入 |
14.5145 |
51100.0 |
¥74.2万 |
|
| 2026-05-28 |
跌破年线 |
卖出 |
14.20578 |
51100.0 |
¥72.6万 |
|
| 2026-07-30 |
站上年线 |
买入 |
14.754739999999998 |
49300.0 |
¥72.8万 |
|
| 2026-08-04 |
跌破年线 |
卖出 |
14.65533 |
49300.0 |
¥72.2万 |
|