002714 牧原股份 — 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: ¥47.9万
策略: 年线突破
K线 & 交易信号（策略收益 -52.08%）
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 19 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 |
2016-03-22 |
2016-04-13 |
56.79375301599999 |
56.72322 |
¥-1,506 |
-0.15% |
跌破年线 |
| 2 |
2016-05-04 |
2016-05-05 |
56.973987069999986 |
56.4435 |
¥-9,525 |
-0.96% |
跌破年线 |
| 3 |
2016-05-13 |
2016-05-18 |
57.05409109399999 |
55.004940000000005 |
¥-3.6万 |
-3.62% |
跌破年线 |
| 4 |
2016-07-05 |
2016-07-11 |
52.73848680099999 |
25.7742 |
¥-48.5万 |
-51.14% |
跌破年线 |
| 5 |
2017-07-03 |
2018-06-26 |
27.275420171999993 |
42.957 |
¥26.8万 |
+57.45% |
跌破年线 |
| 6 |
2020-07-14 |
2020-07-17 |
93.801812104 |
90.0 |
¥-3.0万 |
-4.08% |
跌破年线 |
| 7 |
2021-01-28 |
2021-02-01 |
91.128340303 |
90.909 |
¥-1,850 |
-0.27% |
跌破年线 |
| 8 |
2021-05-26 |
2021-06-01 |
92.11962759999997 |
89.98992 |
¥-1.6万 |
-2.34% |
跌破年线 |
| 9 |
2021-06-02 |
2021-06-04 |
90.097000994 |
65.97396 |
¥-18.3万 |
-26.80% |
跌破年线 |
| 10 |
2022-06-14 |
2022-09-27 |
52.948759863999996 |
53.946 |
¥9,124 |
+1.85% |
跌破年线 |
| 11 |
2022-10-11 |
2022-10-25 |
58.07541739999999 |
54.5454 |
¥-3.1万 |
-6.11% |
跌破年线 |
| 12 |
2024-03-22 |
2024-08-21 |
42.76553581299999 |
40.489470000000004 |
¥-2.6万 |
-5.35% |
跌破年线 |
| 13 |
2025-04-10 |
2025-04-14 |
41.053312299999995 |
40.88907 |
¥-1,889 |
-0.43% |
跌破年线 |
| 14 |
2025-06-04 |
2025-06-06 |
41.46384542299999 |
40.959 |
¥-5,637 |
-1.25% |
跌破年线 |
| 15 |
2025-06-09 |
2026-01-28 |
41.193494341999994 |
44.83512 |
¥3.9万 |
+8.81% |
跌破年线 |
| 16 |
2026-01-30 |
2026-02-03 |
46.159943829999996 |
44.96499 |
¥-1.3万 |
-2.62% |
跌破年线 |
| 17 |
2026-02-04 |
2026-02-13 |
45.809488725 |
45.19476 |
¥-6,471 |
-1.37% |
跌破年线 |
| 18 |
2026-03-02 |
2026-03-24 |
46.56046394999999 |
45.1548 |
¥-1.4万 |
-3.05% |
跌破年线 |
| 19 |
2026-11-06 |
2026-11-13 |
43.48647202899999 |
45.84 |
¥2.4万 |
+5.38% |
强平 |
逐笔成交记录（共 38 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-03-22 |
站上年线 |
买入 |
56.77671999999999 |
17200.0 |
¥97.7万 |
|
| 2016-04-13 |
跌破年线 |
卖出 |
56.72322 |
17200.0 |
¥97.5万 |
|
| 2016-05-04 |
站上年线 |
买入 |
56.95689999999999 |
17400.0 |
¥99.1万 |
|
| 2016-05-05 |
跌破年线 |
卖出 |
56.4435 |
17400.0 |
¥98.2万 |
|
| 2016-05-13 |
站上年线 |
买入 |
57.03697999999999 |
17300.0 |
¥98.7万 |
|
| 2016-05-18 |
跌破年线 |
卖出 |
55.004940000000005 |
17300.0 |
¥95.1万 |
|
| 2016-07-05 |
站上年线 |
买入 |
52.722669999999994 |
18000.0 |
¥94.9万 |
|
| 2016-07-11 |
跌破年线 |
卖出 |
25.7742 |
18000.0 |
¥46.4万 |
|
| 2017-07-03 |
站上年线 |
买入 |
27.267239999999994 |
17100.0 |
¥46.6万 |
|
| 2018-06-26 |
跌破年线 |
卖出 |
42.957 |
17100.0 |
¥73.4万 |
|
| 2020-07-14 |
站上年线 |
买入 |
93.77368 |
7800.0 |
¥73.2万 |
|
| 2020-07-17 |
跌破年线 |
卖出 |
90.0 |
7800.0 |
¥70.2万 |
|
| 2021-01-28 |
站上年线 |
买入 |
91.10100999999999 |
7500.0 |
¥68.3万 |
|
| 2021-02-01 |
跌破年线 |
卖出 |
90.909 |
7500.0 |
¥68.2万 |
|
| 2021-05-26 |
站上年线 |
买入 |
92.09199999999998 |
7600.0 |
¥70.0万 |
|
| 2021-06-01 |
跌破年线 |
卖出 |
89.98992 |
7600.0 |
¥68.4万 |
|
| 2021-06-02 |
站上年线 |
买入 |
90.06998 |
7600.0 |
¥68.5万 |
|
| 2021-06-04 |
跌破年线 |
卖出 |
65.97396 |
7600.0 |
¥50.1万 |
|
| 2022-06-14 |
站上年线 |
买入 |
52.93288 |
9300.0 |
¥49.2万 |
|
| 2022-09-27 |
跌破年线 |
卖出 |
53.946 |
9300.0 |
¥50.2万 |
|
| 2022-10-11 |
站上年线 |
买入 |
58.05799999999999 |
8800.0 |
¥51.1万 |
|
| 2022-10-25 |
跌破年线 |
卖出 |
54.5454 |
8800.0 |
¥48.0万 |
|
| 2024-03-22 |
站上年线 |
买入 |
42.75270999999999 |
11200.0 |
¥47.9万 |
|
| 2024-08-21 |
跌破年线 |
卖出 |
40.489470000000004 |
11200.0 |
¥45.3万 |
|
| 2025-04-10 |
站上年线 |
买入 |
41.041 |
10700.0 |
¥43.9万 |
|
| 2025-04-14 |
跌破年线 |
卖出 |
40.88907 |
10700.0 |
¥43.7万 |
|
| 2025-06-04 |
站上年线 |
买入 |
41.45140999999999 |
10900.0 |
¥45.2万 |
|
| 2025-06-06 |
跌破年线 |
卖出 |
40.959 |
10900.0 |
¥44.6万 |
|
| 2025-06-09 |
站上年线 |
买入 |
41.18114 |
10800.0 |
¥44.5万 |
|
| 2026-01-28 |
跌破年线 |
卖出 |
44.83512 |
10800.0 |
¥48.4万 |
|
| 2026-01-30 |
站上年线 |
买入 |
46.1461 |
10400.0 |
¥48.0万 |
|
| 2026-02-03 |
跌破年线 |
卖出 |
44.96499 |
10400.0 |
¥46.7万 |
|
| 2026-02-04 |
站上年线 |
买入 |
45.79575 |
10300.0 |
¥47.2万 |
|
| 2026-02-13 |
跌破年线 |
卖出 |
45.19476 |
10300.0 |
¥46.5万 |
|
| 2026-03-02 |
站上年线 |
买入 |
46.546499999999995 |
9900.0 |
¥46.1万 |
|
| 2026-03-24 |
跌破年线 |
卖出 |
45.1548 |
9900.0 |
¥44.7万 |
|
| 2026-11-06 |
站上年线 |
买入 |
43.47342999999999 |
10300.0 |
¥44.8万 |
|
| 2026-11-13 |
强平 |
卖出 |
45.84 |
10300 |
¥47.2万 |
回测结束强平 |