000776 广发证券 — 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: ¥39.4万
策略: 年线突破
K线 & 交易信号（策略收益 -60.60%）
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 54 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 |
2016-07-01 |
2016-07-04 |
16.811832036999995 |
16.43355 |
¥-2.3万 |
-2.28% |
跌破年线 |
| 2 |
2016-07-05 |
2016-07-28 |
17.112222127 |
16.353630000000003 |
¥-4.3万 |
-4.46% |
跌破年线 |
| 3 |
2016-08-08 |
2016-09-14 |
16.481402938 |
16.23375 |
¥-1.4万 |
-1.53% |
跌破年线 |
| 4 |
2016-10-11 |
2016-10-18 |
16.731728013 |
16.37361 |
¥-2.0万 |
-2.17% |
跌破年线 |
| 5 |
2016-10-19 |
2017-03-23 |
16.942001076 |
16.903080000000003 |
¥-2,332 |
-0.26% |
跌破年线 |
| 6 |
2017-03-24 |
2017-04-17 |
17.0221051 |
16.76322 |
¥-1.4万 |
-1.55% |
跌破年线 |
| 7 |
2017-06-23 |
2017-06-26 |
17.12223513 |
17.022959999999998 |
¥-5,365 |
-0.61% |
跌破年线 |
| 8 |
2017-06-27 |
2017-07-05 |
17.352534198999997 |
16.73325 |
¥-3.1万 |
-3.60% |
跌破年线 |
| 9 |
2017-07-12 |
2017-07-13 |
17.232378163 |
17.14284 |
¥-4,639 |
-0.55% |
跌破年线 |
| 10 |
2017-07-14 |
2017-07-18 |
17.482703238 |
17.05293 |
¥-2.1万 |
-2.49% |
跌破年线 |
| 11 |
2017-07-20 |
2017-08-14 |
18.113522426999996 |
16.97301 |
¥-5.2万 |
-6.32% |
跌破年线 |
| 12 |
2017-08-24 |
2017-08-25 |
17.272430174999997 |
17.07291 |
¥-9,066 |
-1.18% |
跌破年线 |
| 13 |
2017-11-08 |
2017-11-21 |
17.953314379 |
17.53245 |
¥-1.8万 |
-2.37% |
跌破年线 |
| 14 |
2017-12-06 |
2017-12-08 |
17.572820264999997 |
17.42256 |
¥-6,530 |
-0.88% |
跌破年线 |
| 15 |
2017-12-12 |
2017-12-13 |
17.632898282999996 |
17.33265 |
¥-1.3万 |
-1.73% |
跌破年线 |
| 16 |
2018-01-09 |
2018-02-08 |
17.793106330999997 |
17.3826 |
¥-1.7万 |
-2.34% |
跌破年线 |
| 17 |
2019-02-19 |
2019-05-07 |
14.618984379999999 |
14.085899999999999 |
¥-2.6万 |
-3.68% |
跌破年线 |
| 18 |
2019-05-08 |
2019-05-09 |
13.978152188 |
13.87611 |
¥-5,066 |
-0.76% |
跌破年线 |
| 19 |
2019-05-13 |
2019-05-14 |
14.20426 |
13.786200000000001 |
¥-2.0万 |
-2.97% |
跌破年线 |
| 20 |
2019-06-25 |
2019-06-27 |
13.908061167 |
13.726260000000002 |
¥-8,720 |
-1.34% |
跌破年线 |
| 21 |
2019-06-28 |
2019-07-01 |
13.857996151999998 |
14.19579 |
¥1.6万 |
+2.41% |
跌破年线 |
| 22 |
2019-07-02 |
2019-07-09 |
14.188425250999998 |
13.526459999999998 |
¥-3.1万 |
-4.69% |
跌破年线 |
| 23 |
2019-07-15 |
2019-07-19 |
13.998178193999998 |
13.83 |
¥-7,737 |
-1.23% |
跌破年线 |
| 24 |
2019-07-26 |
2019-07-29 |
13.864158 |
13.70628 |
¥-7,241 |
-1.17% |
跌破年线 |
| 25 |
2019-10-15 |
2019-10-21 |
14.198438254 |
13.5864 |
¥-2.7万 |
-4.34% |
跌破年线 |
| 26 |
2019-10-29 |
2019-10-30 |
14.098308224 |
13.776209999999999 |
¥-1.4万 |
-2.31% |
跌破年线 |
| 27 |
2019-11-05 |
2019-11-07 |
14.068269215 |
13.936049999999998 |
¥-5,579 |
-0.97% |
跌破年线 |
| 28 |
2019-12-17 |
2020-02-04 |
14.238490266 |
13.0 |
¥-5.0万 |
-8.73% |
跌破年线 |
| 29 |
2020-02-13 |
2020-02-14 |
14.468789334999999 |
14.23575 |
¥-8,496 |
-1.64% |
跌破年线 |
| 30 |
2020-06-23 |
2020-06-30 |
14.218464259999998 |
13.95603 |
¥-9,518 |
-1.88% |
跌破年线 |
| 31 |
2020-07-01 |
2021-03-22 |
14.118334229999997 |
15.43455 |
¥4.7万 |
+9.29% |
跌破年线 |
| 32 |
2021-03-23 |
2021-04-13 |
15.610271676999997 |
15.294690000000001 |
¥-1.1万 |
-2.05% |
跌破年线 |
| 33 |
2021-05-31 |
2021-06-03 |
16.164848 |
15.57441 |
¥-2.0万 |
-3.68% |
跌破年线 |
| 34 |
2021-08-03 |
2022-02-23 |
16.381272908 |
18.33165 |
¥6.0万 |
+11.87% |
跌破年线 |
| 35 |
2022-02-24 |
2022-02-25 |
18.684263597999998 |
18.66132 |
¥-871 |
-0.15% |
跌破年线 |
| 36 |
2022-02-28 |
2022-03-01 |
18.774380624999996 |
18.671310000000002 |
¥-3,336 |
-0.58% |
跌破年线 |
| 37 |
2022-03-02 |
2022-03-04 |
18.834458642999994 |
18.46152 |
¥-1.1万 |
-2.01% |
跌破年线 |
| 38 |
2022-06-15 |
2022-06-17 |
19.214952757 |
18.4815 |
¥-2.2万 |
-3.85% |
跌破年线 |
| 39 |
2023-01-17 |
2023-02-07 |
17.42262522 |
16.6833 |
¥-2.3万 |
-4.27% |
跌破年线 |
| 40 |
2023-02-10 |
2023-02-13 |
16.681662998 |
16.5834 |
¥-3,180 |
-0.62% |
跌破年线 |
| 41 |
2023-02-14 |
2023-02-16 |
16.82184504 |
16.4835 |
¥-1.1万 |
-2.04% |
跌破年线 |
| 42 |
2023-02-21 |
2023-02-23 |
16.531467953 |
16.4835 |
¥-1,603 |
-0.32% |
跌破年线 |
| 43 |
2023-02-24 |
2023-02-27 |
16.551493959000002 |
16.13385 |
¥-1.3万 |
-2.55% |
跌破年线 |
| 44 |
2023-03-02 |
2023-03-08 |
16.52145495 |
15.904079999999999 |
¥-1.8万 |
-3.77% |
跌破年线 |
| 45 |
2023-04-06 |
2023-04-07 |
16.341220895999996 |
16.23 |
¥-3,332 |
-0.71% |
跌破年线 |
| 46 |
2023-05-09 |
2023-05-11 |
16.301168884 |
16.0839 |
¥-6,374 |
-1.36% |
跌破年线 |
| 47 |
2026-03-11 |
2026-03-13 |
19.495316840999998 |
19.420560000000002 |
¥-1,902 |
-0.41% |
跌破年线 |
| 48 |
2026-04-16 |
2026-04-27 |
19.875810955 |
19.930049999999998 |
¥1,115 |
+0.24% |
跌破年线 |
| 49 |
2026-04-29 |
2026-05-18 |
21.117423326999997 |
19.6803 |
¥-3.1万 |
-6.83% |
跌破年线 |
| 50 |
2026-06-16 |
2026-08-04 |
20.837059242999995 |
20.879099999999998 |
¥737 |
+0.17% |
跌破年线 |
| 51 |
2026-08-06 |
2026-08-10 |
21.237579363 |
20.92905 |
¥-6,328 |
-1.48% |
跌破年线 |
| 52 |
2026-08-14 |
2026-08-17 |
21.237579363 |
20.74923 |
¥-9,842 |
-2.33% |
跌破年线 |
| 53 |
2026-08-18 |
2026-08-19 |
21.187514347999997 |
20.939040000000002 |
¥-4,968 |
-1.20% |
跌破年线 |
| 54 |
2026-08-28 |
2026-09-14 |
21.568008461999998 |
20.71926 |
¥-1.6万 |
-3.96% |
跌破年线 |
逐笔成交记录（共 108 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-07-01 |
站上年线 |
买入 |
16.806789999999996 |
59400.0 |
¥99.9万 |
|
| 2016-07-04 |
跌破年线 |
卖出 |
16.43355 |
59400.0 |
¥97.6万 |
|
| 2016-07-05 |
站上年线 |
买入 |
17.10709 |
56900.0 |
¥97.4万 |
|
| 2016-07-28 |
跌破年线 |
卖出 |
16.353630000000003 |
56900.0 |
¥93.0万 |
|
| 2016-08-08 |
站上年线 |
买入 |
16.47646 |
56100.0 |
¥92.5万 |
|
| 2016-09-14 |
跌破年线 |
卖出 |
16.23375 |
56100.0 |
¥91.0万 |
|
| 2016-10-11 |
站上年线 |
买入 |
16.72671 |
54800.0 |
¥91.7万 |
|
| 2016-10-18 |
跌破年线 |
卖出 |
16.37361 |
54800.0 |
¥89.7万 |
|
| 2016-10-19 |
站上年线 |
买入 |
16.93692 |
53000.0 |
¥89.8万 |
|
| 2017-03-23 |
跌破年线 |
卖出 |
16.903080000000003 |
53000.0 |
¥89.6万 |
|
| 2017-03-24 |
站上年线 |
买入 |
17.017 |
52600.0 |
¥89.5万 |
|
| 2017-04-17 |
跌破年线 |
卖出 |
16.76322 |
52600.0 |
¥88.1万 |
|
| 2017-06-23 |
站上年线 |
买入 |
17.1171 |
51400.0 |
¥88.0万 |
|
| 2017-06-26 |
跌破年线 |
卖出 |
17.022959999999998 |
51400.0 |
¥87.5万 |
|
| 2017-06-27 |
站上年线 |
买入 |
17.347329999999996 |
50400.0 |
¥87.5万 |
|
| 2017-07-05 |
跌破年线 |
卖出 |
16.73325 |
50400.0 |
¥84.3万 |
|
| 2017-07-12 |
站上年线 |
买入 |
17.22721 |
49000.0 |
¥84.4万 |
|
| 2017-07-13 |
跌破年线 |
卖出 |
17.14284 |
49000.0 |
¥84.0万 |
|
| 2017-07-14 |
站上年线 |
买入 |
17.47746 |
48100.0 |
¥84.1万 |
|
| 2017-07-18 |
跌破年线 |
卖出 |
17.05293 |
48100.0 |
¥82.0万 |
|
| 2017-07-20 |
站上年线 |
买入 |
18.108089999999997 |
45300.0 |
¥82.1万 |
|
| 2017-08-14 |
跌破年线 |
卖出 |
16.97301 |
45300.0 |
¥76.9万 |
|
| 2017-08-24 |
站上年线 |
买入 |
17.267249999999997 |
44300.0 |
¥76.5万 |
|
| 2017-08-25 |
跌破年线 |
卖出 |
17.07291 |
44300.0 |
¥75.6万 |
|
| 2017-11-08 |
站上年线 |
买入 |
17.94793 |
42300.0 |
¥75.9万 |
|
| 2017-11-21 |
跌破年线 |
卖出 |
17.53245 |
42300.0 |
¥74.1万 |
|
| 2017-12-06 |
站上年线 |
买入 |
17.567549999999997 |
42000.0 |
¥73.8万 |
|
| 2017-12-08 |
跌破年线 |
卖出 |
17.42256 |
42000.0 |
¥73.2万 |
|
| 2017-12-12 |
站上年线 |
买入 |
17.627609999999997 |
41400.0 |
¥73.0万 |
|
| 2017-12-13 |
跌破年线 |
卖出 |
17.33265 |
41400.0 |
¥71.7万 |
|
| 2018-01-09 |
站上年线 |
买入 |
17.78777 |
40500.0 |
¥72.1万 |
|
| 2018-02-08 |
跌破年线 |
卖出 |
17.3826 |
40500.0 |
¥70.4万 |
|
| 2019-02-19 |
站上年线 |
买入 |
14.6146 |
48300.0 |
¥70.6万 |
|
| 2019-05-07 |
跌破年线 |
卖出 |
14.085899999999999 |
48300.0 |
¥68.0万 |
|
| 2019-05-08 |
站上年线 |
买入 |
13.97396 |
47700.0 |
¥66.7万 |
|
| 2019-05-09 |
跌破年线 |
卖出 |
13.87611 |
47700.0 |
¥66.2万 |
|
| 2019-05-13 |
站上年线 |
买入 |
14.2 |
46500.0 |
¥66.0万 |
|
| 2019-05-14 |
跌破年线 |
卖出 |
13.786200000000001 |
46500.0 |
¥64.1万 |
|
| 2019-06-25 |
站上年线 |
买入 |
13.90389 |
46900.0 |
¥65.2万 |
|
| 2019-06-27 |
跌破年线 |
卖出 |
13.726260000000002 |
46900.0 |
¥64.4万 |
|
| 2019-06-28 |
站上年线 |
买入 |
13.853839999999998 |
46500.0 |
¥64.4万 |
|
| 2019-07-01 |
跌破年线 |
卖出 |
14.19579 |
46500.0 |
¥66.0万 |
|
| 2019-07-02 |
站上年线 |
买入 |
14.184169999999998 |
46400.0 |
¥65.8万 |
|
| 2019-07-09 |
跌破年线 |
卖出 |
13.526459999999998 |
46400.0 |
¥62.7万 |
|
| 2019-07-15 |
站上年线 |
买入 |
13.993979999999999 |
44900.0 |
¥62.9万 |
|
| 2019-07-19 |
跌破年线 |
卖出 |
13.83 |
44900.0 |
¥62.1万 |
|
| 2019-07-26 |
站上年线 |
买入 |
13.86 |
44700.0 |
¥62.0万 |
|
| 2019-07-29 |
跌破年线 |
卖出 |
13.70628 |
44700.0 |
¥61.2万 |
|
| 2019-10-15 |
站上年线 |
买入 |
14.19418 |
43100.0 |
¥61.2万 |
|
| 2019-10-21 |
跌破年线 |
卖出 |
13.5864 |
43100.0 |
¥58.5万 |
|
| 2019-10-29 |
站上年线 |
买入 |
14.094079999999998 |
41700.0 |
¥58.8万 |
|
| 2019-10-30 |
跌破年线 |
卖出 |
13.776209999999999 |
41700.0 |
¥57.4万 |
|
| 2019-11-05 |
站上年线 |
买入 |
14.06405 |
40900.0 |
¥57.5万 |
|
| 2019-11-07 |
跌破年线 |
卖出 |
13.936049999999998 |
40900.0 |
¥57.0万 |
|
| 2019-12-17 |
站上年线 |
买入 |
14.234219999999997 |
39900.0 |
¥56.8万 |
|
| 2020-02-04 |
跌破年线 |
卖出 |
13.0 |
39900.0 |
¥51.9万 |
|
| 2020-02-13 |
站上年线 |
买入 |
14.464449999999998 |
35800.0 |
¥51.8万 |
|
| 2020-02-14 |
跌破年线 |
卖出 |
14.23575 |
35800.0 |
¥50.9万 |
|
| 2020-06-23 |
站上年线 |
买入 |
14.214199999999998 |
35700.0 |
¥50.8万 |
|
| 2020-06-30 |
跌破年线 |
卖出 |
13.95603 |
35700.0 |
¥49.8万 |
|
| 2020-07-01 |
站上年线 |
买入 |
14.114099999999999 |
35500.0 |
¥50.1万 |
|
| 2021-03-22 |
跌破年线 |
卖出 |
15.43455 |
35500.0 |
¥54.8万 |
|
| 2021-03-23 |
站上年线 |
买入 |
15.605589999999998 |
35000.0 |
¥54.6万 |
|
| 2021-04-13 |
跌破年线 |
卖出 |
15.294690000000001 |
35000.0 |
¥53.5万 |
|
| 2021-05-31 |
站上年线 |
买入 |
16.16 |
33200.0 |
¥53.7万 |
|
| 2021-06-03 |
跌破年线 |
卖出 |
15.57441 |
33200.0 |
¥51.7万 |
|
| 2021-08-03 |
站上年线 |
买入 |
16.37636 |
30900.0 |
¥50.6万 |
|
| 2022-02-23 |
跌破年线 |
卖出 |
18.33165 |
30900.0 |
¥56.6万 |
|
| 2022-02-24 |
站上年线 |
买入 |
18.678659999999997 |
30500.0 |
¥57.0万 |
|
| 2022-02-25 |
跌破年线 |
卖出 |
18.66132 |
30500.0 |
¥56.9万 |
|
| 2022-02-28 |
站上年线 |
买入 |
18.768749999999997 |
30700.0 |
¥57.6万 |
|
| 2022-03-01 |
跌破年线 |
卖出 |
18.671310000000002 |
30700.0 |
¥57.3万 |
|
| 2022-03-02 |
站上年线 |
买入 |
18.828809999999997 |
30100.0 |
¥56.7万 |
|
| 2022-03-04 |
跌破年线 |
卖出 |
18.46152 |
30100.0 |
¥55.6万 |
|
| 2022-06-15 |
站上年线 |
买入 |
19.20919 |
29200.0 |
¥56.1万 |
|
| 2022-06-17 |
跌破年线 |
卖出 |
18.4815 |
29200.0 |
¥53.9万 |
|
| 2023-01-17 |
站上年线 |
买入 |
17.417399999999997 |
30400.0 |
¥53.0万 |
|
| 2023-02-07 |
跌破年线 |
卖出 |
16.6833 |
30400.0 |
¥50.7万 |
|
| 2023-02-10 |
站上年线 |
买入 |
16.67666 |
30800.0 |
¥51.4万 |
|
| 2023-02-13 |
跌破年线 |
卖出 |
16.5834 |
30800.0 |
¥51.1万 |
|
| 2023-02-14 |
站上年线 |
买入 |
16.8168 |
30600.0 |
¥51.5万 |
|
| 2023-02-16 |
跌破年线 |
卖出 |
16.4835 |
30600.0 |
¥50.4万 |
|
| 2023-02-21 |
站上年线 |
买入 |
16.52651 |
30300.0 |
¥50.1万 |
|
| 2023-02-23 |
跌破年线 |
卖出 |
16.4835 |
30300.0 |
¥49.9万 |
|
| 2023-02-24 |
站上年线 |
买入 |
16.54653 |
30300.0 |
¥50.2万 |
|
| 2023-02-27 |
跌破年线 |
卖出 |
16.13385 |
30300.0 |
¥48.9万 |
|
| 2023-03-02 |
站上年线 |
买入 |
16.516499999999997 |
29500.0 |
¥48.7万 |
|
| 2023-03-08 |
跌破年线 |
卖出 |
15.904079999999999 |
29500.0 |
¥46.9万 |
|
| 2023-04-06 |
站上年线 |
买入 |
16.336319999999997 |
28700.0 |
¥46.9万 |
|
| 2023-04-07 |
跌破年线 |
卖出 |
16.23 |
28700.0 |
¥46.6万 |
|
| 2023-05-09 |
站上年线 |
买入 |
16.29628 |
28700.0 |
¥46.8万 |
|
| 2023-05-11 |
跌破年线 |
卖出 |
16.0839 |
28700.0 |
¥46.1万 |
|
| 2026-03-11 |
站上年线 |
买入 |
19.489469999999997 |
23600.0 |
¥46.0万 |
|
| 2026-03-13 |
跌破年线 |
卖出 |
19.420560000000002 |
23600.0 |
¥45.8万 |
|
| 2026-04-16 |
站上年线 |
买入 |
19.86985 |
23100.0 |
¥45.9万 |
|
| 2026-04-27 |
跌破年线 |
卖出 |
19.930049999999998 |
23100.0 |
¥46.0万 |
|
| 2026-04-29 |
站上年线 |
买入 |
21.111089999999997 |
21800.0 |
¥46.0万 |
|
| 2026-05-18 |
跌破年线 |
卖出 |
19.6803 |
21800.0 |
¥42.9万 |
|
| 2026-06-16 |
站上年线 |
买入 |
20.830809999999996 |
20600.0 |
¥42.9万 |
|
| 2026-08-04 |
跌破年线 |
卖出 |
20.879099999999998 |
20600.0 |
¥43.0万 |
|
| 2026-08-06 |
站上年线 |
买入 |
21.231209999999997 |
20100.0 |
¥42.7万 |
|
| 2026-08-10 |
跌破年线 |
卖出 |
20.92905 |
20100.0 |
¥42.1万 |
|
| 2026-08-14 |
站上年线 |
买入 |
21.231209999999997 |
19900.0 |
¥42.3万 |
|
| 2026-08-17 |
跌破年线 |
卖出 |
20.74923 |
19900.0 |
¥41.3万 |
|
| 2026-08-18 |
站上年线 |
买入 |
21.18116 |
19500.0 |
¥41.3万 |
|
| 2026-08-19 |
跌破年线 |
卖出 |
20.939040000000002 |
19500.0 |
¥40.8万 |
|
| 2026-08-28 |
站上年线 |
买入 |
21.561539999999997 |
18900.0 |
¥40.8万 |
|
| 2026-09-14 |
跌破年线 |
卖出 |
20.71926 |
18900.0 |
¥39.1万 |
|