600958 东方证券 — 年线突破 回测明细
数据区间: 2015-03-23 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥89.4万
策略: 年线突破
K线 & 交易信号（策略收益 -10.62%）
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 23 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 |
2017-10-23 |
2017-11-01 |
15.40462 |
15.16 |
¥-1.6万 |
-1.62% |
跌破年线 |
| 2 |
2017-11-03 |
2017-11-07 |
15.319894589999999 |
15.28 |
¥-2,838 |
-0.29% |
跌破年线 |
| 3 |
2017-11-08 |
2017-12-15 |
15.570219664999998 |
15.04494 |
¥-3.3万 |
-3.40% |
跌破年线 |
| 4 |
2018-01-25 |
2018-01-29 |
15.219764559999996 |
15.13485 |
¥-5,501 |
-0.59% |
跌破年线 |
| 5 |
2019-02-20 |
2019-08-16 |
10.393497114 |
9.83016 |
¥-5.1万 |
-5.45% |
跌破年线 |
| 6 |
2019-08-20 |
2019-10-21 |
10.393497114 |
9.99 |
¥-3.5万 |
-3.91% |
跌破年线 |
| 7 |
2019-10-28 |
2019-10-30 |
10.21326306 |
10.06992 |
¥-1.2万 |
-1.43% |
跌破年线 |
| 8 |
2019-11-06 |
2019-11-07 |
10.223276063 |
10.06992 |
¥-1.3万 |
-1.53% |
跌破年线 |
| 9 |
2019-12-18 |
2019-12-24 |
10.573731167999998 |
10.31967 |
¥-2.0万 |
-2.43% |
跌破年线 |
| 10 |
2019-12-25 |
2020-01-09 |
10.363458105 |
10.4895 |
¥9,586 |
+1.19% |
跌破年线 |
| 11 |
2021-06-01 |
2021-06-02 |
10.563718165 |
10.2897 |
¥-2.1万 |
-2.62% |
跌破年线 |
| 12 |
2021-07-19 |
2022-02-23 |
10.473601138 |
11.89 |
¥10.6万 |
+13.49% |
跌破年线 |
| 13 |
2022-02-24 |
2022-02-25 |
12.265928674999996 |
12.43755 |
¥1.2万 |
+1.37% |
跌破年线 |
| 14 |
2022-02-28 |
2022-03-01 |
12.275941677999999 |
12.287700000000001 |
¥599 |
+0.07% |
跌破年线 |
| 15 |
2023-07-03 |
2023-09-18 |
9.682573900999998 |
9.600389999999999 |
¥-8,022 |
-0.88% |
跌破年线 |
| 16 |
2023-09-20 |
2023-09-22 |
9.772690928 |
9.630360000000001 |
¥-1.3万 |
-1.49% |
跌破年线 |
| 17 |
2023-09-25 |
2023-09-26 |
9.862958 |
9.64035 |
¥-2.0万 |
-2.29% |
跌破年线 |
| 18 |
2024-09-19 |
2025-04-08 |
8.531078555999999 |
8.511479999999999 |
¥-2,275 |
-0.26% |
跌破年线 |
| 19 |
2025-05-08 |
2025-05-12 |
9.322105793 |
9.35064 |
¥2,401 |
+0.28% |
跌破年线 |
| 20 |
2025-06-04 |
2025-06-20 |
9.502339846999998 |
9.300690000000001 |
¥-1.9万 |
-2.15% |
跌破年线 |
| 21 |
2025-06-25 |
2025-12-03 |
9.652534892 |
10.26972 |
¥5.4万 |
+6.36% |
跌破年线 |
| 22 |
2026-01-30 |
2026-02-02 |
10.403510117 |
10.20978 |
¥-1.7万 |
-1.89% |
跌破年线 |
| 23 |
2026-02-06 |
2026-02-13 |
10.273341078 |
10.25973 |
¥-1,439 |
-0.16% |
跌破年线 |
逐笔成交记录（共 46 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2017-10-23 |
站上年线 |
买入 |
15.4 |
64900.0 |
¥100.0万 |
|
| 2017-11-01 |
跌破年线 |
卖出 |
15.16 |
64900.0 |
¥98.4万 |
|
| 2017-11-03 |
站上年线 |
买入 |
15.315299999999999 |
63800.0 |
¥97.7万 |
|
| 2017-11-07 |
跌破年线 |
卖出 |
15.28 |
63800.0 |
¥97.5万 |
|
| 2017-11-08 |
站上年线 |
买入 |
15.565549999999998 |
62300.0 |
¥97.0万 |
|
| 2017-12-15 |
跌破年线 |
卖出 |
15.04494 |
62300.0 |
¥93.7万 |
|
| 2018-01-25 |
站上年线 |
买入 |
15.215199999999998 |
61500.0 |
¥93.6万 |
|
| 2018-01-29 |
跌破年线 |
卖出 |
15.13485 |
61500.0 |
¥93.1万 |
|
| 2019-02-20 |
站上年线 |
买入 |
10.39038 |
89700.0 |
¥93.2万 |
|
| 2019-08-16 |
跌破年线 |
卖出 |
9.83016 |
89700.0 |
¥88.2万 |
|
| 2019-08-20 |
站上年线 |
买入 |
10.39038 |
85500.0 |
¥88.9万 |
|
| 2019-10-21 |
跌破年线 |
卖出 |
9.99 |
85500.0 |
¥85.4万 |
|
| 2019-10-28 |
站上年线 |
买入 |
10.210199999999999 |
83900.0 |
¥85.7万 |
|
| 2019-10-30 |
跌破年线 |
卖出 |
10.06992 |
83900.0 |
¥84.5万 |
|
| 2019-11-06 |
站上年线 |
买入 |
10.22021 |
82200.0 |
¥84.0万 |
|
| 2019-11-07 |
跌破年线 |
卖出 |
10.06992 |
82200.0 |
¥82.7万 |
|
| 2019-12-18 |
站上年线 |
买入 |
10.570559999999999 |
78000.0 |
¥82.5万 |
|
| 2019-12-24 |
跌破年线 |
卖出 |
10.31967 |
78000.0 |
¥80.5万 |
|
| 2019-12-25 |
站上年线 |
买入 |
10.360349999999999 |
78000.0 |
¥80.8万 |
|
| 2020-01-09 |
跌破年线 |
卖出 |
10.4895 |
78000.0 |
¥81.8万 |
|
| 2021-06-01 |
站上年线 |
买入 |
10.56055 |
77000.0 |
¥81.3万 |
|
| 2021-06-02 |
跌破年线 |
卖出 |
10.2897 |
77000.0 |
¥79.2万 |
|
| 2021-07-19 |
站上年线 |
买入 |
10.47046 |
74800.0 |
¥78.3万 |
|
| 2022-02-23 |
跌破年线 |
卖出 |
11.89 |
74800.0 |
¥88.9万 |
|
| 2022-02-24 |
站上年线 |
买入 |
12.262249999999998 |
72800.0 |
¥89.3万 |
|
| 2022-02-25 |
跌破年线 |
卖出 |
12.43755 |
72800.0 |
¥90.5万 |
|
| 2022-02-28 |
站上年线 |
买入 |
12.27226 |
74200.0 |
¥91.1万 |
|
| 2022-03-01 |
跌破年线 |
卖出 |
12.287700000000001 |
74200.0 |
¥91.1万 |
|
| 2023-07-03 |
站上年线 |
买入 |
9.679669999999998 |
94300.0 |
¥91.3万 |
|
| 2023-09-18 |
跌破年线 |
卖出 |
9.600389999999999 |
94300.0 |
¥90.5万 |
|
| 2023-09-20 |
站上年线 |
买入 |
9.769759999999998 |
92600.0 |
¥90.5万 |
|
| 2023-09-22 |
跌破年线 |
卖出 |
9.630360000000001 |
92600.0 |
¥89.2万 |
|
| 2023-09-25 |
站上年线 |
买入 |
9.86 |
90500.0 |
¥89.3万 |
|
| 2023-09-26 |
跌破年线 |
卖出 |
9.64035 |
90500.0 |
¥87.2万 |
|
| 2024-09-19 |
站上年线 |
买入 |
8.528519999999999 |
102700.0 |
¥87.6万 |
|
| 2025-04-08 |
跌破年线 |
卖出 |
8.511479999999999 |
102700.0 |
¥87.4万 |
|
| 2025-05-08 |
站上年线 |
买入 |
9.31931 |
93300.0 |
¥87.0万 |
|
| 2025-05-12 |
跌破年线 |
卖出 |
9.35064 |
93300.0 |
¥87.2万 |
|
| 2025-06-04 |
站上年线 |
买入 |
9.49949 |
91900.0 |
¥87.3万 |
|
| 2025-06-20 |
跌破年线 |
卖出 |
9.300690000000001 |
91900.0 |
¥85.4万 |
|
| 2025-06-25 |
站上年线 |
买入 |
9.64964 |
88700.0 |
¥85.6万 |
|
| 2025-12-03 |
跌破年线 |
卖出 |
10.26972 |
88700.0 |
¥91.1万 |
|
| 2026-01-30 |
站上年线 |
买入 |
10.40039 |
87100.0 |
¥90.6万 |
|
| 2026-02-02 |
跌破年线 |
卖出 |
10.20978 |
87100.0 |
¥88.9万 |
|
| 2026-02-06 |
站上年线 |
买入 |
10.270259999999999 |
86200.0 |
¥88.6万 |
|
| 2026-02-13 |
跌破年线 |
卖出 |
10.25973 |
86200.0 |
¥88.4万 |
|