600018 上港集团 — 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: ¥1.11M
策略: 年线突破
K线 & 交易信号（策略收益 +11.35%）
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 22 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 |
2016-11-30 |
2016-12-01 |
5.427047625999999 |
5.31468 |
¥-2.1万 |
-2.10% |
跌破年线 |
| 2 |
2016-12-02 |
2016-12-06 |
5.366969608000001 |
5.31468 |
¥-9,753 |
-1.00% |
跌破年线 |
| 3 |
2017-01-06 |
2018-05-03 |
5.236800569 |
6.8331599999999995 |
¥29.3万 |
+30.44% |
跌破年线 |
| 4 |
2020-11-24 |
2020-11-26 |
4.756176425 |
4.5854099999999995 |
¥-4.6万 |
-3.62% |
跌破年线 |
| 5 |
2020-12-28 |
2020-12-29 |
4.555916364999999 |
4.52547 |
¥-8,422 |
-0.70% |
跌破年线 |
| 6 |
2020-12-30 |
2021-01-29 |
4.575942370999999 |
4.41558 |
¥-4.2万 |
-3.53% |
跌破年线 |
| 7 |
2021-02-03 |
2021-02-04 |
4.50585135 |
4.435560000000001 |
¥-1.8万 |
-1.59% |
跌破年线 |
| 8 |
2021-02-19 |
2021-04-28 |
4.525877355999998 |
4.45554 |
¥-1.8万 |
-1.58% |
跌破年线 |
| 9 |
2021-04-29 |
2021-11-03 |
4.495838347 |
4.8951 |
¥10.0万 |
+8.85% |
跌破年线 |
| 10 |
2023-03-20 |
2023-03-21 |
5.587255674 |
5.55444 |
¥-7,558 |
-0.62% |
跌破年线 |
| 11 |
2023-03-24 |
2023-03-27 |
5.611683 |
5.57442 |
¥-8,437 |
-0.69% |
跌破年线 |
| 12 |
2023-04-17 |
2023-05-18 |
5.587255673999999 |
5.47452 |
¥-2.5万 |
-2.05% |
跌破年线 |
| 13 |
2023-08-01 |
2023-08-08 |
5.417034623 |
5.3346599999999995 |
¥-1.8万 |
-1.55% |
跌破年线 |
| 14 |
2024-01-15 |
2024-01-23 |
5.306891589999998 |
5.12487 |
¥-4.0万 |
-3.46% |
跌破年线 |
| 15 |
2024-03-19 |
2024-03-20 |
5.296878586999999 |
5.24475 |
¥-1.1万 |
-1.01% |
跌破年线 |
| 16 |
2024-03-21 |
2024-03-22 |
5.306891589999999 |
5.254739999999999 |
¥-1.1万 |
-1.01% |
跌破年线 |
| 17 |
2024-03-26 |
2025-01-13 |
5.286865583999999 |
5.684310000000001 |
¥8.3万 |
+7.49% |
跌破年线 |
| 18 |
2025-02-05 |
2025-02-06 |
5.9176847729999995 |
5.68 |
¥-4.8万 |
-4.05% |
跌破年线 |
| 19 |
2025-05-20 |
2025-05-21 |
5.887645763999999 |
5.774220000000001 |
¥-2.2万 |
-1.96% |
跌破年线 |
| 20 |
2025-06-24 |
2025-06-25 |
5.907671769999999 |
5.844149999999999 |
¥-1.2万 |
-1.10% |
跌破年线 |
| 21 |
2025-08-26 |
2025-08-28 |
5.877632760999999 |
5.74425 |
¥-2.5万 |
-2.30% |
跌破年线 |
| 22 |
2026-09-02 |
2026-11-13 |
5.5672296679999995 |
5.73 |
¥3.1万 |
+2.89% |
强平 |
逐笔成交记录（共 44 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-11-30 |
站上年线 |
买入 |
5.425419999999999 |
183200.0 |
¥99.4万 |
|
| 2016-12-01 |
跌破年线 |
卖出 |
5.31468 |
183200.0 |
¥97.3万 |
|
| 2016-12-02 |
站上年线 |
买入 |
5.36536 |
181000.0 |
¥97.1万 |
|
| 2016-12-06 |
跌破年线 |
卖出 |
5.31468 |
181000.0 |
¥96.2万 |
|
| 2017-01-06 |
站上年线 |
买入 |
5.23523 |
184000.0 |
¥96.4万 |
|
| 2018-05-03 |
跌破年线 |
卖出 |
6.8331599999999995 |
184000.0 |
¥1.26M |
|
| 2020-11-24 |
站上年线 |
买入 |
4.75475 |
264900.0 |
¥1.26M |
|
| 2020-11-26 |
跌破年线 |
卖出 |
4.5854099999999995 |
264900.0 |
¥1.21M |
|
| 2020-12-28 |
站上年线 |
买入 |
4.554549999999999 |
264800.0 |
¥1.21M |
|
| 2020-12-29 |
跌破年线 |
卖出 |
4.52547 |
264800.0 |
¥1.20M |
|
| 2020-12-30 |
站上年线 |
买入 |
4.57457 |
261300.0 |
¥1.20M |
|
| 2021-01-29 |
跌破年线 |
卖出 |
4.41558 |
261300.0 |
¥1.15M |
|
| 2021-02-03 |
站上年线 |
买入 |
4.504499999999999 |
257200.0 |
¥1.16M |
|
| 2021-02-04 |
跌破年线 |
卖出 |
4.435560000000001 |
257200.0 |
¥1.14M |
|
| 2021-02-19 |
站上年线 |
买入 |
4.524519999999999 |
253100.0 |
¥1.15M |
|
| 2021-04-28 |
跌破年线 |
卖出 |
4.45554 |
253100.0 |
¥1.13M |
|
| 2021-04-29 |
站上年线 |
买入 |
4.49449 |
250800.0 |
¥1.13M |
|
| 2021-11-03 |
跌破年线 |
卖出 |
4.8951 |
250800.0 |
¥1.23M |
|
| 2023-03-20 |
站上年线 |
买入 |
5.585579999999999 |
219200.0 |
¥1.22M |
|
| 2023-03-21 |
跌破年线 |
卖出 |
5.55444 |
219200.0 |
¥1.22M |
|
| 2023-03-24 |
站上年线 |
买入 |
5.61 |
216700.0 |
¥1.22M |
|
| 2023-03-27 |
跌破年线 |
卖出 |
5.57442 |
216700.0 |
¥1.21M |
|
| 2023-04-17 |
站上年线 |
买入 |
5.585579999999998 |
216700.0 |
¥1.21M |
|
| 2023-05-18 |
跌破年线 |
卖出 |
5.47452 |
216700.0 |
¥1.19M |
|
| 2023-08-01 |
站上年线 |
买入 |
5.41541 |
218600.0 |
¥1.18M |
|
| 2023-08-08 |
跌破年线 |
卖出 |
5.3346599999999995 |
218600.0 |
¥1.17M |
|
| 2024-01-15 |
站上年线 |
买入 |
5.305299999999998 |
220500.0 |
¥1.17M |
|
| 2024-01-23 |
跌破年线 |
卖出 |
5.12487 |
220500.0 |
¥1.13M |
|
| 2024-03-19 |
站上年线 |
买入 |
5.29529 |
212900.0 |
¥1.13M |
|
| 2024-03-20 |
跌破年线 |
卖出 |
5.24475 |
212900.0 |
¥1.12M |
|
| 2024-03-21 |
站上年线 |
买入 |
5.305299999999999 |
210700.0 |
¥1.12M |
|
| 2024-03-22 |
跌破年线 |
卖出 |
5.254739999999999 |
210700.0 |
¥1.11M |
|
| 2024-03-26 |
站上年线 |
买入 |
5.285279999999999 |
208600.0 |
¥1.10M |
|
| 2025-01-13 |
跌破年线 |
卖出 |
5.684310000000001 |
208600.0 |
¥1.19M |
|
| 2025-02-05 |
站上年线 |
买入 |
5.915909999999999 |
200300.0 |
¥1.19M |
|
| 2025-02-06 |
跌破年线 |
卖出 |
5.68 |
200300.0 |
¥1.14M |
|
| 2025-05-20 |
站上年线 |
买入 |
5.885879999999999 |
193500.0 |
¥1.14M |
|
| 2025-05-21 |
跌破年线 |
卖出 |
5.774220000000001 |
193500.0 |
¥1.12M |
|
| 2025-06-24 |
站上年线 |
买入 |
5.9059 |
189100.0 |
¥1.12M |
|
| 2025-06-25 |
跌破年线 |
卖出 |
5.844149999999999 |
189100.0 |
¥1.10M |
|
| 2025-08-26 |
站上年线 |
买入 |
5.875869999999999 |
188000.0 |
¥1.10M |
|
| 2025-08-28 |
跌破年线 |
卖出 |
5.74425 |
188000.0 |
¥1.08M |
|
| 2026-09-02 |
站上年线 |
买入 |
5.56556 |
194200.0 |
¥1.08M |
|
| 2026-11-13 |
强平 |
卖出 |
5.73 |
194200 |
¥1.11M |
回测结束强平 |