600809 山西汾酒 — 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: ¥39.5万
策略: 年线突破
K线 & 交易信号（策略收益 -60.53%）
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 25 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 |
2021-08-11 |
2021-08-18 |
327.42519809999993 |
305.30439 |
¥-6.4万 |
-6.78% |
跌破年线 |
| 2 |
2021-10-15 |
2021-10-19 |
333.4329999 |
310.0 |
¥-6.4万 |
-7.06% |
跌破年线 |
| 3 |
2022-06-28 |
2022-07-07 |
316.11050471 |
297.91179 |
¥-4.9万 |
-5.79% |
跌破年线 |
| 4 |
2022-07-08 |
2022-07-12 |
303.70439399299994 |
291.66803999999996 |
¥-3.3万 |
-3.99% |
跌破年线 |
| 5 |
2022-07-27 |
2022-07-28 |
294.38228819999995 |
286.96274999999997 |
¥-2.0万 |
-2.55% |
跌破年线 |
| 6 |
2022-09-01 |
2022-09-06 |
293.25081886099997 |
284.77494 |
¥-2.2万 |
-2.92% |
跌破年线 |
| 7 |
2022-09-13 |
2022-10-11 |
291.588660363 |
283.716 |
¥-2.0万 |
-2.73% |
跌破年线 |
| 8 |
2022-12-12 |
2022-12-13 |
282.3666846 |
277.6221 |
¥-1.2万 |
-1.71% |
跌破年线 |
| 9 |
2022-12-15 |
2022-12-21 |
291.02793219499995 |
273.91 |
¥-4.1万 |
-5.91% |
跌破年线 |
| 10 |
2022-12-23 |
2023-01-04 |
280.46421403 |
275.51421000000005 |
¥-1.2万 |
-1.79% |
跌破年线 |
| 11 |
2023-01-06 |
2023-03-06 |
286.431963818 |
274.725 |
¥-2.7万 |
-4.12% |
跌破年线 |
| 12 |
2023-09-05 |
2023-09-08 |
260.83872815 |
251.65809 |
¥-2.2万 |
-3.55% |
跌破年线 |
| 13 |
2023-09-11 |
2023-09-13 |
254.33027620000001 |
255.74399999999997 |
¥3,075 |
+0.53% |
跌破年线 |
| 14 |
2023-11-02 |
2023-11-03 |
255.32657500000002 |
245.56419 |
¥-2.4万 |
-3.85% |
跌破年线 |
| 15 |
2023-11-06 |
2023-11-08 |
253.0759 |
245.754 |
¥-1.7万 |
-2.92% |
跌破年线 |
| 16 |
2024-03-04 |
2024-06-12 |
237.20804106999998 |
231.43832999999998 |
¥-1.4万 |
-2.46% |
跌破年线 |
| 17 |
2024-06-17 |
2024-06-19 |
234.10401014 |
227.772 |
¥-1.5万 |
-2.73% |
跌破年线 |
| 18 |
2024-10-09 |
2024-10-10 |
225.0675 |
207.85194 |
¥-4.0万 |
-7.68% |
跌破年线 |
| 19 |
2024-11-08 |
2024-11-18 |
235.70609061999997 |
214.785 |
¥-4.4万 |
-8.90% |
跌破年线 |
| 20 |
2025-03-12 |
2025-04-30 |
217.2821651 |
202.78701 |
¥-3.1万 |
-6.70% |
跌破年线 |
| 21 |
2025-05-13 |
2025-05-20 |
206.438082851 |
199.46034 |
¥-1.4万 |
-3.41% |
跌破年线 |
| 22 |
2025-08-20 |
2025-09-24 |
192.24965759999998 |
193.3 |
¥2,084 |
+0.52% |
跌破年线 |
| 23 |
2025-10-17 |
2025-10-21 |
198.25745939999996 |
190.61919 |
¥-1.6万 |
-3.88% |
跌破年线 |
| 24 |
2025-11-11 |
2025-11-21 |
197.75680925 |
193.806 |
¥-8,018 |
-2.03% |
跌破年线 |
| 25 |
2025-11-28 |
2025-12-02 |
194.78294735900002 |
193.6062 |
¥-2,470 |
-0.63% |
跌破年线 |
逐笔成交记录（共 50 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2021-08-11 |
站上年线 |
买入 |
327.32699999999994 |
2900.0 |
¥95.0万 |
|
| 2021-08-18 |
跌破年线 |
卖出 |
305.30439 |
2900.0 |
¥88.5万 |
|
| 2021-10-15 |
站上年线 |
买入 |
333.33299999999997 |
2700.0 |
¥90.0万 |
|
| 2021-10-19 |
跌破年线 |
卖出 |
310.0 |
2700.0 |
¥83.7万 |
|
| 2022-06-28 |
站上年线 |
买入 |
316.0157 |
2700.0 |
¥85.3万 |
|
| 2022-07-07 |
跌破年线 |
卖出 |
297.91179 |
2700.0 |
¥80.4万 |
|
| 2022-07-08 |
站上年线 |
买入 |
303.61330999999996 |
2700.0 |
¥82.0万 |
|
| 2022-07-12 |
跌破年线 |
卖出 |
291.66803999999996 |
2700.0 |
¥78.7万 |
|
| 2022-07-27 |
站上年线 |
买入 |
294.294 |
2600.0 |
¥76.5万 |
|
| 2022-07-28 |
跌破年线 |
卖出 |
286.96274999999997 |
2600.0 |
¥74.6万 |
|
| 2022-09-01 |
站上年线 |
买入 |
293.16287 |
2600.0 |
¥76.2万 |
|
| 2022-09-06 |
跌破年线 |
卖出 |
284.77494 |
2600.0 |
¥74.0万 |
|
| 2022-09-13 |
站上年线 |
买入 |
291.50120999999996 |
2500.0 |
¥72.9万 |
|
| 2022-10-11 |
跌破年线 |
卖出 |
283.716 |
2500.0 |
¥70.9万 |
|
| 2022-12-12 |
站上年线 |
买入 |
282.282 |
2500.0 |
¥70.6万 |
|
| 2022-12-13 |
跌破年线 |
卖出 |
277.6221 |
2500.0 |
¥69.4万 |
|
| 2022-12-15 |
站上年线 |
买入 |
290.94064999999995 |
2400.0 |
¥69.8万 |
|
| 2022-12-21 |
跌破年线 |
卖出 |
273.91 |
2400.0 |
¥65.7万 |
|
| 2022-12-23 |
站上年线 |
买入 |
280.38009999999997 |
2300.0 |
¥64.5万 |
|
| 2023-01-04 |
跌破年线 |
卖出 |
275.51421000000005 |
2300.0 |
¥63.3万 |
|
| 2023-01-06 |
站上年线 |
买入 |
286.34605999999997 |
2300.0 |
¥65.9万 |
|
| 2023-03-06 |
跌破年线 |
卖出 |
274.725 |
2300.0 |
¥63.2万 |
|
| 2023-09-05 |
站上年线 |
买入 |
260.7605 |
2400.0 |
¥62.6万 |
|
| 2023-09-08 |
跌破年线 |
卖出 |
251.65809 |
2400.0 |
¥60.4万 |
|
| 2023-09-11 |
站上年线 |
买入 |
254.254 |
2300.0 |
¥58.5万 |
|
| 2023-09-13 |
跌破年线 |
卖出 |
255.74399999999997 |
2300.0 |
¥58.8万 |
|
| 2023-11-02 |
站上年线 |
买入 |
255.25 |
2400.0 |
¥61.3万 |
|
| 2023-11-03 |
跌破年线 |
卖出 |
245.56419 |
2400.0 |
¥58.9万 |
|
| 2023-11-06 |
站上年线 |
买入 |
253.0 |
2300.0 |
¥58.2万 |
|
| 2023-11-08 |
跌破年线 |
卖出 |
245.754 |
2300.0 |
¥56.5万 |
|
| 2024-03-04 |
站上年线 |
买入 |
237.13689999999997 |
2400.0 |
¥56.9万 |
|
| 2024-06-12 |
跌破年线 |
卖出 |
231.43832999999998 |
2400.0 |
¥55.5万 |
|
| 2024-06-17 |
站上年线 |
买入 |
234.03379999999999 |
2300.0 |
¥53.8万 |
|
| 2024-06-19 |
跌破年线 |
卖出 |
227.772 |
2300.0 |
¥52.4万 |
|
| 2024-10-09 |
站上年线 |
买入 |
225.0 |
2300.0 |
¥51.8万 |
|
| 2024-10-10 |
跌破年线 |
卖出 |
207.85194 |
2300.0 |
¥47.8万 |
|
| 2024-11-08 |
站上年线 |
买入 |
235.63539999999998 |
2100.0 |
¥49.5万 |
|
| 2024-11-18 |
跌破年线 |
卖出 |
214.785 |
2100.0 |
¥45.1万 |
|
| 2025-03-12 |
站上年线 |
买入 |
217.21699999999998 |
2100.0 |
¥45.6万 |
|
| 2025-04-30 |
跌破年线 |
卖出 |
202.78701 |
2100.0 |
¥42.6万 |
|
| 2025-05-13 |
站上年线 |
买入 |
206.37616999999997 |
2000.0 |
¥41.3万 |
|
| 2025-05-20 |
跌破年线 |
卖出 |
199.46034 |
2000.0 |
¥39.9万 |
|
| 2025-08-20 |
站上年线 |
买入 |
192.19199999999998 |
2100.0 |
¥40.4万 |
|
| 2025-09-24 |
跌破年线 |
卖出 |
193.3 |
2100.0 |
¥40.6万 |
|
| 2025-10-17 |
站上年线 |
买入 |
198.19799999999998 |
2100.0 |
¥41.6万 |
|
| 2025-10-21 |
跌破年线 |
卖出 |
190.61919 |
2100.0 |
¥40.0万 |
|
| 2025-11-11 |
站上年线 |
买入 |
197.6975 |
2000.0 |
¥39.6万 |
|
| 2025-11-21 |
跌破年线 |
卖出 |
193.806 |
2000.0 |
¥38.7万 |
|
| 2025-11-28 |
站上年线 |
买入 |
194.72453 |
2000.0 |
¥39.0万 |
|
| 2025-12-02 |
跌破年线 |
卖出 |
193.6062 |
2000.0 |
¥38.7万 |
|