600036 招商银行 — 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: ¥1.44M
策略: 年线突破
K线 & 交易信号（策略收益 +43.95%）
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 36 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 |
2016-04-22 |
2016-05-09 |
17.622885280000002 |
17.312669999999997 |
¥-1.8万 |
-1.79% |
跌破年线 |
| 2 |
2016-05-13 |
2016-07-14 |
17.432638222999998 |
17.05293 |
¥-2.2万 |
-2.21% |
跌破年线 |
| 3 |
2016-07-18 |
2016-07-21 |
17.172300144999994 |
17.07 |
¥-5,994 |
-0.63% |
跌破年线 |
| 4 |
2016-07-22 |
2016-07-25 |
17.255174999999998 |
17.07291 |
¥-1.0万 |
-1.09% |
跌破年线 |
| 5 |
2016-07-26 |
2016-08-05 |
17.072170115 |
17.05 |
¥-1,498 |
-0.16% |
跌破年线 |
| 6 |
2016-08-08 |
2018-06-26 |
17.155144999999997 |
27.45252 |
¥56.5万 |
+59.98% |
跌破年线 |
| 7 |
2018-07-31 |
2018-08-01 |
28.63718858 |
28.661309999999997 |
¥815 |
+0.05% |
跌破年线 |
| 8 |
2018-08-10 |
2018-08-13 |
28.847461642999995 |
28.09188 |
¥-4.0万 |
-2.65% |
跌破年线 |
| 9 |
2018-08-30 |
2018-08-31 |
28.76735761899999 |
27.981990000000003 |
¥-4.0万 |
-2.76% |
跌破年线 |
| 10 |
2018-09-25 |
2018-10-12 |
29.868787948999998 |
28.6713 |
¥-5.7万 |
-4.04% |
跌破年线 |
| 11 |
2018-10-15 |
2018-10-16 |
29.188754 |
28.791179999999997 |
¥-1.9万 |
-1.39% |
跌破年线 |
| 12 |
2018-11-05 |
2018-11-12 |
29.888813954999996 |
28.371599999999997 |
¥-6.8万 |
-5.10% |
跌破年线 |
| 13 |
2018-12-04 |
2018-12-07 |
29.458254826 |
29.06091 |
¥-1.8万 |
-1.38% |
跌破年线 |
| 14 |
2019-02-01 |
2020-02-25 |
29.247981762999995 |
34.77519 |
¥23.8万 |
+18.86% |
跌破年线 |
| 15 |
2020-03-06 |
2020-03-09 |
35.886602751999995 |
34.84512 |
¥-4.4万 |
-2.93% |
跌破年线 |
| 16 |
2020-06-09 |
2020-06-11 |
35.656303683 |
35.17479 |
¥-2.0万 |
-1.38% |
跌破年线 |
| 17 |
2020-08-05 |
2021-07-28 |
36.44733091999999 |
46.31 |
¥38.5万 |
+27.02% |
跌破年线 |
| 18 |
2021-08-03 |
2021-08-05 |
47.66189428 |
46.63332 |
¥-4.0万 |
-2.19% |
跌破年线 |
| 19 |
2021-08-09 |
2021-09-24 |
47.641868274 |
48.40155 |
¥2.8万 |
+1.56% |
跌破年线 |
| 20 |
2021-09-29 |
2021-11-11 |
50.014949985 |
50.499449999999996 |
¥1.7万 |
+0.94% |
跌破年线 |
| 21 |
2021-11-12 |
2021-11-29 |
52.888681846 |
49.73022 |
¥-10.9万 |
-6.00% |
跌破年线 |
| 22 |
2022-02-21 |
2022-02-22 |
51.89739454899999 |
51.02892 |
¥-2.9万 |
-1.70% |
跌破年线 |
| 23 |
2023-01-13 |
2023-02-07 |
39.120802721 |
38.4615 |
¥-2.9万 |
-1.71% |
跌破年线 |
| 24 |
2023-02-10 |
2023-02-13 |
38.34980148999999 |
37.8621 |
¥-2.2万 |
-1.30% |
跌破年线 |
| 25 |
2023-02-21 |
2023-02-27 |
38.47997052899999 |
37.232730000000004 |
¥-5.3万 |
-3.27% |
跌破年线 |
| 26 |
2023-03-02 |
2023-03-07 |
38.08946341199999 |
36.85311 |
¥-5.2万 |
-3.27% |
跌破年线 |
| 27 |
2024-02-22 |
2024-02-27 |
32.852662843000005 |
32.20776 |
¥-3.0万 |
-1.99% |
跌破年线 |
| 28 |
2024-03-27 |
2024-08-07 |
32.331986687 |
31.69827 |
¥-3.0万 |
-1.99% |
跌破年线 |
| 29 |
2024-08-12 |
2024-08-14 |
32.34199969 |
31.868099999999995 |
¥-2.2万 |
-1.49% |
跌破年线 |
| 30 |
2024-08-16 |
2024-09-03 |
32.79258482499999 |
31.977989999999995 |
¥-3.6万 |
-2.51% |
跌破年线 |
| 31 |
2025-09-24 |
2025-09-25 |
41.55396244999999 |
41.27868 |
¥-9,781 |
-0.69% |
跌破年线 |
| 32 |
2025-10-17 |
2025-10-20 |
41.934456563999994 |
41.56839 |
¥-1.3万 |
-0.90% |
跌破年线 |
| 33 |
2025-10-22 |
2025-10-27 |
42.03458659399999 |
41.8581 |
¥-6,257 |
-0.45% |
跌破年线 |
| 34 |
2025-11-05 |
2025-12-11 |
43.15604292999999 |
41.81814 |
¥-4.3万 |
-3.13% |
跌破年线 |
| 35 |
2026-07-31 |
2026-08-03 |
39.901816955 |
39.840120000000006 |
¥-2,438 |
-0.18% |
跌破年线 |
| 36 |
2026-09-01 |
2026-11-13 |
40.092064011999994 |
42.93 |
¥9.4万 |
+7.05% |
强平 |
逐笔成交记录（共 72 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-04-22 |
站上年线 |
买入 |
17.6176 |
56300.0 |
¥99.2万 |
|
| 2016-05-09 |
跌破年线 |
卖出 |
17.312669999999997 |
56300.0 |
¥97.4万 |
|
| 2016-05-13 |
站上年线 |
买入 |
17.42741 |
56000.0 |
¥97.6万 |
|
| 2016-07-14 |
跌破年线 |
卖出 |
17.05293 |
56000.0 |
¥95.5万 |
|
| 2016-07-18 |
站上年线 |
买入 |
17.167149999999996 |
55800.0 |
¥95.8万 |
|
| 2016-07-21 |
跌破年线 |
卖出 |
17.07 |
55800.0 |
¥95.2万 |
|
| 2016-07-22 |
站上年线 |
买入 |
17.25 |
55100.0 |
¥95.1万 |
|
| 2016-07-25 |
跌破年线 |
卖出 |
17.07291 |
55100.0 |
¥94.0万 |
|
| 2016-07-26 |
站上年线 |
买入 |
17.06705 |
54900.0 |
¥93.7万 |
|
| 2016-08-05 |
跌破年线 |
卖出 |
17.05 |
54900.0 |
¥93.6万 |
|
| 2016-08-08 |
站上年线 |
买入 |
17.15 |
54900.0 |
¥94.2万 |
|
| 2018-06-26 |
跌破年线 |
卖出 |
27.45252 |
54900.0 |
¥1.51M |
|
| 2018-07-31 |
站上年线 |
买入 |
28.6286 |
52500.0 |
¥1.50M |
|
| 2018-08-01 |
跌破年线 |
卖出 |
28.661309999999997 |
52500.0 |
¥1.50M |
|
| 2018-08-10 |
站上年线 |
买入 |
28.838809999999995 |
52200.0 |
¥1.51M |
|
| 2018-08-13 |
跌破年线 |
卖出 |
28.09188 |
52200.0 |
¥1.47M |
|
| 2018-08-30 |
站上年线 |
买入 |
28.758729999999993 |
50800.0 |
¥1.46M |
|
| 2018-08-31 |
跌破年线 |
卖出 |
27.981990000000003 |
50800.0 |
¥1.42M |
|
| 2018-09-25 |
站上年线 |
买入 |
29.859829999999995 |
46900.0 |
¥1.40M |
|
| 2018-10-12 |
跌破年线 |
卖出 |
28.6713 |
46900.0 |
¥1.34M |
|
| 2018-10-15 |
站上年线 |
买入 |
29.18 |
46800.0 |
¥1.37M |
|
| 2018-10-16 |
跌破年线 |
卖出 |
28.791179999999997 |
46800.0 |
¥1.35M |
|
| 2018-11-05 |
站上年线 |
买入 |
29.879849999999998 |
44400.0 |
¥1.33M |
|
| 2018-11-12 |
跌破年线 |
卖出 |
28.371599999999997 |
44400.0 |
¥1.26M |
|
| 2018-12-04 |
站上年线 |
买入 |
29.44942 |
43400.0 |
¥1.28M |
|
| 2018-12-07 |
跌破年线 |
卖出 |
29.06091 |
43400.0 |
¥1.26M |
|
| 2019-02-01 |
站上年线 |
买入 |
29.239209999999993 |
43200.0 |
¥1.26M |
|
| 2020-02-25 |
跌破年线 |
卖出 |
34.77519 |
43200.0 |
¥1.50M |
|
| 2020-03-06 |
站上年线 |
买入 |
35.87584 |
41400.0 |
¥1.49M |
|
| 2020-03-09 |
跌破年线 |
卖出 |
34.84512 |
41400.0 |
¥1.44M |
|
| 2020-06-09 |
站上年线 |
买入 |
35.64561 |
40800.0 |
¥1.45M |
|
| 2020-06-11 |
跌破年线 |
卖出 |
35.17479 |
40800.0 |
¥1.43M |
|
| 2020-08-05 |
站上年线 |
买入 |
36.43639999999999 |
39100.0 |
¥1.43M |
|
| 2021-07-28 |
跌破年线 |
卖出 |
46.31 |
39100.0 |
¥1.81M |
|
| 2021-08-03 |
站上年线 |
买入 |
47.6476 |
38100.0 |
¥1.82M |
|
| 2021-08-05 |
跌破年线 |
卖出 |
46.63332 |
38100.0 |
¥1.78M |
|
| 2021-08-09 |
站上年线 |
买入 |
47.627579999999995 |
37400.0 |
¥1.78M |
|
| 2021-09-24 |
跌破年线 |
卖出 |
48.40155 |
37400.0 |
¥1.81M |
|
| 2021-09-29 |
站上年线 |
买入 |
49.99995 |
35800.0 |
¥1.79M |
|
| 2021-11-11 |
跌破年线 |
卖出 |
50.499449999999996 |
35800.0 |
¥1.81M |
|
| 2021-11-12 |
站上年线 |
买入 |
52.87282 |
34500.0 |
¥1.82M |
|
| 2021-11-29 |
跌破年线 |
卖出 |
49.73022 |
34500.0 |
¥1.72M |
|
| 2022-02-21 |
站上年线 |
买入 |
51.881829999999994 |
32900.0 |
¥1.71M |
|
| 2022-02-22 |
跌破年线 |
卖出 |
51.02892 |
32900.0 |
¥1.68M |
|
| 2023-01-13 |
站上年线 |
买入 |
39.109069999999996 |
43200.0 |
¥1.69M |
|
| 2023-02-07 |
跌破年线 |
卖出 |
38.4615 |
43200.0 |
¥1.66M |
|
| 2023-02-10 |
站上年线 |
买入 |
38.33829999999999 |
43100.0 |
¥1.65M |
|
| 2023-02-13 |
跌破年线 |
卖出 |
37.8621 |
43100.0 |
¥1.63M |
|
| 2023-02-21 |
站上年线 |
买入 |
38.46843 |
42500.0 |
¥1.64M |
|
| 2023-02-27 |
跌破年线 |
卖出 |
37.232730000000004 |
42500.0 |
¥1.58M |
|
| 2023-03-02 |
站上年线 |
买入 |
38.078039999999994 |
41400.0 |
¥1.58M |
|
| 2023-03-07 |
跌破年线 |
卖出 |
36.85311 |
41400.0 |
¥1.53M |
|
| 2024-02-22 |
站上年线 |
买入 |
32.84281 |
46400.0 |
¥1.52M |
|
| 2024-02-27 |
跌破年线 |
卖出 |
32.20776 |
46400.0 |
¥1.49M |
|
| 2024-03-27 |
站上年线 |
买入 |
32.322289999999995 |
46300.0 |
¥1.50M |
|
| 2024-08-07 |
跌破年线 |
卖出 |
31.69827 |
46300.0 |
¥1.47M |
|
| 2024-08-12 |
站上年线 |
买入 |
32.3323 |
45500.0 |
¥1.47M |
|
| 2024-08-14 |
跌破年线 |
卖出 |
31.868099999999995 |
45500.0 |
¥1.45M |
|
| 2024-08-16 |
站上年线 |
买入 |
32.78274999999999 |
44200.0 |
¥1.45M |
|
| 2024-09-03 |
跌破年线 |
卖出 |
31.977989999999995 |
44200.0 |
¥1.41M |
|
| 2025-09-24 |
站上年线 |
买入 |
41.54149999999999 |
34000.0 |
¥1.41M |
|
| 2025-09-25 |
跌破年线 |
卖出 |
41.27868 |
34000.0 |
¥1.40M |
|
| 2025-10-17 |
站上年线 |
买入 |
41.921879999999994 |
33500.0 |
¥1.40M |
|
| 2025-10-20 |
跌破年线 |
卖出 |
41.56839 |
33500.0 |
¥1.39M |
|
| 2025-10-22 |
站上年线 |
买入 |
42.02197999999999 |
33100.0 |
¥1.39M |
|
| 2025-10-27 |
跌破年线 |
卖出 |
41.8581 |
33100.0 |
¥1.39M |
|
| 2025-11-05 |
站上年线 |
买入 |
43.1431 |
32200.0 |
¥1.39M |
|
| 2025-12-11 |
跌破年线 |
卖出 |
41.81814 |
32200.0 |
¥1.35M |
|
| 2026-07-31 |
站上年线 |
买入 |
39.889849999999996 |
33100.0 |
¥1.32M |
|
| 2026-08-03 |
跌破年线 |
卖出 |
39.840120000000006 |
33100.0 |
¥1.32M |
|
| 2026-09-01 |
站上年线 |
买入 |
40.08004 |
33400.0 |
¥1.34M |
|
| 2026-11-13 |
强平 |
卖出 |
42.93 |
33400 |
¥1.43M |
回测结束强平 |