002736 国信证券 — 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: ¥66.8万
策略: 年线突破
K线 & 交易信号（策略收益 -33.24%）
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 37 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 |
2016-06-23 |
2016-06-24 |
17.923275369999995 |
17.12286 |
¥-4.5万 |
-4.49% |
跌破年线 |
| 2 |
2016-08-15 |
2016-09-13 |
17.102209123999994 |
16.69329 |
¥-2.3万 |
-2.42% |
跌破年线 |
| 3 |
2016-10-13 |
2016-10-17 |
16.761767021999997 |
16.60338 |
¥-9,018 |
-0.97% |
跌破年线 |
| 4 |
2016-10-19 |
2016-10-20 |
16.861897052 |
16.6833 |
¥-1.0万 |
-1.09% |
跌破年线 |
| 5 |
2016-10-25 |
2016-12-13 |
17.042131106 |
16.263720000000003 |
¥-4.2万 |
-4.60% |
跌破年线 |
| 6 |
2018-01-22 |
2018-01-23 |
13.51755405 |
13.31667 |
¥-1.3万 |
-1.52% |
跌破年线 |
| 7 |
2019-02-19 |
2019-11-21 |
9.41222282 |
11.42856 |
¥18.2万 |
+21.39% |
跌破年线 |
| 8 |
2019-12-25 |
2019-12-26 |
11.885434560999997 |
11.95803 |
¥5,990 |
+0.58% |
跌破年线 |
| 9 |
2019-12-27 |
2020-02-04 |
12.175811647999998 |
10.38 |
¥-15.4万 |
-14.77% |
跌破年线 |
| 10 |
2020-02-21 |
2020-03-02 |
12.726526813 |
11.91 |
¥-5.7万 |
-6.44% |
跌破年线 |
| 11 |
2021-02-01 |
2021-02-02 |
12.706500806999998 |
12.14784 |
¥-3.7万 |
-4.43% |
跌破年线 |
| 12 |
2021-09-02 |
2021-09-15 |
12.61638378 |
12.00798 |
¥-3.8万 |
-4.85% |
跌破年线 |
| 13 |
2021-10-12 |
2021-10-13 |
12.135759635999998 |
11.6883 |
¥-2.8万 |
-3.72% |
跌破年线 |
| 14 |
2022-01-14 |
2022-01-17 |
11.565018465 |
11.218770000000001 |
¥-2.2万 |
-3.02% |
跌破年线 |
| 15 |
2022-01-21 |
2022-01-26 |
11.635109486 |
11.22876 |
¥-2.5万 |
-3.52% |
跌破年线 |
| 16 |
2023-01-20 |
2023-02-01 |
9.542391858999999 |
9.44 |
¥-7,513 |
-1.10% |
跌破年线 |
| 17 |
2023-02-10 |
2023-02-16 |
9.492326843999997 |
9.390600000000001 |
¥-7,412 |
-1.10% |
跌破年线 |
| 18 |
2023-02-21 |
2023-03-15 |
9.502339846999998 |
9.37062 |
¥-9,431 |
-1.42% |
跌破年线 |
| 19 |
2023-03-16 |
2023-03-17 |
9.302079786999998 |
9.35064 |
¥3,235 |
+0.49% |
跌破年线 |
| 20 |
2023-03-20 |
2023-04-27 |
9.392196814 |
9.14085 |
¥-1.8万 |
-2.71% |
跌破年线 |
| 21 |
2023-06-05 |
2023-06-06 |
9.312092790000001 |
9.1908 |
¥-8,584 |
-1.33% |
跌破年线 |
| 22 |
2023-06-19 |
2023-06-20 |
9.262027775 |
9.18081 |
¥-5,752 |
-0.91% |
跌破年线 |
| 23 |
2023-07-26 |
2023-09-04 |
9.322105793 |
9.23076 |
¥-6,362 |
-1.01% |
跌破年线 |
| 24 |
2023-09-05 |
2023-09-07 |
9.322105793 |
9.23076 |
¥-6,277 |
-1.01% |
跌破年线 |
| 25 |
2023-09-11 |
2023-09-18 |
9.342131798999997 |
9.15084 |
¥-1.3万 |
-2.08% |
跌破年线 |
| 26 |
2023-09-19 |
2023-09-22 |
9.302079786999997 |
9.23076 |
¥-4,823 |
-0.80% |
跌破年线 |
| 27 |
2023-09-25 |
2023-10-09 |
9.392816999999999 |
9.14085 |
¥-1.6万 |
-2.71% |
跌破年线 |
| 28 |
2023-10-13 |
2023-12-06 |
9.282053780999998 |
9.290700000000001 |
¥366 |
+0.06% |
跌破年线 |
| 29 |
2024-04-29 |
2024-05-06 |
9.061767715 |
9.12087 |
¥3,607 |
+0.62% |
跌破年线 |
| 30 |
2024-06-04 |
2024-06-20 |
9.181923750999998 |
8.80119 |
¥-2.5万 |
-4.18% |
跌破年线 |
| 31 |
2024-08-14 |
2024-09-06 |
8.941611679 |
8.7912 |
¥-9,642 |
-1.71% |
跌破年线 |
| 32 |
2024-09-20 |
2025-04-08 |
8.91157267 |
9.42057 |
¥3.1万 |
+5.68% |
跌破年线 |
| 33 |
2025-04-11 |
2026-02-04 |
9.982963991 |
12.22776 |
¥13.1万 |
+22.45% |
跌破年线 |
| 34 |
2026-02-05 |
2026-02-25 |
12.466188735 |
12.29 |
¥-1.0万 |
-1.44% |
跌破年线 |
| 35 |
2026-02-26 |
2026-02-27 |
12.426136722999999 |
12.357629999999999 |
¥-4,102 |
-0.58% |
跌破年线 |
| 36 |
2026-03-02 |
2026-03-04 |
12.416123720000002 |
12.267719999999999 |
¥-8,486 |
-1.22% |
跌破年线 |
| 37 |
2026-03-18 |
2026-03-19 |
12.796617834 |
12.297690000000001 |
¥-2.7万 |
-3.93% |
跌破年线 |
逐笔成交记录（共 74 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-06-23 |
站上年线 |
买入 |
17.917899999999996 |
55400.0 |
¥99.3万 |
|
| 2016-06-24 |
跌破年线 |
卖出 |
17.12286 |
55400.0 |
¥94.8万 |
|
| 2016-08-15 |
站上年线 |
买入 |
17.097079999999995 |
55800.0 |
¥95.4万 |
|
| 2016-09-13 |
跌破年线 |
卖出 |
16.69329 |
55800.0 |
¥93.1万 |
|
| 2016-10-13 |
站上年线 |
买入 |
16.756739999999997 |
55200.0 |
¥92.5万 |
|
| 2016-10-17 |
跌破年线 |
卖出 |
16.60338 |
55200.0 |
¥91.6万 |
|
| 2016-10-19 |
站上年线 |
买入 |
16.85684 |
54600.0 |
¥92.1万 |
|
| 2016-10-20 |
跌破年线 |
卖出 |
16.6833 |
54600.0 |
¥91.1万 |
|
| 2016-10-25 |
站上年线 |
买入 |
17.03702 |
53200.0 |
¥90.7万 |
|
| 2016-12-13 |
跌破年线 |
卖出 |
16.263720000000003 |
53200.0 |
¥86.5万 |
|
| 2018-01-22 |
站上年线 |
买入 |
13.513499999999999 |
63300.0 |
¥85.6万 |
|
| 2018-01-23 |
跌破年线 |
卖出 |
13.31667 |
63300.0 |
¥84.3万 |
|
| 2019-02-19 |
站上年线 |
买入 |
9.4094 |
90500.0 |
¥85.2万 |
|
| 2019-11-21 |
跌破年线 |
卖出 |
11.42856 |
90500.0 |
¥1.03M |
|
| 2019-12-25 |
站上年线 |
买入 |
11.881869999999997 |
86800.0 |
¥1.03M |
|
| 2019-12-26 |
跌破年线 |
卖出 |
11.95803 |
86800.0 |
¥1.04M |
|
| 2019-12-27 |
站上年线 |
买入 |
12.172159999999998 |
85700.0 |
¥1.04M |
|
| 2020-02-04 |
跌破年线 |
卖出 |
10.38 |
85700.0 |
¥88.9万 |
|
| 2020-02-21 |
站上年线 |
买入 |
12.72271 |
69800.0 |
¥88.8万 |
|
| 2020-03-02 |
跌破年线 |
卖出 |
11.91 |
69800.0 |
¥83.1万 |
|
| 2021-02-01 |
站上年线 |
买入 |
12.702689999999999 |
65200.0 |
¥82.8万 |
|
| 2021-02-02 |
跌破年线 |
卖出 |
12.14784 |
65200.0 |
¥79.2万 |
|
| 2021-09-02 |
站上年线 |
买入 |
12.612599999999999 |
62900.0 |
¥79.4万 |
|
| 2021-09-15 |
跌破年线 |
卖出 |
12.00798 |
62900.0 |
¥75.5万 |
|
| 2021-10-12 |
站上年线 |
买入 |
12.132119999999999 |
61900.0 |
¥75.1万 |
|
| 2021-10-13 |
跌破年线 |
卖出 |
11.6883 |
61900.0 |
¥72.3万 |
|
| 2022-01-14 |
站上年线 |
买入 |
11.561549999999999 |
62700.0 |
¥72.5万 |
|
| 2022-01-17 |
跌破年线 |
卖出 |
11.218770000000001 |
62700.0 |
¥70.3万 |
|
| 2022-01-21 |
站上年线 |
买入 |
11.631619999999998 |
60500.0 |
¥70.4万 |
|
| 2022-01-26 |
跌破年线 |
卖出 |
11.22876 |
60500.0 |
¥67.9万 |
|
| 2023-01-20 |
站上年线 |
买入 |
9.53953 |
71400.0 |
¥68.1万 |
|
| 2023-02-01 |
跌破年线 |
卖出 |
9.44 |
71400.0 |
¥67.4万 |
|
| 2023-02-10 |
站上年线 |
买入 |
9.489479999999999 |
70900.0 |
¥67.3万 |
|
| 2023-02-16 |
跌破年线 |
卖出 |
9.390600000000001 |
70900.0 |
¥66.6万 |
|
| 2023-02-21 |
站上年线 |
买入 |
9.49949 |
70100.0 |
¥66.6万 |
|
| 2023-03-15 |
跌破年线 |
卖出 |
9.37062 |
70100.0 |
¥65.7万 |
|
| 2023-03-16 |
站上年线 |
买入 |
9.299289999999997 |
70700.0 |
¥65.8万 |
|
| 2023-03-17 |
跌破年线 |
卖出 |
9.35064 |
70700.0 |
¥66.1万 |
|
| 2023-03-20 |
站上年线 |
买入 |
9.38938 |
70700.0 |
¥66.4万 |
|
| 2023-04-27 |
跌破年线 |
卖出 |
9.14085 |
70700.0 |
¥64.6万 |
|
| 2023-06-05 |
站上年线 |
买入 |
9.3093 |
69200.0 |
¥64.4万 |
|
| 2023-06-06 |
跌破年线 |
卖出 |
9.1908 |
69200.0 |
¥63.6万 |
|
| 2023-06-19 |
站上年线 |
买入 |
9.25925 |
68500.0 |
¥63.4万 |
|
| 2023-06-20 |
跌破年线 |
卖出 |
9.18081 |
68500.0 |
¥62.9万 |
|
| 2023-07-26 |
站上年线 |
买入 |
9.31931 |
67600.0 |
¥63.0万 |
|
| 2023-09-04 |
跌破年线 |
卖出 |
9.23076 |
67600.0 |
¥62.4万 |
|
| 2023-09-05 |
站上年线 |
买入 |
9.31931 |
66700.0 |
¥62.2万 |
|
| 2023-09-07 |
跌破年线 |
卖出 |
9.23076 |
66700.0 |
¥61.6万 |
|
| 2023-09-11 |
站上年线 |
买入 |
9.339329999999999 |
66100.0 |
¥61.8万 |
|
| 2023-09-18 |
跌破年线 |
卖出 |
9.15084 |
66100.0 |
¥60.5万 |
|
| 2023-09-19 |
站上年线 |
买入 |
9.299289999999997 |
65100.0 |
¥60.6万 |
|
| 2023-09-22 |
跌破年线 |
卖出 |
9.23076 |
65100.0 |
¥60.1万 |
|
| 2023-09-25 |
站上年线 |
买入 |
9.39 |
63600.0 |
¥59.7万 |
|
| 2023-10-09 |
跌破年线 |
卖出 |
9.14085 |
63600.0 |
¥58.1万 |
|
| 2023-10-13 |
站上年线 |
买入 |
9.279269999999999 |
62500.0 |
¥58.0万 |
|
| 2023-12-06 |
跌破年线 |
卖出 |
9.290700000000001 |
62500.0 |
¥58.0万 |
|
| 2024-04-29 |
站上年线 |
买入 |
9.05905 |
64000.0 |
¥58.0万 |
|
| 2024-05-06 |
跌破年线 |
卖出 |
9.12087 |
64000.0 |
¥58.4万 |
|
| 2024-06-04 |
站上年线 |
买入 |
9.179169999999997 |
64000.0 |
¥58.8万 |
|
| 2024-06-20 |
跌破年线 |
卖出 |
8.80119 |
64000.0 |
¥56.3万 |
|
| 2024-08-14 |
站上年线 |
买入 |
8.93893 |
63000.0 |
¥56.3万 |
|
| 2024-09-06 |
跌破年线 |
卖出 |
8.7912 |
63000.0 |
¥55.4万 |
|
| 2024-09-20 |
站上年线 |
买入 |
8.908900000000001 |
61700.0 |
¥55.0万 |
|
| 2025-04-08 |
跌破年线 |
卖出 |
9.42057 |
61700.0 |
¥58.1万 |
|
| 2025-04-11 |
站上年线 |
买入 |
9.97997 |
58500.0 |
¥58.4万 |
|
| 2026-02-04 |
跌破年线 |
卖出 |
12.22776 |
58500.0 |
¥71.5万 |
|
| 2026-02-05 |
站上年线 |
买入 |
12.462449999999999 |
57400.0 |
¥71.6万 |
|
| 2026-02-25 |
跌破年线 |
卖出 |
12.29 |
57400.0 |
¥70.5万 |
|
| 2026-02-26 |
站上年线 |
买入 |
12.42241 |
56800.0 |
¥70.6万 |
|
| 2026-02-27 |
跌破年线 |
卖出 |
12.357629999999999 |
56800.0 |
¥70.2万 |
|
| 2026-03-02 |
站上年线 |
买入 |
12.4124 |
55800.0 |
¥69.3万 |
|
| 2026-03-04 |
跌破年线 |
卖出 |
12.267719999999999 |
55800.0 |
¥68.4万 |
|
| 2026-03-18 |
站上年线 |
买入 |
12.792779999999999 |
54300.0 |
¥69.5万 |
|
| 2026-03-19 |
跌破年线 |
卖出 |
12.297690000000001 |
54300.0 |
¥66.8万 |
|