600887 伊利股份 — 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: ¥74.9万
策略: 年线突破
K线 & 交易信号（策略收益 -25.11%）
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 40 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 |
2018-05-15 |
2018-05-24 |
27.135238129999998 |
26.40357 |
¥-2.7万 |
-2.73% |
跌破年线 |
| 2 |
2018-05-30 |
2018-06-28 |
27.265407168999992 |
27.13284 |
¥-4,939 |
-0.52% |
跌破年线 |
| 3 |
2018-07-16 |
2018-07-18 |
28.537058549999998 |
27.572400000000002 |
¥-3.3万 |
-3.41% |
跌破年线 |
| 4 |
2019-02-26 |
2019-02-27 |
26.444340923 |
26.46351 |
¥394 |
+0.04% |
跌破年线 |
| 5 |
2019-10-30 |
2019-10-31 |
28.028406 |
28.451520000000002 |
¥1.4万 |
+1.48% |
跌破年线 |
| 6 |
2020-02-18 |
2020-02-26 |
30.049022002999997 |
29.180790000000002 |
¥-2.7万 |
-2.92% |
跌破年线 |
| 7 |
2020-02-28 |
2020-03-02 |
29.348111792999994 |
29.05 |
¥-9,389 |
-1.05% |
跌破年线 |
| 8 |
2020-04-08 |
2020-04-09 |
30.039008999999997 |
30.04 |
¥-241 |
-0.03% |
跌破年线 |
| 9 |
2020-04-10 |
2020-04-14 |
30.189204044999993 |
29.960009999999997 |
¥-7,169 |
-0.79% |
跌破年线 |
| 10 |
2020-04-15 |
2020-04-16 |
30.629776176999997 |
29.86011 |
¥-2.3万 |
-2.54% |
跌破年线 |
| 11 |
2020-04-21 |
2020-04-22 |
30.50915 |
29.7702 |
¥-2.2万 |
-2.45% |
跌破年线 |
| 12 |
2020-04-23 |
2020-04-30 |
30.33939909 |
29.26071 |
¥-3.1万 |
-3.58% |
跌破年线 |
| 13 |
2020-06-23 |
2021-05-11 |
30.179191041999996 |
37.512449999999994 |
¥20.1万 |
+24.26% |
跌破年线 |
| 14 |
2021-05-12 |
2021-06-08 |
38.19960644499999 |
37.672290000000004 |
¥-1.4万 |
-1.41% |
跌破年线 |
| 15 |
2021-10-11 |
2021-10-13 |
39.71156989799999 |
38.761199999999995 |
¥-2.5万 |
-2.42% |
跌破年线 |
| 16 |
2021-10-14 |
2021-10-15 |
39.501296835 |
38.51 |
¥-2.5万 |
-2.54% |
跌破年线 |
| 17 |
2021-10-25 |
2021-11-29 |
40.05201199999999 |
38.90106 |
¥-2.8万 |
-2.90% |
跌破年线 |
| 18 |
2021-11-30 |
2021-12-01 |
39.731595904 |
38.961 |
¥-1.8万 |
-1.97% |
跌破年线 |
| 19 |
2021-12-06 |
2022-01-14 |
39.931855964 |
39.10086 |
¥-1.9万 |
-2.11% |
跌破年线 |
| 20 |
2022-01-21 |
2022-01-26 |
39.871777946 |
38.721239999999995 |
¥-2.6万 |
-2.91% |
跌破年线 |
| 21 |
2022-04-15 |
2022-04-19 |
38.37984049899999 |
38.301660000000005 |
¥-2,018 |
-0.23% |
跌破年线 |
| 22 |
2022-04-21 |
2022-04-26 |
38.630165573999996 |
37.29267 |
¥-3.0万 |
-3.49% |
跌破年线 |
| 23 |
2022-04-28 |
2022-04-29 |
38.850451639999996 |
38.02194 |
¥-1.8万 |
-2.16% |
跌破年线 |
| 24 |
2022-05-11 |
2022-05-17 |
39.0117 |
37.162800000000004 |
¥-3.9万 |
-4.77% |
跌破年线 |
| 25 |
2024-02-07 |
2024-04-08 |
28.176590441999995 |
27.4725 |
¥-2.0万 |
-2.53% |
跌破年线 |
| 26 |
2024-04-19 |
2024-06-06 |
27.625875276999995 |
27.322650000000003 |
¥-8,564 |
-1.13% |
跌破年线 |
| 27 |
2024-10-23 |
2024-10-31 |
26.704679001 |
27.25 |
¥1.5万 |
+2.01% |
跌破年线 |
| 28 |
2024-11-01 |
2025-02-06 |
27.806109331 |
26.81316 |
¥-2.8万 |
-3.60% |
跌破年线 |
| 29 |
2025-02-10 |
2025-02-12 |
27.355524195999998 |
26.86311 |
¥-1.4万 |
-1.83% |
跌破年线 |
| 30 |
2025-02-13 |
2025-07-08 |
27.175290141999998 |
27.322650000000007 |
¥3,730 |
+0.51% |
跌破年线 |
| 31 |
2025-07-09 |
2025-07-16 |
27.525745246999993 |
27.38 |
¥-4,095 |
-0.56% |
跌破年线 |
| 32 |
2025-07-17 |
2025-07-30 |
27.575810262 |
27.38 |
¥-5,386 |
-0.74% |
跌破年线 |
| 33 |
2025-07-31 |
2025-08-01 |
27.828346 |
27.39 |
¥-1.2万 |
-1.60% |
跌破年线 |
| 34 |
2025-08-26 |
2025-08-29 |
28.126525426999997 |
28.5714 |
¥1.1万 |
+1.55% |
跌破年线 |
| 35 |
2025-09-01 |
2025-09-17 |
28.587123565 |
28.11186 |
¥-1.2万 |
-1.69% |
跌破年线 |
| 36 |
2025-11-13 |
2025-11-17 |
28.486993534999996 |
28.31166 |
¥-4,577 |
-0.65% |
跌破年线 |
| 37 |
2025-12-15 |
2026-01-09 |
28.737318609999996 |
27.2 |
¥-3.8万 |
-5.38% |
跌破年线 |
| 38 |
2026-05-12 |
2026-05-18 |
28.0364084 |
27.502470000000002 |
¥-1.3万 |
-1.93% |
跌破年线 |
| 39 |
2026-07-30 |
2026-08-05 |
27.225355157000003 |
26.34363 |
¥-2.1万 |
-3.27% |
跌破年线 |
| 40 |
2026-09-24 |
2026-11-13 |
26.93497807 |
31.74 |
¥11.3万 |
+17.80% |
强平 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-05-15 |
站上年线 |
买入 |
27.1271 |
36800.0 |
¥99.9万 |
|
| 2018-05-24 |
跌破年线 |
卖出 |
26.40357 |
36800.0 |
¥97.1万 |
|
| 2018-05-30 |
站上年线 |
买入 |
27.257229999999996 |
35100.0 |
¥95.7万 |
|
| 2018-06-28 |
跌破年线 |
卖出 |
27.13284 |
35100.0 |
¥95.2万 |
|
| 2018-07-16 |
站上年线 |
买入 |
28.528499999999998 |
33800.0 |
¥96.5万 |
|
| 2018-07-18 |
跌破年线 |
卖出 |
27.572400000000002 |
33800.0 |
¥93.2万 |
|
| 2019-02-26 |
站上年线 |
买入 |
26.43641 |
35100.0 |
¥92.8万 |
|
| 2019-02-27 |
跌破年线 |
卖出 |
26.46351 |
35100.0 |
¥92.9万 |
|
| 2019-10-30 |
站上年线 |
买入 |
28.02 |
33200.0 |
¥93.1万 |
|
| 2019-10-31 |
跌破年线 |
卖出 |
28.451520000000002 |
33200.0 |
¥94.4万 |
|
| 2020-02-18 |
站上年线 |
买入 |
30.04001 |
31300.0 |
¥94.1万 |
|
| 2020-02-26 |
跌破年线 |
卖出 |
29.180790000000002 |
31300.0 |
¥91.3万 |
|
| 2020-02-28 |
站上年线 |
买入 |
29.339309999999994 |
30600.0 |
¥89.8万 |
|
| 2020-03-02 |
跌破年线 |
卖出 |
29.05 |
30600.0 |
¥88.9万 |
|
| 2020-04-08 |
站上年线 |
买入 |
30.029999999999998 |
30100.0 |
¥90.4万 |
|
| 2020-04-09 |
跌破年线 |
卖出 |
30.04 |
30100.0 |
¥90.4万 |
|
| 2020-04-10 |
站上年线 |
买入 |
30.180149999999994 |
30100.0 |
¥90.9万 |
|
| 2020-04-14 |
跌破年线 |
卖出 |
29.960009999999997 |
30100.0 |
¥90.2万 |
|
| 2020-04-15 |
站上年线 |
买入 |
30.620589999999996 |
29500.0 |
¥90.4万 |
|
| 2020-04-16 |
跌破年线 |
卖出 |
29.86011 |
29500.0 |
¥88.1万 |
|
| 2020-04-21 |
站上年线 |
买入 |
30.5 |
28800.0 |
¥87.9万 |
|
| 2020-04-22 |
跌破年线 |
卖出 |
29.7702 |
28800.0 |
¥85.7万 |
|
| 2020-04-23 |
站上年线 |
买入 |
30.330299999999998 |
28200.0 |
¥85.6万 |
|
| 2020-04-30 |
跌破年线 |
卖出 |
29.26071 |
28200.0 |
¥82.5万 |
|
| 2020-06-23 |
站上年线 |
买入 |
30.170139999999996 |
27400.0 |
¥82.7万 |
|
| 2021-05-11 |
跌破年线 |
卖出 |
37.512449999999994 |
27400.0 |
¥1.03M |
|
| 2021-05-12 |
站上年线 |
买入 |
38.18814999999999 |
26700.0 |
¥1.02M |
|
| 2021-06-08 |
跌破年线 |
卖出 |
37.672290000000004 |
26700.0 |
¥1.01M |
|
| 2021-10-11 |
站上年线 |
买入 |
39.699659999999994 |
25500.0 |
¥1.01M |
|
| 2021-10-13 |
跌破年线 |
卖出 |
38.761199999999995 |
25500.0 |
¥98.8万 |
|
| 2021-10-14 |
站上年线 |
买入 |
39.48945 |
24900.0 |
¥98.4万 |
|
| 2021-10-15 |
跌破年线 |
卖出 |
38.51 |
24900.0 |
¥95.9万 |
|
| 2021-10-25 |
站上年线 |
买入 |
40.03999999999999 |
24100.0 |
¥96.5万 |
|
| 2021-11-29 |
跌破年线 |
卖出 |
38.90106 |
24100.0 |
¥93.7万 |
|
| 2021-11-30 |
站上年线 |
买入 |
39.71968 |
23500.0 |
¥93.4万 |
|
| 2021-12-01 |
跌破年线 |
卖出 |
38.961 |
23500.0 |
¥91.5万 |
|
| 2021-12-06 |
站上年线 |
买入 |
39.91988 |
22900.0 |
¥91.4万 |
|
| 2022-01-14 |
跌破年线 |
卖出 |
39.10086 |
22900.0 |
¥89.5万 |
|
| 2022-01-21 |
站上年线 |
买入 |
39.85982 |
22400.0 |
¥89.3万 |
|
| 2022-01-26 |
跌破年线 |
卖出 |
38.721239999999995 |
22400.0 |
¥86.7万 |
|
| 2022-04-15 |
站上年线 |
买入 |
38.36832999999999 |
22500.0 |
¥86.4万 |
|
| 2022-04-19 |
跌破年线 |
卖出 |
38.301660000000005 |
22500.0 |
¥86.2万 |
|
| 2022-04-21 |
站上年线 |
买入 |
38.618579999999994 |
22400.0 |
¥86.5万 |
|
| 2022-04-26 |
跌破年线 |
卖出 |
37.29267 |
22400.0 |
¥83.5万 |
|
| 2022-04-28 |
站上年线 |
买入 |
38.83879999999999 |
21500.0 |
¥83.5万 |
|
| 2022-04-29 |
跌破年线 |
卖出 |
38.02194 |
21500.0 |
¥81.7万 |
|
| 2022-05-11 |
站上年线 |
买入 |
39.0 |
21000.0 |
¥81.9万 |
|
| 2022-05-17 |
跌破年线 |
卖出 |
37.162800000000004 |
21000.0 |
¥78.0万 |
|
| 2024-02-07 |
站上年线 |
买入 |
28.168139999999998 |
27800.0 |
¥78.3万 |
|
| 2024-04-08 |
跌破年线 |
卖出 |
27.4725 |
27800.0 |
¥76.4万 |
|
| 2024-04-19 |
站上年线 |
买入 |
27.617589999999996 |
27500.0 |
¥76.0万 |
|
| 2024-06-06 |
跌破年线 |
卖出 |
27.322650000000003 |
27500.0 |
¥75.1万 |
|
| 2024-10-23 |
站上年线 |
买入 |
26.696669999999997 |
28300.0 |
¥75.6万 |
|
| 2024-10-31 |
跌破年线 |
卖出 |
27.25 |
28300.0 |
¥77.1万 |
|
| 2024-11-01 |
站上年线 |
买入 |
27.797769999999996 |
27500.0 |
¥76.5万 |
|
| 2025-02-06 |
跌破年线 |
卖出 |
26.81316 |
27500.0 |
¥73.7万 |
|
| 2025-02-10 |
站上年线 |
买入 |
27.347319999999996 |
27100.0 |
¥74.1万 |
|
| 2025-02-12 |
跌破年线 |
卖出 |
26.86311 |
27100.0 |
¥72.8万 |
|
| 2025-02-13 |
站上年线 |
买入 |
27.16714 |
26800.0 |
¥72.8万 |
|
| 2025-07-08 |
跌破年线 |
卖出 |
27.322650000000007 |
26800.0 |
¥73.2万 |
|
| 2025-07-09 |
站上年线 |
买入 |
27.51748999999999 |
26600.0 |
¥73.2万 |
|
| 2025-07-16 |
跌破年线 |
卖出 |
27.38 |
26600.0 |
¥72.8万 |
|
| 2025-07-17 |
站上年线 |
买入 |
27.56754 |
26400.0 |
¥72.8万 |
|
| 2025-07-30 |
跌破年线 |
卖出 |
27.38 |
26400.0 |
¥72.3万 |
|
| 2025-07-31 |
站上年线 |
买入 |
27.82 |
25900.0 |
¥72.1万 |
|
| 2025-08-01 |
跌破年线 |
卖出 |
27.39 |
25900.0 |
¥70.9万 |
|
| 2025-08-26 |
站上年线 |
买入 |
28.118089999999995 |
25200.0 |
¥70.9万 |
|
| 2025-08-29 |
跌破年线 |
卖出 |
28.5714 |
25200.0 |
¥72.0万 |
|
| 2025-09-01 |
站上年线 |
买入 |
28.57855 |
25200.0 |
¥72.0万 |
|
| 2025-09-17 |
跌破年线 |
卖出 |
28.11186 |
25200.0 |
¥70.8万 |
|
| 2025-11-13 |
站上年线 |
买入 |
28.478449999999995 |
24900.0 |
¥70.9万 |
|
| 2025-11-17 |
跌破年线 |
卖出 |
28.31166 |
24900.0 |
¥70.5万 |
|
| 2025-12-15 |
站上年线 |
买入 |
28.728699999999996 |
24500.0 |
¥70.4万 |
|
| 2026-01-09 |
跌破年线 |
卖出 |
27.2 |
24500.0 |
¥66.6万 |
|
| 2026-05-12 |
站上年线 |
买入 |
28.028000000000002 |
23800.0 |
¥66.7万 |
|
| 2026-05-18 |
跌破年线 |
卖出 |
27.502470000000002 |
23800.0 |
¥65.4万 |
|
| 2026-07-30 |
站上年线 |
买入 |
27.217190000000002 |
23900.0 |
¥65.1万 |
|
| 2026-08-05 |
跌破年线 |
卖出 |
26.34363 |
23900.0 |
¥62.9万 |
|
| 2026-09-24 |
站上年线 |
买入 |
26.926899999999996 |
23500.0 |
¥63.3万 |
|
| 2026-11-13 |
强平 |
卖出 |
31.74 |
23500 |
¥74.6万 |
回测结束强平 |