600999 招商证券 — 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: ¥70.8万
策略: 年线突破
K线 & 交易信号（策略收益 -29.16%）
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 41 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 |
2016-08-16 |
2016-09-02 |
18.704289603999996 |
17.5824 |
¥-5.9万 |
-6.03% |
跌破年线 |
| 2 |
2016-09-05 |
2016-09-12 |
17.873210355 |
17.37261 |
¥-2.7万 |
-2.83% |
跌破年线 |
| 3 |
2016-10-25 |
2016-12-13 |
18.003379393999996 |
17.14284 |
¥-4.4万 |
-4.81% |
跌破年线 |
| 4 |
2017-02-21 |
2017-02-24 |
17.152274138999996 |
16.85 |
¥-1.6万 |
-1.79% |
跌破年线 |
| 5 |
2017-06-01 |
2017-06-05 |
16.962027082 |
16.79319 |
¥-8,711 |
-1.03% |
跌破年线 |
| 6 |
2017-06-08 |
2017-06-09 |
17.042131106 |
16.983 |
¥-3,179 |
-0.38% |
跌破年线 |
| 7 |
2017-06-20 |
2017-06-22 |
17.082183117999996 |
17.03295 |
¥-2,679 |
-0.32% |
跌破年线 |
| 8 |
2017-06-23 |
2017-06-30 |
16.982053088 |
17.00298 |
¥775 |
+0.09% |
跌破年线 |
| 9 |
2017-07-03 |
2017-07-05 |
17.242391165999997 |
16.91307 |
¥-1.6万 |
-1.94% |
跌破年线 |
| 10 |
2017-07-10 |
2017-07-19 |
17.282443177999998 |
16.96302 |
¥-1.5万 |
-1.88% |
跌破年线 |
| 11 |
2017-07-20 |
2017-12-18 |
18.203639453999997 |
17.66232 |
¥-2.4万 |
-3.00% |
跌破年线 |
| 12 |
2018-01-04 |
2018-01-16 |
17.813132337 |
17.63235 |
¥-8,169 |
-1.04% |
跌破年线 |
| 13 |
2019-02-11 |
2020-03-17 |
14.829257443 |
17.1828 |
¥12.3万 |
+15.84% |
跌破年线 |
| 14 |
2020-04-01 |
2020-05-25 |
17.102209123999994 |
16.6833 |
¥-2.2万 |
-2.48% |
跌破年线 |
| 15 |
2020-06-02 |
2020-06-04 |
17.12223513 |
17.102880000000003 |
¥-1,244 |
-0.14% |
跌破年线 |
| 16 |
2020-06-09 |
2020-06-10 |
17.242391165999997 |
17.16282 |
¥-4,304 |
-0.49% |
跌破年线 |
| 17 |
2023-01-17 |
2023-02-20 |
14.21846426 |
13.89 |
¥-2.0万 |
-2.34% |
跌破年线 |
| 18 |
2023-02-21 |
2023-06-26 |
14.238490265999998 |
13.49649 |
¥-4.5万 |
-5.24% |
跌破年线 |
| 19 |
2023-07-04 |
2023-10-17 |
13.827957142999997 |
13.84614 |
¥814 |
+0.10% |
跌破年线 |
| 20 |
2023-10-18 |
2023-10-20 |
13.978152188 |
13.83615 |
¥-8,404 |
-1.05% |
跌破年线 |
| 21 |
2023-10-23 |
2023-10-24 |
13.817944139999998 |
13.61 |
¥-1.2万 |
-1.53% |
跌破年线 |
| 22 |
2023-12-01 |
2023-12-06 |
14.078282218 |
13.86612 |
¥-1.2万 |
-1.54% |
跌破年线 |
| 23 |
2023-12-12 |
2023-12-14 |
14.208451256999998 |
14.085899999999997 |
¥-6,884 |
-0.89% |
跌破年线 |
| 24 |
2024-02-21 |
2024-02-27 |
14.068269215 |
13.90608 |
¥-9,017 |
-1.18% |
跌破年线 |
| 25 |
2024-03-01 |
2024-03-08 |
14.108321227 |
13.94604 |
¥-8,939 |
-1.18% |
跌破年线 |
| 26 |
2024-03-18 |
2024-03-25 |
14.048243208999997 |
13.95603 |
¥-5,138 |
-0.69% |
跌破年线 |
| 27 |
2024-04-02 |
2024-04-09 |
14.118334229999999 |
13.886099999999999 |
¥-1.2万 |
-1.67% |
跌破年线 |
| 28 |
2024-04-18 |
2024-06-13 |
14.048243208999997 |
14.05593 |
¥181 |
+0.02% |
跌破年线 |
| 29 |
2024-06-17 |
2024-07-01 |
14.118334229999997 |
13.86612 |
¥-1.3万 |
-1.82% |
跌破年线 |
| 30 |
2024-07-12 |
2024-07-17 |
14.138360235999997 |
14.08 |
¥-3,179 |
-0.44% |
跌破年线 |
| 31 |
2024-07-18 |
2025-04-08 |
14.318594289999998 |
16.67331 |
¥11.7万 |
+16.41% |
跌破年线 |
| 32 |
2025-04-09 |
2025-04-25 |
17.0221051 |
16.81317 |
¥-1.0万 |
-1.26% |
跌破年线 |
| 33 |
2025-04-28 |
2025-04-30 |
16.962027082 |
16.443540000000002 |
¥-2.5万 |
-3.09% |
跌破年线 |
| 34 |
2025-05-15 |
2025-05-16 |
17.22236516 |
16.8831 |
¥-1.6万 |
-2.00% |
跌破年线 |
| 35 |
2025-07-21 |
2025-09-09 |
17.82314534 |
18.031950000000002 |
¥8,909 |
+1.14% |
跌破年线 |
| 36 |
2025-09-10 |
2025-09-11 |
18.093496420999998 |
17.99199 |
¥-4,661 |
-0.59% |
跌破年线 |
| 37 |
2025-09-12 |
2025-09-16 |
18.433938523000002 |
17.93205 |
¥-2.2万 |
-2.75% |
跌破年线 |
| 38 |
2026-01-07 |
2026-01-09 |
17.823145339999996 |
17.12286 |
¥-3.0万 |
-3.96% |
跌破年线 |
| 39 |
2026-06-11 |
2026-09-16 |
17.152274139 |
17.1828 |
¥1,081 |
+0.15% |
跌破年线 |
| 40 |
2026-09-17 |
2026-09-18 |
17.252404169 |
17.3 |
¥1,794 |
+0.25% |
跌破年线 |
| 41 |
2026-09-21 |
2026-09-29 |
17.62288528 |
16.91307 |
¥-3.0万 |
-4.06% |
跌破年线 |
逐笔成交记录（共 82 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-08-16 |
站上年线 |
买入 |
18.698679999999996 |
52200.0 |
¥97.6万 |
|
| 2016-09-02 |
跌破年线 |
卖出 |
17.5824 |
52200.0 |
¥91.8万 |
|
| 2016-09-05 |
站上年线 |
买入 |
17.86785 |
52600.0 |
¥94.0万 |
|
| 2016-09-12 |
跌破年线 |
卖出 |
17.37261 |
52600.0 |
¥91.4万 |
|
| 2016-10-25 |
站上年线 |
买入 |
17.99798 |
50500.0 |
¥90.9万 |
|
| 2016-12-13 |
跌破年线 |
卖出 |
17.14284 |
50500.0 |
¥86.5万 |
|
| 2017-02-21 |
站上年线 |
买入 |
17.147129999999997 |
50700.0 |
¥87.0万 |
|
| 2017-02-24 |
跌破年线 |
卖出 |
16.85 |
50700.0 |
¥85.4万 |
|
| 2017-06-01 |
站上年线 |
买入 |
16.95694 |
50100.0 |
¥85.0万 |
|
| 2017-06-05 |
跌破年线 |
卖出 |
16.79319 |
50100.0 |
¥84.1万 |
|
| 2017-06-08 |
站上年线 |
买入 |
17.03702 |
49500.0 |
¥84.4万 |
|
| 2017-06-09 |
跌破年线 |
卖出 |
16.983 |
49500.0 |
¥84.0万 |
|
| 2017-06-20 |
站上年线 |
买入 |
17.077059999999996 |
49300.0 |
¥84.2万 |
|
| 2017-06-22 |
跌破年线 |
卖出 |
17.03295 |
49300.0 |
¥83.9万 |
|
| 2017-06-23 |
站上年线 |
买入 |
16.97696 |
49000.0 |
¥83.2万 |
|
| 2017-06-30 |
跌破年线 |
卖出 |
17.00298 |
49000.0 |
¥83.3万 |
|
| 2017-07-03 |
站上年线 |
买入 |
17.237219999999997 |
48700.0 |
¥84.0万 |
|
| 2017-07-05 |
跌破年线 |
卖出 |
16.91307 |
48700.0 |
¥82.3万 |
|
| 2017-07-10 |
站上年线 |
买入 |
17.27726 |
47600.0 |
¥82.3万 |
|
| 2017-07-19 |
跌破年线 |
卖出 |
16.96302 |
47600.0 |
¥80.7万 |
|
| 2017-07-20 |
站上年线 |
买入 |
18.198179999999997 |
44200.0 |
¥80.5万 |
|
| 2017-12-18 |
跌破年线 |
卖出 |
17.66232 |
44200.0 |
¥78.0万 |
|
| 2018-01-04 |
站上年线 |
买入 |
17.807789999999997 |
43900.0 |
¥78.2万 |
|
| 2018-01-16 |
跌破年线 |
卖出 |
17.63235 |
43900.0 |
¥77.4万 |
|
| 2019-02-11 |
站上年线 |
买入 |
14.82481 |
52300.0 |
¥77.6万 |
|
| 2020-03-17 |
跌破年线 |
卖出 |
17.1828 |
52300.0 |
¥89.8万 |
|
| 2020-04-01 |
站上年线 |
买入 |
17.097079999999995 |
52400.0 |
¥89.6万 |
|
| 2020-05-25 |
跌破年线 |
卖出 |
16.6833 |
52400.0 |
¥87.4万 |
|
| 2020-06-02 |
站上年线 |
买入 |
17.1171 |
50800.0 |
¥87.0万 |
|
| 2020-06-04 |
跌破年线 |
卖出 |
17.102880000000003 |
50800.0 |
¥86.9万 |
|
| 2020-06-09 |
站上年线 |
买入 |
17.237219999999997 |
50800.0 |
¥87.6万 |
|
| 2020-06-10 |
跌破年线 |
卖出 |
17.16282 |
50800.0 |
¥87.2万 |
|
| 2023-01-17 |
站上年线 |
买入 |
14.214199999999998 |
60600.0 |
¥86.2万 |
|
| 2023-02-20 |
跌破年线 |
卖出 |
13.89 |
60600.0 |
¥84.1万 |
|
| 2023-02-21 |
站上年线 |
买入 |
14.234219999999999 |
59700.0 |
¥85.0万 |
|
| 2023-06-26 |
跌破年线 |
卖出 |
13.49649 |
59700.0 |
¥80.5万 |
|
| 2023-07-04 |
站上年线 |
买入 |
13.823809999999998 |
58000.0 |
¥80.2万 |
|
| 2023-10-17 |
跌破年线 |
卖出 |
13.84614 |
58000.0 |
¥80.3万 |
|
| 2023-10-18 |
站上年线 |
买入 |
13.97396 |
57500.0 |
¥80.4万 |
|
| 2023-10-20 |
跌破年线 |
卖出 |
13.83615 |
57500.0 |
¥79.5万 |
|
| 2023-10-23 |
站上年线 |
买入 |
13.813799999999999 |
57400.0 |
¥79.3万 |
|
| 2023-10-24 |
跌破年线 |
卖出 |
13.61 |
57400.0 |
¥78.1万 |
|
| 2023-12-01 |
站上年线 |
买入 |
14.07406 |
55800.0 |
¥78.6万 |
|
| 2023-12-06 |
跌破年线 |
卖出 |
13.86612 |
55800.0 |
¥77.3万 |
|
| 2023-12-12 |
站上年线 |
买入 |
14.204189999999997 |
54300.0 |
¥77.2万 |
|
| 2023-12-14 |
跌破年线 |
卖出 |
14.085899999999997 |
54300.0 |
¥76.5万 |
|
| 2024-02-21 |
站上年线 |
买入 |
14.06405 |
54200.0 |
¥76.3万 |
|
| 2024-02-27 |
跌破年线 |
卖出 |
13.90608 |
54200.0 |
¥75.3万 |
|
| 2024-03-01 |
站上年线 |
买入 |
14.104089999999998 |
53700.0 |
¥75.8万 |
|
| 2024-03-08 |
跌破年线 |
卖出 |
13.94604 |
53700.0 |
¥74.9万 |
|
| 2024-03-18 |
站上年线 |
买入 |
14.044029999999998 |
53300.0 |
¥74.9万 |
|
| 2024-03-25 |
跌破年线 |
卖出 |
13.95603 |
53300.0 |
¥74.4万 |
|
| 2024-04-02 |
站上年线 |
买入 |
14.114099999999999 |
52600.0 |
¥74.3万 |
|
| 2024-04-09 |
跌破年线 |
卖出 |
13.886099999999999 |
52600.0 |
¥73.0万 |
|
| 2024-04-18 |
站上年线 |
买入 |
14.044029999999998 |
52100.0 |
¥73.2万 |
|
| 2024-06-13 |
跌破年线 |
卖出 |
14.05593 |
52100.0 |
¥73.2万 |
|
| 2024-06-17 |
站上年线 |
买入 |
14.114099999999999 |
51500.0 |
¥72.7万 |
|
| 2024-07-01 |
跌破年线 |
卖出 |
13.86612 |
51500.0 |
¥71.4万 |
|
| 2024-07-12 |
站上年线 |
买入 |
14.134119999999998 |
50800.0 |
¥71.8万 |
|
| 2024-07-17 |
跌破年线 |
卖出 |
14.08 |
50800.0 |
¥71.5万 |
|
| 2024-07-18 |
站上年线 |
买入 |
14.3143 |
49900.0 |
¥71.4万 |
|
| 2025-04-08 |
跌破年线 |
卖出 |
16.67331 |
49900.0 |
¥83.2万 |
|
| 2025-04-09 |
站上年线 |
买入 |
17.017 |
48500.0 |
¥82.6万 |
|
| 2025-04-25 |
跌破年线 |
卖出 |
16.81317 |
48500.0 |
¥81.5万 |
|
| 2025-04-28 |
站上年线 |
买入 |
16.95694 |
48500.0 |
¥82.3万 |
|
| 2025-04-30 |
跌破年线 |
卖出 |
16.443540000000002 |
48500.0 |
¥79.7万 |
|
| 2025-05-15 |
站上年线 |
买入 |
17.2172 |
46100.0 |
¥79.4万 |
|
| 2025-05-16 |
跌破年线 |
卖出 |
16.8831 |
46100.0 |
¥77.8万 |
|
| 2025-07-21 |
站上年线 |
买入 |
17.8178 |
43800.0 |
¥78.1万 |
|
| 2025-09-09 |
跌破年线 |
卖出 |
18.031950000000002 |
43800.0 |
¥79.0万 |
|
| 2025-09-10 |
站上年线 |
买入 |
18.08807 |
43600.0 |
¥78.9万 |
|
| 2025-09-11 |
跌破年线 |
卖出 |
17.99199 |
43600.0 |
¥78.4万 |
|
| 2025-09-12 |
站上年线 |
买入 |
18.42841 |
42400.0 |
¥78.2万 |
|
| 2025-09-16 |
跌破年线 |
卖出 |
17.93205 |
42400.0 |
¥76.0万 |
|
| 2026-01-07 |
站上年线 |
买入 |
17.8178 |
42900.0 |
¥76.5万 |
|
| 2026-01-09 |
跌破年线 |
卖出 |
17.12286 |
42900.0 |
¥73.4万 |
|
| 2026-06-11 |
站上年线 |
买入 |
17.147129999999997 |
42600.0 |
¥73.1万 |
|
| 2026-09-16 |
跌破年线 |
卖出 |
17.1828 |
42600.0 |
¥73.2万 |
|
| 2026-09-17 |
站上年线 |
买入 |
17.24723 |
42300.0 |
¥73.0万 |
|
| 2026-09-18 |
跌破年线 |
卖出 |
17.3 |
42300.0 |
¥73.2万 |
|
| 2026-09-21 |
站上年线 |
买入 |
17.6176 |
41800.0 |
¥73.7万 |
|
| 2026-09-29 |
跌破年线 |
卖出 |
16.91307 |
41800.0 |
¥70.7万 |
|