600023 浙能电力 — 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: ¥52.4万
策略: 年线突破
K线 & 交易信号（策略收益 -47.56%）
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 53 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 |
5.757476724999999 |
5.70429 |
¥-9,481 |
-0.95% |
跌破年线 |
| 2 |
2016-12-02 |
2016-12-06 |
5.717424713 |
5.63436 |
¥-1.5万 |
-1.48% |
跌破年线 |
| 3 |
2017-01-04 |
2017-05-03 |
5.507151649999999 |
5.42457 |
¥-1.5万 |
-1.53% |
跌破年线 |
| 4 |
2017-05-09 |
2017-06-16 |
5.4570866350000005 |
5.43456 |
¥-4,220 |
-0.44% |
跌破年线 |
| 5 |
2017-07-20 |
2017-08-03 |
5.527177655999999 |
5.42457 |
¥-1.8万 |
-1.89% |
跌破年线 |
| 6 |
2018-01-17 |
2018-02-22 |
5.567229667999999 |
5.53446 |
¥-5,781 |
-0.62% |
跌破年线 |
| 7 |
2018-02-23 |
2018-03-26 |
5.597268677 |
5.40459 |
¥-3.2万 |
-3.47% |
跌破年线 |
| 8 |
2018-03-28 |
2018-03-29 |
5.487125644 |
5.48451 |
¥-692 |
-0.08% |
跌破年线 |
| 9 |
2018-03-30 |
2018-04-03 |
5.547203661999999 |
5.4945 |
¥-8,810 |
-0.98% |
跌破年线 |
| 10 |
2019-03-07 |
2019-03-11 |
4.966449487999999 |
4.74 |
¥-4.1万 |
-4.59% |
跌破年线 |
| 11 |
2019-03-13 |
2019-03-14 |
4.916384473 |
4.8551400000000005 |
¥-1.1万 |
-1.28% |
跌破年线 |
| 12 |
2019-04-01 |
2019-04-26 |
4.886345464 |
4.75524 |
¥-2.3万 |
-2.71% |
跌破年线 |
| 13 |
2020-07-07 |
2020-07-08 |
3.70111 |
3.5964 |
¥-2.2万 |
-2.86% |
跌破年线 |
| 14 |
2020-08-28 |
2020-10-09 |
3.724837116 |
3.65634 |
¥-1.5万 |
-1.87% |
跌破年线 |
| 15 |
2020-10-12 |
2020-10-21 |
3.744863122 |
3.6363600000000003 |
¥-2.3万 |
-2.93% |
跌破年线 |
| 16 |
2020-10-23 |
2020-10-26 |
3.6647590979999998 |
3.6363600000000003 |
¥-6,060 |
-0.80% |
跌破年线 |
| 17 |
2020-11-04 |
2020-12-08 |
3.6547460949999997 |
3.61638 |
¥-8,087 |
-1.08% |
跌破年线 |
| 18 |
2020-12-14 |
2020-12-15 |
3.644733092 |
3.61638 |
¥-5,938 |
-0.81% |
跌破年线 |
| 19 |
2021-03-15 |
2021-04-30 |
3.6447330919999996 |
3.6163800000000004 |
¥-5,891 |
-0.81% |
跌破年线 |
| 20 |
2021-05-26 |
2021-05-27 |
3.6447330919999996 |
3.6363600000000003 |
¥-1,894 |
-0.26% |
跌破年线 |
| 21 |
2021-05-31 |
2021-06-02 |
3.6647590979999993 |
3.6263700000000005 |
¥-7,836 |
-1.08% |
跌破年线 |
| 22 |
2021-06-04 |
2021-06-07 |
3.644733091999999 |
3.63 |
¥-3,115 |
-0.43% |
跌破年线 |
| 23 |
2021-06-29 |
2021-06-30 |
3.6547460949999997 |
3.64 |
¥-3,088 |
-0.43% |
跌破年线 |
| 24 |
2021-07-01 |
2021-07-02 |
3.674772101 |
3.6463500000000004 |
¥-5,732 |
-0.80% |
跌破年线 |
| 25 |
2021-10-21 |
2021-10-25 |
3.8011399999999997 |
3.6063899999999998 |
¥-3.7万 |
-5.15% |
跌破年线 |
| 26 |
2021-10-26 |
2021-10-27 |
3.6447330919999996 |
3.6163799999999995 |
¥-5,408 |
-0.81% |
跌破年线 |
| 27 |
2021-11-15 |
2022-01-25 |
3.6447330919999996 |
3.64635 |
¥96 |
+0.01% |
跌破年线 |
| 28 |
2022-02-08 |
2022-02-25 |
3.6847851040000004 |
3.65634 |
¥-5,338 |
-0.80% |
跌破年线 |
| 29 |
2022-02-28 |
2022-03-08 |
3.7749021309999993 |
3.6463499999999995 |
¥-2.3万 |
-3.43% |
跌破年线 |
| 30 |
2022-06-09 |
2022-06-10 |
3.634720089 |
3.4965 |
¥-2.4万 |
-3.83% |
跌破年线 |
| 31 |
2022-08-18 |
2022-08-19 |
3.6447330919999996 |
3.5964 |
¥-8,326 |
-1.36% |
跌破年线 |
| 32 |
2022-08-29 |
2022-08-30 |
3.631089 |
3.6063899999999998 |
¥-4,272 |
-0.71% |
跌破年线 |
| 33 |
2022-09-07 |
2022-09-15 |
3.694798107 |
3.5964 |
¥-1.6万 |
-2.69% |
跌破年线 |
| 34 |
2022-11-25 |
2022-12-01 |
3.5746420709999995 |
3.5364599999999995 |
¥-6,408 |
-1.10% |
跌破年线 |
| 35 |
2022-12-06 |
2022-12-07 |
3.571071 |
3.47652 |
¥-1.5万 |
-2.68% |
跌破年线 |
| 36 |
2023-01-04 |
2023-01-12 |
3.5546160649999994 |
3.5164799999999996 |
¥-6,212 |
-1.10% |
跌破年线 |
| 37 |
2023-01-13 |
2023-01-16 |
3.514564052999999 |
3.5064900000000003 |
¥-1,443 |
-0.26% |
跌破年线 |
| 38 |
2023-01-17 |
2023-01-18 |
3.5145640529999995 |
3.4965 |
¥-3,024 |
-0.54% |
跌破年线 |
| 39 |
2023-01-30 |
2023-10-24 |
3.5746420709999995 |
4.11588 |
¥8.3万 |
+15.11% |
跌破年线 |
| 40 |
2024-09-18 |
2024-09-19 |
5.707411709999999 |
5.68431 |
¥-2,756 |
-0.43% |
跌破年线 |
| 41 |
2024-09-24 |
2024-10-30 |
5.947723782 |
5.86413 |
¥-9,082 |
-1.44% |
跌破年线 |
| 42 |
2024-11-08 |
2024-11-11 |
5.947723782 |
5.894100000000001 |
¥-5,805 |
-0.93% |
跌破年线 |
| 43 |
2024-11-12 |
2024-11-13 |
5.971791 |
5.82417 |
¥-1.5万 |
-2.50% |
跌破年线 |
| 44 |
2026-03-02 |
2026-03-24 |
5.306891589999998 |
5.2947 |
¥-1,556 |
-0.26% |
跌破年线 |
| 45 |
2026-03-25 |
2026-06-26 |
5.386995614 |
5.2947 |
¥-1.0万 |
-1.74% |
跌破年线 |
| 46 |
2026-07-02 |
2026-07-08 |
5.366969608 |
5.27472 |
¥-1.0万 |
-1.75% |
跌破年线 |
| 47 |
2026-07-09 |
2026-07-10 |
5.3369305989999996 |
5.30469 |
¥-3,657 |
-0.63% |
跌破年线 |
| 48 |
2026-07-13 |
2026-07-16 |
5.397008616999999 |
4.98501 |
¥-4.4万 |
-7.66% |
跌破年线 |
| 49 |
2026-07-21 |
2026-07-22 |
5.336930599 |
5.2847100000000005 |
¥-5,359 |
-1.01% |
跌破年线 |
| 50 |
2026-07-23 |
2026-07-29 |
5.356956604999999 |
5.30469 |
¥-5,262 |
-1.01% |
跌破年线 |
| 51 |
2026-07-30 |
2026-07-31 |
5.146683541999999 |
5.06493 |
¥-8,011 |
-1.62% |
跌破年线 |
| 52 |
2026-11-03 |
2026-11-05 |
5.376982610999999 |
5.31468 |
¥-6,096 |
-1.19% |
跌破年线 |
| 53 |
2026-11-09 |
2026-11-13 |
5.40702162 |
5.57 |
¥1.5万 |
+2.98% |
强平 |
逐笔成交记录（共 106 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 |
5.755749999999999 |
172700.0 |
¥99.4万 |
|
| 2016-12-01 |
跌破年线 |
卖出 |
5.70429 |
172700.0 |
¥98.5万 |
|
| 2016-12-02 |
站上年线 |
买入 |
5.71571 |
172900.0 |
¥98.9万 |
|
| 2016-12-06 |
跌破年线 |
卖出 |
5.63436 |
172900.0 |
¥97.4万 |
|
| 2017-01-04 |
站上年线 |
买入 |
5.5055 |
176800.0 |
¥97.4万 |
|
| 2017-05-03 |
跌破年线 |
卖出 |
5.42457 |
176800.0 |
¥95.9万 |
|
| 2017-05-09 |
站上年线 |
买入 |
5.45545 |
174700.0 |
¥95.3万 |
|
| 2017-06-16 |
跌破年线 |
卖出 |
5.43456 |
174700.0 |
¥94.9万 |
|
| 2017-07-20 |
站上年线 |
买入 |
5.525519999999999 |
172700.0 |
¥95.5万 |
|
| 2017-08-03 |
跌破年线 |
卖出 |
5.42457 |
172700.0 |
¥93.7万 |
|
| 2018-01-17 |
站上年线 |
买入 |
5.565559999999999 |
167900.0 |
¥93.5万 |
|
| 2018-02-22 |
跌破年线 |
卖出 |
5.53446 |
167900.0 |
¥92.9万 |
|
| 2018-02-23 |
站上年线 |
买入 |
5.59559 |
166600.0 |
¥93.3万 |
|
| 2018-03-26 |
跌破年线 |
卖出 |
5.40459 |
166600.0 |
¥90.0万 |
|
| 2018-03-28 |
站上年线 |
买入 |
5.48548 |
162300.0 |
¥89.1万 |
|
| 2018-03-29 |
跌破年线 |
卖出 |
5.48451 |
162300.0 |
¥89.0万 |
|
| 2018-03-30 |
站上年线 |
买入 |
5.545539999999999 |
162100.0 |
¥89.9万 |
|
| 2018-04-03 |
跌破年线 |
卖出 |
5.4945 |
162100.0 |
¥89.0万 |
|
| 2019-03-07 |
站上年线 |
买入 |
4.96496 |
178300.0 |
¥88.6万 |
|
| 2019-03-11 |
跌破年线 |
卖出 |
4.74 |
178300.0 |
¥84.5万 |
|
| 2019-03-13 |
站上年线 |
买入 |
4.91491 |
172600.0 |
¥84.9万 |
|
| 2019-03-14 |
跌破年线 |
卖出 |
4.8551400000000005 |
172600.0 |
¥83.8万 |
|
| 2019-04-01 |
站上年线 |
买入 |
4.884879999999999 |
171800.0 |
¥83.9万 |
|
| 2019-04-26 |
跌破年线 |
卖出 |
4.75524 |
171800.0 |
¥81.7万 |
|
| 2020-07-07 |
站上年线 |
买入 |
3.7 |
212000.0 |
¥78.5万 |
|
| 2020-07-08 |
跌破年线 |
卖出 |
3.5964 |
212000.0 |
¥76.2万 |
|
| 2020-08-28 |
站上年线 |
买入 |
3.7237199999999997 |
212200.0 |
¥79.0万 |
|
| 2020-10-09 |
跌破年线 |
卖出 |
3.65634 |
212200.0 |
¥77.6万 |
|
| 2020-10-12 |
站上年线 |
买入 |
3.74374 |
207200.0 |
¥77.6万 |
|
| 2020-10-21 |
跌破年线 |
卖出 |
3.6363600000000003 |
207200.0 |
¥75.3万 |
|
| 2020-10-23 |
站上年线 |
买入 |
3.6636599999999993 |
205500.0 |
¥75.3万 |
|
| 2020-10-26 |
跌破年线 |
卖出 |
3.6363600000000003 |
205500.0 |
¥74.7万 |
|
| 2020-11-04 |
站上年线 |
买入 |
3.6536499999999994 |
205000.0 |
¥74.9万 |
|
| 2020-12-08 |
跌破年线 |
卖出 |
3.61638 |
205000.0 |
¥74.1万 |
|
| 2020-12-14 |
站上年线 |
买入 |
3.64364 |
201700.0 |
¥73.5万 |
|
| 2020-12-15 |
跌破年线 |
卖出 |
3.61638 |
201700.0 |
¥72.9万 |
|
| 2021-03-15 |
站上年线 |
买入 |
3.6436399999999995 |
200100.0 |
¥72.9万 |
|
| 2021-04-30 |
跌破年线 |
卖出 |
3.6163800000000004 |
200100.0 |
¥72.3万 |
|
| 2021-05-26 |
站上年线 |
买入 |
3.6436399999999995 |
200100.0 |
¥72.9万 |
|
| 2021-05-27 |
跌破年线 |
卖出 |
3.6363600000000003 |
200100.0 |
¥72.7万 |
|
| 2021-05-31 |
站上年线 |
买入 |
3.6636599999999993 |
198500.0 |
¥72.7万 |
|
| 2021-06-02 |
跌破年线 |
卖出 |
3.6263700000000005 |
198500.0 |
¥72.0万 |
|
| 2021-06-04 |
站上年线 |
买入 |
3.6436399999999995 |
196900.0 |
¥71.8万 |
|
| 2021-06-07 |
跌破年线 |
卖出 |
3.63 |
196900.0 |
¥71.5万 |
|
| 2021-06-29 |
站上年线 |
买入 |
3.6536499999999994 |
195000.0 |
¥71.3万 |
|
| 2021-06-30 |
跌破年线 |
卖出 |
3.64 |
195000.0 |
¥71.0万 |
|
| 2021-07-01 |
站上年线 |
买入 |
3.6736699999999995 |
194200.0 |
¥71.4万 |
|
| 2021-07-02 |
跌破年线 |
卖出 |
3.6463500000000004 |
194200.0 |
¥70.8万 |
|
| 2021-10-21 |
站上年线 |
买入 |
3.8 |
186500.0 |
¥70.9万 |
|
| 2021-10-25 |
跌破年线 |
卖出 |
3.6063899999999998 |
186500.0 |
¥67.2万 |
|
| 2021-10-26 |
站上年线 |
买入 |
3.6436399999999995 |
183700.0 |
¥67.0万 |
|
| 2021-10-27 |
跌破年线 |
卖出 |
3.6163799999999995 |
183700.0 |
¥66.4万 |
|
| 2021-11-15 |
站上年线 |
买入 |
3.6436399999999995 |
182700.0 |
¥66.6万 |
|
| 2022-01-25 |
跌破年线 |
卖出 |
3.64635 |
182700.0 |
¥66.6万 |
|
| 2022-02-08 |
站上年线 |
买入 |
3.6836800000000003 |
180700.0 |
¥66.6万 |
|
| 2022-02-25 |
跌破年线 |
卖出 |
3.65634 |
180700.0 |
¥66.1万 |
|
| 2022-02-28 |
站上年线 |
买入 |
3.7737699999999994 |
174500.0 |
¥65.9万 |
|
| 2022-03-08 |
跌破年线 |
卖出 |
3.6463499999999995 |
174500.0 |
¥63.6万 |
|
| 2022-06-09 |
站上年线 |
买入 |
3.6336299999999997 |
172700.0 |
¥62.8万 |
|
| 2022-06-10 |
跌破年线 |
卖出 |
3.4965 |
172700.0 |
¥60.4万 |
|
| 2022-08-18 |
站上年线 |
买入 |
3.64364 |
168500.0 |
¥61.4万 |
|
| 2022-08-19 |
跌破年线 |
卖出 |
3.5964 |
168500.0 |
¥60.6万 |
|
| 2022-08-29 |
站上年线 |
买入 |
3.63 |
165700.0 |
¥60.2万 |
|
| 2022-08-30 |
跌破年线 |
卖出 |
3.6063899999999998 |
165700.0 |
¥59.7万 |
|
| 2022-09-07 |
站上年线 |
买入 |
3.6936899999999997 |
162800.0 |
¥60.2万 |
|
| 2022-09-15 |
跌破年线 |
卖出 |
3.5964 |
162800.0 |
¥58.5万 |
|
| 2022-11-25 |
站上年线 |
买入 |
3.5735699999999992 |
163300.0 |
¥58.4万 |
|
| 2022-12-01 |
跌破年线 |
卖出 |
3.5364599999999995 |
163300.0 |
¥57.7万 |
|
| 2022-12-06 |
站上年线 |
买入 |
3.57 |
162000.0 |
¥57.9万 |
|
| 2022-12-07 |
跌破年线 |
卖出 |
3.47652 |
162000.0 |
¥56.3万 |
|
| 2023-01-04 |
站上年线 |
买入 |
3.5535499999999995 |
158500.0 |
¥56.3万 |
|
| 2023-01-12 |
跌破年线 |
卖出 |
3.5164799999999996 |
158500.0 |
¥55.7万 |
|
| 2023-01-13 |
站上年线 |
买入 |
3.5135099999999992 |
158100.0 |
¥55.6万 |
|
| 2023-01-16 |
跌破年线 |
卖出 |
3.5064900000000003 |
158100.0 |
¥55.4万 |
|
| 2023-01-17 |
站上年线 |
买入 |
3.5135099999999992 |
158200.0 |
¥55.6万 |
|
| 2023-01-18 |
跌破年线 |
卖出 |
3.4965 |
158200.0 |
¥55.3万 |
|
| 2023-01-30 |
站上年线 |
买入 |
3.5735699999999997 |
153400.0 |
¥54.8万 |
|
| 2023-10-24 |
跌破年线 |
卖出 |
4.11588 |
153400.0 |
¥63.1万 |
|
| 2024-09-18 |
站上年线 |
买入 |
5.705699999999999 |
111100.0 |
¥63.4万 |
|
| 2024-09-19 |
跌破年线 |
卖出 |
5.68431 |
111100.0 |
¥63.1万 |
|
| 2024-09-24 |
站上年线 |
买入 |
5.945939999999999 |
106400.0 |
¥63.3万 |
|
| 2024-10-30 |
跌破年线 |
卖出 |
5.86413 |
106400.0 |
¥62.4万 |
|
| 2024-11-08 |
站上年线 |
买入 |
5.94594 |
104800.0 |
¥62.3万 |
|
| 2024-11-11 |
跌破年线 |
卖出 |
5.894100000000001 |
104800.0 |
¥61.8万 |
|
| 2024-11-12 |
站上年线 |
买入 |
5.97 |
103300.0 |
¥61.7万 |
|
| 2024-11-13 |
跌破年线 |
卖出 |
5.82417 |
103300.0 |
¥60.1万 |
|
| 2026-03-02 |
站上年线 |
买入 |
5.305299999999999 |
112900.0 |
¥59.9万 |
|
| 2026-03-24 |
跌破年线 |
卖出 |
5.2947 |
112900.0 |
¥59.8万 |
|
| 2026-03-25 |
站上年线 |
买入 |
5.38538 |
111700.0 |
¥60.2万 |
|
| 2026-06-26 |
跌破年线 |
卖出 |
5.2947 |
111700.0 |
¥59.1万 |
|
| 2026-07-02 |
站上年线 |
买入 |
5.36536 |
110000.0 |
¥59.0万 |
|
| 2026-07-08 |
跌破年线 |
卖出 |
5.27472 |
110000.0 |
¥58.0万 |
|
| 2026-07-09 |
站上年线 |
买入 |
5.33533 |
108100.0 |
¥57.7万 |
|
| 2026-07-10 |
跌破年线 |
卖出 |
5.30469 |
108100.0 |
¥57.3万 |
|
| 2026-07-13 |
站上年线 |
买入 |
5.395389999999999 |
106600.0 |
¥57.5万 |
|
| 2026-07-16 |
跌破年线 |
卖出 |
4.98501 |
106600.0 |
¥53.1万 |
|
| 2026-07-21 |
站上年线 |
买入 |
5.33533 |
99600.0 |
¥53.2万 |
|
| 2026-07-22 |
跌破年线 |
卖出 |
5.2847100000000005 |
99600.0 |
¥52.6万 |
|
| 2026-07-23 |
站上年线 |
买入 |
5.355349999999999 |
97700.0 |
¥52.3万 |
|
| 2026-07-29 |
跌破年线 |
卖出 |
5.30469 |
97700.0 |
¥51.8万 |
|
| 2026-07-30 |
站上年线 |
买入 |
5.145139999999999 |
96200.0 |
¥49.5万 |
|
| 2026-07-31 |
跌破年线 |
卖出 |
5.06493 |
96200.0 |
¥48.7万 |
|
| 2026-11-03 |
站上年线 |
买入 |
5.375369999999999 |
95400.0 |
¥51.3万 |
|
| 2026-11-05 |
跌破年线 |
卖出 |
5.31468 |
95400.0 |
¥50.7万 |
|
| 2026-11-09 |
站上年线 |
买入 |
5.4054 |
94100.0 |
¥50.9万 |
|
| 2026-11-13 |
强平 |
卖出 |
5.57 |
94100 |
¥52.4万 |
回测结束强平 |