600030 中信证券 — 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: ¥45.4万
策略: 年线突破
K线 & 交易信号（策略收益 -54.57%）
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 51 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 |
2016-10-25 |
2016-10-28 |
16.931988073 |
16.85313 |
¥-4,926 |
-0.50% |
跌破年线 |
| 2 |
2016-10-31 |
2016-11-01 |
16.721715009999997 |
16.61337 |
¥-6,686 |
-0.68% |
跌破年线 |
| 3 |
2016-11-04 |
2016-11-10 |
16.831858042999997 |
16.84314 |
¥364 |
+0.04% |
跌破年线 |
| 4 |
2017-01-23 |
2017-01-25 |
16.421324919999996 |
16.363619999999997 |
¥-3,757 |
-0.38% |
跌破年线 |
| 5 |
2017-02-09 |
2017-03-03 |
16.491415940999996 |
16.41357 |
¥-4,917 |
-0.50% |
跌破年线 |
| 6 |
2017-06-01 |
2017-06-02 |
16.441350926 |
16.363619999999997 |
¥-4,909 |
-0.50% |
跌破年线 |
| 7 |
2017-06-12 |
2017-06-13 |
16.531467952999996 |
16.383599999999998 |
¥-8,953 |
-0.92% |
跌破年线 |
| 8 |
2017-06-16 |
2017-06-19 |
16.471389935 |
16.25 |
¥-1.3万 |
-1.37% |
跌破年线 |
| 9 |
2017-06-20 |
2018-02-12 |
16.721715009999997 |
17.40258 |
¥3.8万 |
+4.04% |
跌破年线 |
| 10 |
2018-02-14 |
2018-03-26 |
17.62288528 |
17.45 |
¥-9,975 |
-1.01% |
跌破年线 |
| 11 |
2018-06-01 |
2018-06-20 |
18.52405555 |
17.082900000000002 |
¥-7.6万 |
-7.81% |
跌破年线 |
| 12 |
2018-11-20 |
2018-11-21 |
17.913262366999998 |
17.132849999999998 |
¥-3.9万 |
-4.39% |
跌破年线 |
| 13 |
2019-01-21 |
2019-01-23 |
17.903249363999997 |
17.53245 |
¥-1.8万 |
-2.10% |
跌破年线 |
| 14 |
2019-12-03 |
2020-02-04 |
21.537969453000002 |
20.78 |
¥-3.0万 |
-3.55% |
跌破年线 |
| 15 |
2020-02-07 |
2020-02-10 |
22.509230743999996 |
22.2 |
¥-1.1万 |
-1.40% |
跌破年线 |
| 16 |
2020-04-15 |
2020-04-27 |
22.929776869999994 |
22.72725 |
¥-7,243 |
-0.91% |
跌破年线 |
| 17 |
2020-06-02 |
2020-06-04 |
23.079971914999998 |
23.04693 |
¥-1,374 |
-0.17% |
跌破年线 |
| 18 |
2020-06-09 |
2020-06-12 |
22.929776869999994 |
22.42755 |
¥-1.8万 |
-2.22% |
跌破年线 |
| 19 |
2021-02-10 |
2021-02-25 |
27.946291372999998 |
27.552419999999998 |
¥-1.1万 |
-1.44% |
跌破年线 |
| 20 |
2021-02-26 |
2021-03-01 |
27.225355157 |
26.273699999999998 |
¥-2.6万 |
-3.52% |
跌破年线 |
| 21 |
2021-09-02 |
2021-09-06 |
26.834848039999997 |
26.62 |
¥-6,128 |
-0.83% |
跌破年线 |
| 22 |
2021-09-07 |
2021-09-10 |
26.854874046 |
26.81 |
¥-1,445 |
-0.20% |
跌破年线 |
| 23 |
2021-09-13 |
2021-09-15 |
27.285433174999998 |
26.39358 |
¥-2.4万 |
-3.30% |
跌破年线 |
| 24 |
2022-01-18 |
2022-01-28 |
25.663326688999998 |
24.18 |
¥-4.1万 |
-5.81% |
跌破年线 |
| 25 |
2022-02-08 |
2022-02-15 |
25.232767559999996 |
24.58539 |
¥-1.7万 |
-2.59% |
跌破年线 |
| 26 |
2023-01-10 |
2023-01-11 |
20.626786180000003 |
20.4795 |
¥-4,833 |
-0.74% |
跌破年线 |
| 27 |
2023-01-16 |
2023-03-15 |
20.807020234000003 |
20.019959999999998 |
¥-2.5万 |
-3.81% |
跌破年线 |
| 28 |
2023-03-16 |
2023-06-01 |
19.875810955000002 |
20.02995 |
¥4,592 |
+0.75% |
跌破年线 |
| 29 |
2023-06-02 |
2023-06-06 |
20.176201044999996 |
19.98 |
¥-6,288 |
-1.00% |
跌破年线 |
| 30 |
2023-06-09 |
2023-06-13 |
20.206240054 |
19.81 |
¥-1.2万 |
-1.99% |
跌破年线 |
| 31 |
2023-06-16 |
2023-06-21 |
20.356435098999995 |
19.99998 |
¥-1.1万 |
-1.78% |
跌破年线 |
| 32 |
2023-07-04 |
2023-12-06 |
20.206240053999995 |
21.068909999999995 |
¥2.5万 |
+4.24% |
跌破年线 |
| 33 |
2024-02-19 |
2024-02-20 |
21.126336 |
20.70927 |
¥-1.2万 |
-2.00% |
跌破年线 |
| 34 |
2024-02-22 |
2024-02-29 |
21.297657380999997 |
20.979 |
¥-9,261 |
-1.53% |
跌破年线 |
| 35 |
2024-03-01 |
2024-03-05 |
21.327696389999996 |
21.02 |
¥-8,823 |
-1.47% |
跌破年线 |
| 36 |
2024-03-13 |
2024-03-14 |
21.427826419999995 |
20.98899 |
¥-1.2万 |
-2.08% |
跌破年线 |
| 37 |
2024-03-19 |
2024-03-20 |
21.226366000000002 |
20.74923 |
¥-1.3万 |
-2.28% |
跌破年线 |
| 38 |
2025-12-09 |
2026-01-20 |
28.557084556 |
27.91 |
¥-1.3万 |
-2.30% |
跌破年线 |
| 39 |
2026-01-21 |
2026-01-22 |
28.066447409 |
27.8721 |
¥-3,993 |
-0.72% |
跌破年线 |
| 40 |
2026-01-27 |
2026-01-28 |
28.126525426999994 |
27.86211 |
¥-5,319 |
-0.97% |
跌破年线 |
| 41 |
2026-01-30 |
2026-02-03 |
28.528556000000002 |
28.04193 |
¥-9,406 |
-1.74% |
跌破年线 |
| 42 |
2026-02-05 |
2026-02-12 |
28.326785487 |
28.001969999999996 |
¥-6,264 |
-1.18% |
跌破年线 |
| 43 |
2026-06-23 |
2026-06-25 |
28.73731861 |
27.85212 |
¥-1.6万 |
-3.11% |
跌破年线 |
| 44 |
2026-06-26 |
2026-06-29 |
28.837448639999995 |
27.972 |
¥-1.5万 |
-3.03% |
跌破年线 |
| 45 |
2026-06-30 |
2026-07-15 |
28.366837498999995 |
27.90207 |
¥-8,233 |
-1.67% |
跌破年线 |
| 46 |
2026-07-16 |
2026-07-20 |
28.376850501999996 |
27.76 |
¥-1.1万 |
-2.20% |
跌破年线 |
| 47 |
2026-07-28 |
2026-08-05 |
28.13653843 |
27.981990000000003 |
¥-2,754 |
-0.58% |
跌破年线 |
| 48 |
2026-08-06 |
2026-08-07 |
28.096486417999998 |
27.85212 |
¥-4,246 |
-0.90% |
跌破年线 |
| 49 |
2026-08-28 |
2026-09-01 |
27.916252363999995 |
27.66231 |
¥-4,406 |
-0.94% |
跌破年线 |
| 50 |
2026-09-02 |
2026-09-03 |
27.946291372999998 |
27.49 |
¥-7,711 |
-1.66% |
跌破年线 |
| 51 |
2026-09-04 |
2026-09-08 |
27.996356387999995 |
27.63234 |
¥-6,106 |
-1.33% |
跌破年线 |
逐笔成交记录（共 102 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-10-25 |
站上年线 |
买入 |
16.92691 |
58700.0 |
¥99.4万 |
|
| 2016-10-28 |
跌破年线 |
卖出 |
16.85313 |
58700.0 |
¥98.9万 |
|
| 2016-10-31 |
站上年线 |
买入 |
16.716699999999996 |
59000.0 |
¥98.7万 |
|
| 2016-11-01 |
跌破年线 |
卖出 |
16.61337 |
59000.0 |
¥98.0万 |
|
| 2016-11-04 |
站上年线 |
买入 |
16.82681 |
58400.0 |
¥98.3万 |
|
| 2016-11-10 |
跌破年线 |
卖出 |
16.84314 |
58400.0 |
¥98.3万 |
|
| 2017-01-23 |
站上年线 |
买入 |
16.416399999999996 |
60000.0 |
¥98.5万 |
|
| 2017-01-25 |
跌破年线 |
卖出 |
16.363619999999997 |
60000.0 |
¥98.2万 |
|
| 2017-02-09 |
站上年线 |
买入 |
16.486469999999997 |
59400.0 |
¥98.0万 |
|
| 2017-03-03 |
跌破年线 |
卖出 |
16.41357 |
59400.0 |
¥97.5万 |
|
| 2017-06-01 |
站上年线 |
买入 |
16.43642 |
59400.0 |
¥97.7万 |
|
| 2017-06-02 |
跌破年线 |
卖出 |
16.363619999999997 |
59400.0 |
¥97.2万 |
|
| 2017-06-12 |
站上年线 |
买入 |
16.52651 |
58600.0 |
¥96.9万 |
|
| 2017-06-13 |
跌破年线 |
卖出 |
16.383599999999998 |
58600.0 |
¥96.0万 |
|
| 2017-06-16 |
站上年线 |
买入 |
16.46645 |
58500.0 |
¥96.4万 |
|
| 2017-06-19 |
跌破年线 |
卖出 |
16.25 |
58500.0 |
¥95.0万 |
|
| 2017-06-20 |
站上年线 |
买入 |
16.716699999999996 |
56800.0 |
¥95.0万 |
|
| 2018-02-12 |
跌破年线 |
卖出 |
17.40258 |
56800.0 |
¥98.8万 |
|
| 2018-02-14 |
站上年线 |
买入 |
17.6176 |
56000.0 |
¥98.7万 |
|
| 2018-03-26 |
跌破年线 |
卖出 |
17.45 |
56000.0 |
¥97.7万 |
|
| 2018-06-01 |
站上年线 |
买入 |
18.5185 |
52400.0 |
¥97.1万 |
|
| 2018-06-20 |
跌破年线 |
卖出 |
17.082900000000002 |
52400.0 |
¥89.5万 |
|
| 2018-11-20 |
站上年线 |
买入 |
17.90789 |
49900.0 |
¥89.4万 |
|
| 2018-11-21 |
跌破年线 |
卖出 |
17.132849999999998 |
49900.0 |
¥85.5万 |
|
| 2019-01-21 |
站上年线 |
买入 |
17.897879999999997 |
48200.0 |
¥86.3万 |
|
| 2019-01-23 |
跌破年线 |
卖出 |
17.53245 |
48200.0 |
¥84.5万 |
|
| 2019-12-03 |
站上年线 |
买入 |
21.53151 |
38900.0 |
¥83.8万 |
|
| 2020-02-04 |
跌破年线 |
卖出 |
20.78 |
38900.0 |
¥80.8万 |
|
| 2020-02-07 |
站上年线 |
买入 |
22.50248 |
36000.0 |
¥81.0万 |
|
| 2020-02-10 |
跌破年线 |
卖出 |
22.2 |
36000.0 |
¥79.9万 |
|
| 2020-04-15 |
站上年线 |
买入 |
22.922899999999995 |
34600.0 |
¥79.3万 |
|
| 2020-04-27 |
跌破年线 |
卖出 |
22.72725 |
34600.0 |
¥78.6万 |
|
| 2020-06-02 |
站上年线 |
买入 |
23.07305 |
34400.0 |
¥79.4万 |
|
| 2020-06-04 |
跌破年线 |
卖出 |
23.04693 |
34400.0 |
¥79.3万 |
|
| 2020-06-09 |
站上年线 |
买入 |
22.922899999999995 |
34600.0 |
¥79.3万 |
|
| 2020-06-12 |
跌破年线 |
卖出 |
22.42755 |
34600.0 |
¥77.6万 |
|
| 2021-02-10 |
站上年线 |
买入 |
27.93791 |
27800.0 |
¥77.7万 |
|
| 2021-02-25 |
跌破年线 |
卖出 |
27.552419999999998 |
27800.0 |
¥76.6万 |
|
| 2021-02-26 |
站上年线 |
买入 |
27.217190000000002 |
27600.0 |
¥75.1万 |
|
| 2021-03-01 |
跌破年线 |
卖出 |
26.273699999999998 |
27600.0 |
¥72.5万 |
|
| 2021-09-02 |
站上年线 |
买入 |
26.8268 |
27500.0 |
¥73.8万 |
|
| 2021-09-06 |
跌破年线 |
卖出 |
26.62 |
27500.0 |
¥73.2万 |
|
| 2021-09-07 |
站上年线 |
买入 |
26.84682 |
27300.0 |
¥73.3万 |
|
| 2021-09-10 |
跌破年线 |
卖出 |
26.81 |
27300.0 |
¥73.2万 |
|
| 2021-09-13 |
站上年线 |
买入 |
27.27725 |
26800.0 |
¥73.1万 |
|
| 2021-09-15 |
跌破年线 |
卖出 |
26.39358 |
26800.0 |
¥70.7万 |
|
| 2022-01-18 |
站上年线 |
买入 |
25.65563 |
27600.0 |
¥70.8万 |
|
| 2022-01-28 |
跌破年线 |
卖出 |
24.18 |
27600.0 |
¥66.7万 |
|
| 2022-02-08 |
站上年线 |
买入 |
25.225199999999997 |
26400.0 |
¥66.6万 |
|
| 2022-02-15 |
跌破年线 |
卖出 |
24.58539 |
26400.0 |
¥64.9万 |
|
| 2023-01-10 |
站上年线 |
买入 |
20.6206 |
31500.0 |
¥65.0万 |
|
| 2023-01-11 |
跌破年线 |
卖出 |
20.4795 |
31500.0 |
¥64.5万 |
|
| 2023-01-16 |
站上年线 |
买入 |
20.80078 |
31100.0 |
¥64.7万 |
|
| 2023-03-15 |
跌破年线 |
卖出 |
20.019959999999998 |
31100.0 |
¥62.2万 |
|
| 2023-03-16 |
站上年线 |
买入 |
19.86985 |
31000.0 |
¥61.6万 |
|
| 2023-06-01 |
跌破年线 |
卖出 |
20.02995 |
31000.0 |
¥62.1万 |
|
| 2023-06-02 |
站上年线 |
买入 |
20.170149999999996 |
31100.0 |
¥62.7万 |
|
| 2023-06-06 |
跌破年线 |
卖出 |
19.98 |
31100.0 |
¥62.1万 |
|
| 2023-06-09 |
站上年线 |
买入 |
20.200179999999996 |
30600.0 |
¥61.8万 |
|
| 2023-06-13 |
跌破年线 |
卖出 |
19.81 |
30600.0 |
¥60.6万 |
|
| 2023-06-16 |
站上年线 |
买入 |
20.350329999999996 |
29900.0 |
¥60.9万 |
|
| 2023-06-21 |
跌破年线 |
卖出 |
19.99998 |
29900.0 |
¥59.8万 |
|
| 2023-07-04 |
站上年线 |
买入 |
20.200179999999996 |
29400.0 |
¥59.4万 |
|
| 2023-12-06 |
跌破年线 |
卖出 |
21.068909999999995 |
29400.0 |
¥61.9万 |
|
| 2024-02-19 |
站上年线 |
买入 |
21.12 |
29200.0 |
¥61.7万 |
|
| 2024-02-20 |
跌破年线 |
卖出 |
20.70927 |
29200.0 |
¥60.5万 |
|
| 2024-02-22 |
站上年线 |
买入 |
21.291269999999997 |
28500.0 |
¥60.7万 |
|
| 2024-02-29 |
跌破年线 |
卖出 |
20.979 |
28500.0 |
¥59.8万 |
|
| 2024-03-01 |
站上年线 |
买入 |
21.321299999999997 |
28100.0 |
¥59.9万 |
|
| 2024-03-05 |
跌破年线 |
卖出 |
21.02 |
28100.0 |
¥59.0万 |
|
| 2024-03-13 |
站上年线 |
买入 |
21.421399999999995 |
27600.0 |
¥59.1万 |
|
| 2024-03-14 |
跌破年线 |
卖出 |
20.98899 |
27600.0 |
¥57.9万 |
|
| 2024-03-19 |
站上年线 |
买入 |
21.22 |
27200.0 |
¥57.7万 |
|
| 2024-03-20 |
跌破年线 |
卖出 |
20.74923 |
27200.0 |
¥56.4万 |
|
| 2025-12-09 |
站上年线 |
买入 |
28.548519999999996 |
19700.0 |
¥56.3万 |
|
| 2026-01-20 |
跌破年线 |
卖出 |
27.91 |
19700.0 |
¥55.0万 |
|
| 2026-01-21 |
站上年线 |
买入 |
28.05803 |
19700.0 |
¥55.3万 |
|
| 2026-01-22 |
跌破年线 |
卖出 |
27.8721 |
19700.0 |
¥54.9万 |
|
| 2026-01-27 |
站上年线 |
买入 |
28.118089999999995 |
19500.0 |
¥54.8万 |
|
| 2026-01-28 |
跌破年线 |
卖出 |
27.86211 |
19500.0 |
¥54.3万 |
|
| 2026-01-30 |
站上年线 |
买入 |
28.52 |
19000.0 |
¥54.2万 |
|
| 2026-02-03 |
跌破年线 |
卖出 |
28.04193 |
19000.0 |
¥53.3万 |
|
| 2026-02-05 |
站上年线 |
买入 |
28.318289999999998 |
18800.0 |
¥53.3万 |
|
| 2026-02-12 |
跌破年线 |
卖出 |
28.001969999999996 |
18800.0 |
¥52.6万 |
|
| 2026-06-23 |
站上年线 |
买入 |
28.728699999999996 |
18400.0 |
¥52.9万 |
|
| 2026-06-25 |
跌破年线 |
卖出 |
27.85212 |
18400.0 |
¥51.2万 |
|
| 2026-06-26 |
站上年线 |
买入 |
28.828799999999998 |
17600.0 |
¥50.8万 |
|
| 2026-06-29 |
跌破年线 |
卖出 |
27.972 |
17600.0 |
¥49.2万 |
|
| 2026-06-30 |
站上年线 |
买入 |
28.358329999999995 |
17400.0 |
¥49.4万 |
|
| 2026-07-15 |
跌破年线 |
卖出 |
27.90207 |
17400.0 |
¥48.5万 |
|
| 2026-07-16 |
站上年线 |
买入 |
28.368339999999996 |
17000.0 |
¥48.2万 |
|
| 2026-07-20 |
跌破年线 |
卖出 |
27.76 |
17000.0 |
¥47.2万 |
|
| 2026-07-28 |
站上年线 |
买入 |
28.1281 |
16900.0 |
¥47.6万 |
|
| 2026-08-05 |
跌破年线 |
卖出 |
27.981990000000003 |
16900.0 |
¥47.3万 |
|
| 2026-08-06 |
站上年线 |
买入 |
28.088059999999995 |
16800.0 |
¥47.2万 |
|
| 2026-08-07 |
跌破年线 |
卖出 |
27.85212 |
16800.0 |
¥46.8万 |
|
| 2026-08-28 |
站上年线 |
买入 |
27.907879999999995 |
16800.0 |
¥46.9万 |
|
| 2026-09-01 |
跌破年线 |
卖出 |
27.66231 |
16800.0 |
¥46.5万 |
|
| 2026-09-02 |
站上年线 |
买入 |
27.93791 |
16600.0 |
¥46.4万 |
|
| 2026-09-03 |
跌破年线 |
卖出 |
27.49 |
16600.0 |
¥45.6万 |
|
| 2026-09-04 |
站上年线 |
买入 |
27.987959999999998 |
16400.0 |
¥45.9万 |
|
| 2026-09-08 |
跌破年线 |
卖出 |
27.63234 |
16400.0 |
¥45.3万 |
|