600918 中泰证券 — 年线突破 回测明细
数据区间: 2020-06-03 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥79.4万
策略: 年线突破
K线 & 交易信号（策略收益 -20.63%）
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 20 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 |
2023-07-14 |
2023-07-21 |
6.989076094 |
6.94305 |
¥-6,846 |
-0.69% |
跌破年线 |
| 2 |
2023-07-24 |
2023-10-12 |
6.989076094 |
7.02297 |
¥4,495 |
+0.45% |
跌破年线 |
| 3 |
2023-10-13 |
2023-10-16 |
7.012103 |
6.96303 |
¥-7,224 |
-0.73% |
跌破年线 |
| 4 |
2023-10-18 |
2023-10-20 |
7.029128105999998 |
6.98301 |
¥-6,759 |
-0.69% |
跌破年线 |
| 5 |
2023-10-23 |
2023-10-24 |
7.029128105999998 |
6.98301 |
¥-6,731 |
-0.69% |
跌破年线 |
| 6 |
2024-10-21 |
2025-01-03 |
6.788816033999999 |
6.343649999999999 |
¥-6.4万 |
-6.59% |
跌破年线 |
| 7 |
2025-02-10 |
2025-02-19 |
6.458386935 |
6.36363 |
¥-1.4万 |
-1.50% |
跌破年线 |
| 8 |
2025-02-20 |
2025-02-26 |
6.398308917 |
6.35364 |
¥-6,521 |
-0.73% |
跌破年线 |
| 9 |
2025-02-27 |
2025-03-03 |
6.468399938 |
6.33366 |
¥-1.9万 |
-2.11% |
跌破年线 |
| 10 |
2025-03-05 |
2025-03-06 |
6.3782829109999994 |
6.343649999999999 |
¥-4,994 |
-0.57% |
跌破年线 |
| 11 |
2025-03-07 |
2025-03-10 |
6.411923 |
6.30369 |
¥-1.5万 |
-1.72% |
跌破年线 |
| 12 |
2025-05-15 |
2025-05-16 |
6.298178886999999 |
6.22377 |
¥-1.0万 |
-1.21% |
跌破年线 |
| 13 |
2025-06-05 |
2025-06-09 |
6.288165884 |
6.28 |
¥-1,346 |
-0.16% |
跌破年线 |
| 14 |
2025-06-10 |
2025-06-11 |
6.341902 |
6.25 |
¥-1.2万 |
-1.48% |
跌破年线 |
| 15 |
2025-06-12 |
2025-06-16 |
6.288165884 |
6.17 |
¥-1.6万 |
-1.91% |
跌破年线 |
| 16 |
2025-06-18 |
2025-06-19 |
6.2881658840000005 |
6.1938 |
¥-1.2万 |
-1.53% |
跌破年线 |
| 17 |
2025-06-25 |
2025-11-24 |
6.338230898999999 |
6.58341 |
¥3.1万 |
+3.84% |
跌破年线 |
| 18 |
2025-11-25 |
2025-12-03 |
6.638620989 |
6.58341 |
¥-7,154 |
-0.86% |
跌破年线 |
| 19 |
2025-12-04 |
2026-01-05 |
6.648633991999999 |
6.4935 |
¥-1.9万 |
-2.36% |
跌破年线 |
| 20 |
2026-01-06 |
2026-01-19 |
6.6185949829999995 |
6.52 |
¥-1.2万 |
-1.52% |
跌破年线 |
逐笔成交记录（共 40 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2023-07-14 |
站上年线 |
买入 |
6.98698 |
142300.0 |
¥99.5万 |
|
| 2023-07-21 |
跌破年线 |
卖出 |
6.94305 |
142300.0 |
¥98.8万 |
|
| 2023-07-24 |
站上年线 |
买入 |
6.98698 |
141400.0 |
¥98.8万 |
|
| 2023-10-12 |
跌破年线 |
卖出 |
7.02297 |
141400.0 |
¥99.3万 |
|
| 2023-10-13 |
站上年线 |
买入 |
7.01 |
141200.0 |
¥99.0万 |
|
| 2023-10-16 |
跌破年线 |
卖出 |
6.96303 |
141200.0 |
¥98.3万 |
|
| 2023-10-18 |
站上年线 |
买入 |
7.0270199999999985 |
140200.0 |
¥98.5万 |
|
| 2023-10-20 |
跌破年线 |
卖出 |
6.98301 |
140200.0 |
¥97.9万 |
|
| 2023-10-23 |
站上年线 |
买入 |
7.0270199999999985 |
139600.0 |
¥98.1万 |
|
| 2023-10-24 |
跌破年线 |
卖出 |
6.98301 |
139600.0 |
¥97.5万 |
|
| 2024-10-21 |
站上年线 |
买入 |
6.786779999999999 |
143600.0 |
¥97.5万 |
|
| 2025-01-03 |
跌破年线 |
卖出 |
6.343649999999999 |
143600.0 |
¥91.1万 |
|
| 2025-02-10 |
站上年线 |
买入 |
6.456449999999999 |
141000.0 |
¥91.1万 |
|
| 2025-02-19 |
跌破年线 |
卖出 |
6.36363 |
141000.0 |
¥89.7万 |
|
| 2025-02-20 |
站上年线 |
买入 |
6.396389999999999 |
140000.0 |
¥89.6万 |
|
| 2025-02-26 |
跌破年线 |
卖出 |
6.35364 |
140000.0 |
¥88.9万 |
|
| 2025-02-27 |
站上年线 |
买入 |
6.46646 |
137500.0 |
¥88.9万 |
|
| 2025-03-03 |
跌破年线 |
卖出 |
6.33366 |
137500.0 |
¥87.1万 |
|
| 2025-03-05 |
站上年线 |
买入 |
6.37637 |
136700.0 |
¥87.2万 |
|
| 2025-03-06 |
跌破年线 |
卖出 |
6.343649999999999 |
136700.0 |
¥86.7万 |
|
| 2025-03-07 |
站上年线 |
买入 |
6.41 |
134600.0 |
¥86.3万 |
|
| 2025-03-10 |
跌破年线 |
卖出 |
6.30369 |
134600.0 |
¥84.8万 |
|
| 2025-05-15 |
站上年线 |
买入 |
6.296289999999999 |
134600.0 |
¥84.8万 |
|
| 2025-05-16 |
跌破年线 |
卖出 |
6.22377 |
134600.0 |
¥83.7万 |
|
| 2025-06-05 |
站上年线 |
买入 |
6.28628 |
133900.0 |
¥84.2万 |
|
| 2025-06-09 |
跌破年线 |
卖出 |
6.28 |
133900.0 |
¥84.1万 |
|
| 2025-06-10 |
站上年线 |
买入 |
6.34 |
132800.0 |
¥84.2万 |
|
| 2025-06-11 |
跌破年线 |
卖出 |
6.25 |
132800.0 |
¥83.0万 |
|
| 2025-06-12 |
站上年线 |
买入 |
6.28628 |
131000.0 |
¥82.4万 |
|
| 2025-06-16 |
跌破年线 |
卖出 |
6.17 |
131000.0 |
¥80.8万 |
|
| 2025-06-18 |
站上年线 |
买入 |
6.28628 |
129000.0 |
¥81.1万 |
|
| 2025-06-19 |
跌破年线 |
卖出 |
6.1938 |
129000.0 |
¥79.9万 |
|
| 2025-06-25 |
站上年线 |
买入 |
6.336329999999999 |
126200.0 |
¥80.0万 |
|
| 2025-11-24 |
跌破年线 |
卖出 |
6.58341 |
126200.0 |
¥83.1万 |
|
| 2025-11-25 |
站上年线 |
买入 |
6.636629999999999 |
125100.0 |
¥83.0万 |
|
| 2025-12-03 |
跌破年线 |
卖出 |
6.58341 |
125100.0 |
¥82.3万 |
|
| 2025-12-04 |
站上年线 |
买入 |
6.646639999999999 |
123600.0 |
¥82.2万 |
|
| 2026-01-05 |
跌破年线 |
卖出 |
6.4935 |
123600.0 |
¥80.2万 |
|
| 2026-01-06 |
站上年线 |
买入 |
6.61661 |
121500.0 |
¥80.4万 |
|
| 2026-01-19 |
跌破年线 |
卖出 |
6.52 |
121500.0 |
¥79.2万 |
|