601009 南京银行 — 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: ¥34.4万
策略: 年线突破
K线 & 交易信号（策略收益 -65.61%）
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 |
2016-04-29 |
2016-05-11 |
16.831858043 |
16.67331 |
¥-9,633 |
-0.97% |
跌破年线 |
| 2 |
2016-05-12 |
2016-06-08 |
17.0221051 |
9.65034 |
¥-42.5万 |
-43.32% |
跌破年线 |
| 3 |
2017-02-21 |
2017-02-22 |
12.493746999999999 |
12.24774 |
¥-1.1万 |
-2.00% |
跌破年线 |
| 4 |
2017-04-05 |
2017-04-10 |
11.985564591 |
11.888100000000001 |
¥-4,637 |
-0.84% |
跌破年线 |
| 5 |
2017-06-12 |
2017-06-13 |
10.974251288 |
10.87911 |
¥-4,891 |
-0.90% |
跌破年线 |
| 6 |
2017-06-23 |
2017-07-19 |
10.894147263999999 |
8.191799999999999 |
¥-13.5万 |
-24.83% |
跌破年线 |
| 7 |
2018-01-29 |
2018-02-08 |
9.902859967 |
9.300690000000001 |
¥-2.5万 |
-6.11% |
跌破年线 |
| 8 |
2018-02-27 |
2018-02-28 |
9.462287834999998 |
8.98101 |
¥-2.0万 |
-5.11% |
跌破年线 |
| 9 |
2020-07-14 |
2020-07-15 |
8.140571439 |
8.08191 |
¥-2,731 |
-0.75% |
跌破年线 |
| 10 |
2020-08-12 |
2020-09-25 |
8.150584442 |
8.11188 |
¥-1,831 |
-0.50% |
跌破年线 |
| 11 |
2020-10-16 |
2020-10-29 |
8.250714472 |
7.71228 |
¥-2.4万 |
-6.55% |
跌破年线 |
| 12 |
2020-11-18 |
2020-12-11 |
8.070480417999999 |
8.06193 |
¥-456 |
-0.14% |
跌破年线 |
| 13 |
2020-12-16 |
2020-12-17 |
8.100519427 |
8.03196 |
¥-2,938 |
-0.88% |
跌破年线 |
| 14 |
2021-01-04 |
2021-01-06 |
8.040441409 |
7.932060000000001 |
¥-4,563 |
-1.38% |
跌破年线 |
| 15 |
2021-01-13 |
2021-01-15 |
8.020415403 |
8.07192 |
¥2,003 |
+0.61% |
跌破年线 |
| 16 |
2021-07-29 |
2021-07-30 |
9.191936754 |
8.90109 |
¥-1.1万 |
-3.19% |
跌破年线 |
| 17 |
2021-08-11 |
2021-08-20 |
9.141871739 |
9.07092 |
¥-2,571 |
-0.81% |
跌破年线 |
| 18 |
2021-08-23 |
2021-08-31 |
9.111832729999998 |
8.97 |
¥-5,001 |
-1.59% |
跌破年线 |
| 19 |
2021-09-01 |
2021-09-23 |
9.41222282 |
9.0909 |
¥-1.1万 |
-3.44% |
跌破年线 |
| 20 |
2021-09-30 |
2021-10-08 |
9.112733 |
9.05 |
¥-2,153 |
-0.72% |
跌破年线 |
| 21 |
2021-10-11 |
2021-11-23 |
9.211962759999999 |
9.260729999999999 |
¥1,495 |
+0.50% |
跌破年线 |
| 22 |
2022-01-12 |
2022-03-16 |
9.622495882999997 |
9.57042 |
¥-1,720 |
-0.57% |
跌破年线 |
| 23 |
2022-07-18 |
2022-10-25 |
10.013003 |
10.17 |
¥4,588 |
+1.54% |
跌破年线 |
| 24 |
2022-10-31 |
2022-11-03 |
10.223276063 |
9.86013 |
¥-1.1万 |
-3.58% |
跌破年线 |
| 25 |
2022-11-30 |
2022-12-02 |
10.363458105 |
10.179810000000002 |
¥-5,284 |
-1.80% |
跌破年线 |
| 26 |
2022-12-06 |
2022-12-08 |
10.373471107999999 |
10.23 |
¥-4,074 |
-1.41% |
跌破年线 |
| 27 |
2022-12-09 |
2022-12-13 |
10.323406093000001 |
10.12 |
¥-5,657 |
-2.00% |
跌破年线 |
| 28 |
2022-12-29 |
2022-12-30 |
10.373471107999999 |
10.35963 |
¥-453 |
-0.16% |
跌破年线 |
| 29 |
2023-01-03 |
2023-02-01 |
10.463588134999998 |
10.40958 |
¥-1,520 |
-0.55% |
跌破年线 |
| 30 |
2024-02-06 |
2024-02-07 |
8.440961528999999 |
8.40159 |
¥-1,370 |
-0.50% |
跌破年线 |
| 31 |
2024-02-20 |
2025-09-18 |
8.41092252 |
10.63935 |
¥7.3万 |
+26.46% |
跌破年线 |
| 32 |
2025-09-24 |
2025-10-13 |
10.894147263999999 |
10.799190000000001 |
¥-3,103 |
-0.90% |
跌破年线 |
| 33 |
2025-10-14 |
2026-01-09 |
11.244602368999999 |
10.92906 |
¥-9,756 |
-2.84% |
跌破年线 |
| 34 |
2026-02-06 |
2026-02-26 |
11.184524350999999 |
11.03895 |
¥-4,452 |
-1.33% |
跌破年线 |
| 35 |
2026-02-27 |
2026-03-10 |
11.21456336 |
11.06892 |
¥-4,380 |
-1.33% |
跌破年线 |
| 36 |
2026-03-13 |
2026-03-24 |
11.184524350999999 |
10.93 |
¥-7,502 |
-2.31% |
跌破年线 |
| 37 |
2026-03-27 |
2026-04-07 |
11.214563359999998 |
11.15883 |
¥-1,666 |
-0.53% |
跌破年线 |
| 38 |
2026-04-21 |
2026-05-13 |
11.294667383999998 |
11.188799999999999 |
¥-3,058 |
-0.97% |
跌破年线 |
| 39 |
2026-06-09 |
2026-06-17 |
11.324706393 |
11.17881 |
¥-4,104 |
-1.32% |
跌破年线 |
| 40 |
2026-07-21 |
2026-07-22 |
11.264628374999997 |
11.01897 |
¥-6,822 |
-2.21% |
跌破年线 |
| 41 |
2026-08-18 |
2026-11-13 |
11.304680386999998 |
12.81 |
¥4.0万 |
+13.28% |
强平 |
逐笔成交记录（共 82 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-04-29 |
站上年线 |
买入 |
16.82681 |
58900.0 |
¥99.1万 |
|
| 2016-05-11 |
跌破年线 |
卖出 |
16.67331 |
58900.0 |
¥98.2万 |
|
| 2016-05-12 |
站上年线 |
买入 |
17.017 |
57600.0 |
¥98.0万 |
|
| 2016-06-08 |
跌破年线 |
卖出 |
9.65034 |
57600.0 |
¥55.6万 |
|
| 2017-02-21 |
站上年线 |
买入 |
12.49 |
45200.0 |
¥56.5万 |
|
| 2017-02-22 |
跌破年线 |
卖出 |
12.24774 |
45200.0 |
¥55.3万 |
|
| 2017-04-05 |
站上年线 |
买入 |
11.981969999999999 |
45900.0 |
¥55.0万 |
|
| 2017-04-10 |
跌破年线 |
卖出 |
11.888100000000001 |
45900.0 |
¥54.6万 |
|
| 2017-06-12 |
站上年线 |
买入 |
10.970959999999998 |
49700.0 |
¥54.5万 |
|
| 2017-06-13 |
跌破年线 |
卖出 |
10.87911 |
49700.0 |
¥54.1万 |
|
| 2017-06-23 |
站上年线 |
买入 |
10.890879999999997 |
49800.0 |
¥54.3万 |
|
| 2017-07-19 |
跌破年线 |
卖出 |
8.191799999999999 |
49800.0 |
¥40.8万 |
|
| 2018-01-29 |
站上年线 |
买入 |
9.89989 |
41200.0 |
¥40.8万 |
|
| 2018-02-08 |
跌破年线 |
卖出 |
9.300690000000001 |
41200.0 |
¥38.3万 |
|
| 2018-02-27 |
站上年线 |
买入 |
9.459449999999999 |
40400.0 |
¥38.2万 |
|
| 2018-02-28 |
跌破年线 |
卖出 |
8.98101 |
40400.0 |
¥36.3万 |
|
| 2020-07-14 |
站上年线 |
买入 |
8.13813 |
44700.0 |
¥36.4万 |
|
| 2020-07-15 |
跌破年线 |
卖出 |
8.08191 |
44700.0 |
¥36.1万 |
|
| 2020-08-12 |
站上年线 |
买入 |
8.14814 |
44500.0 |
¥36.3万 |
|
| 2020-09-25 |
跌破年线 |
卖出 |
8.11188 |
44500.0 |
¥36.1万 |
|
| 2020-10-16 |
站上年线 |
买入 |
8.24824 |
43700.0 |
¥36.1万 |
|
| 2020-10-29 |
跌破年线 |
卖出 |
7.71228 |
43700.0 |
¥33.7万 |
|
| 2020-11-18 |
站上年线 |
买入 |
8.06806 |
41600.0 |
¥33.6万 |
|
| 2020-12-11 |
跌破年线 |
卖出 |
8.06193 |
41600.0 |
¥33.5万 |
|
| 2020-12-16 |
站上年线 |
买入 |
8.09809 |
41400.0 |
¥33.5万 |
|
| 2020-12-17 |
跌破年线 |
卖出 |
8.03196 |
41400.0 |
¥33.2万 |
|
| 2021-01-04 |
站上年线 |
买入 |
8.03803 |
41200.0 |
¥33.1万 |
|
| 2021-01-06 |
跌破年线 |
卖出 |
7.932060000000001 |
41200.0 |
¥32.7万 |
|
| 2021-01-13 |
站上年线 |
买入 |
8.018009999999999 |
40800.0 |
¥32.7万 |
|
| 2021-01-15 |
跌破年线 |
卖出 |
8.07192 |
40800.0 |
¥32.9万 |
|
| 2021-07-29 |
站上年线 |
买入 |
9.189179999999999 |
35900.0 |
¥33.0万 |
|
| 2021-07-30 |
跌破年线 |
卖出 |
8.90109 |
35900.0 |
¥31.9万 |
|
| 2021-08-11 |
站上年线 |
买入 |
9.13913 |
34900.0 |
¥31.9万 |
|
| 2021-08-20 |
跌破年线 |
卖出 |
9.07092 |
34900.0 |
¥31.6万 |
|
| 2021-08-23 |
站上年线 |
买入 |
9.109099999999998 |
34600.0 |
¥31.5万 |
|
| 2021-08-31 |
跌破年线 |
卖出 |
8.97 |
34600.0 |
¥31.0万 |
|
| 2021-09-01 |
站上年线 |
买入 |
9.4094 |
33200.0 |
¥31.2万 |
|
| 2021-09-23 |
跌破年线 |
卖出 |
9.0909 |
33200.0 |
¥30.2万 |
|
| 2021-09-30 |
站上年线 |
买入 |
9.11 |
32900.0 |
¥30.0万 |
|
| 2021-10-08 |
跌破年线 |
卖出 |
9.05 |
32900.0 |
¥29.8万 |
|
| 2021-10-11 |
站上年线 |
买入 |
9.209199999999997 |
32500.0 |
¥29.9万 |
|
| 2021-11-23 |
跌破年线 |
卖出 |
9.260729999999999 |
32500.0 |
¥30.1万 |
|
| 2022-01-12 |
站上年线 |
买入 |
9.619609999999998 |
31300.0 |
¥30.1万 |
|
| 2022-03-16 |
跌破年线 |
卖出 |
9.57042 |
31300.0 |
¥29.9万 |
|
| 2022-07-18 |
站上年线 |
买入 |
10.009999999999998 |
29800.0 |
¥29.8万 |
|
| 2022-10-25 |
跌破年线 |
卖出 |
10.17 |
29800.0 |
¥30.3万 |
|
| 2022-10-31 |
站上年线 |
买入 |
10.22021 |
29500.0 |
¥30.2万 |
|
| 2022-11-03 |
跌破年线 |
卖出 |
9.86013 |
29500.0 |
¥29.1万 |
|
| 2022-11-30 |
站上年线 |
买入 |
10.360349999999999 |
28300.0 |
¥29.3万 |
|
| 2022-12-02 |
跌破年线 |
卖出 |
10.179810000000002 |
28300.0 |
¥28.8万 |
|
| 2022-12-06 |
站上年线 |
买入 |
10.37036 |
27800.0 |
¥28.8万 |
|
| 2022-12-08 |
跌破年线 |
卖出 |
10.23 |
27800.0 |
¥28.4万 |
|
| 2022-12-09 |
站上年线 |
买入 |
10.320310000000001 |
27400.0 |
¥28.3万 |
|
| 2022-12-13 |
跌破年线 |
卖出 |
10.12 |
27400.0 |
¥27.7万 |
|
| 2022-12-29 |
站上年线 |
买入 |
10.370359999999998 |
26700.0 |
¥27.7万 |
|
| 2022-12-30 |
跌破年线 |
卖出 |
10.35963 |
26700.0 |
¥27.7万 |
|
| 2023-01-03 |
站上年线 |
买入 |
10.46045 |
26600.0 |
¥27.8万 |
|
| 2023-02-01 |
跌破年线 |
卖出 |
10.40958 |
26600.0 |
¥27.7万 |
|
| 2024-02-06 |
站上年线 |
买入 |
8.438429999999999 |
32700.0 |
¥27.6万 |
|
| 2024-02-07 |
跌破年线 |
卖出 |
8.40159 |
32700.0 |
¥27.5万 |
|
| 2024-02-20 |
站上年线 |
买入 |
8.4084 |
32700.0 |
¥27.5万 |
|
| 2025-09-18 |
跌破年线 |
卖出 |
10.63935 |
32700.0 |
¥34.8万 |
|
| 2025-09-24 |
站上年线 |
买入 |
10.89088 |
31600.0 |
¥34.4万 |
|
| 2025-10-13 |
跌破年线 |
卖出 |
10.799190000000001 |
31600.0 |
¥34.1万 |
|
| 2025-10-14 |
站上年线 |
买入 |
11.24123 |
30600.0 |
¥34.4万 |
|
| 2026-01-09 |
跌破年线 |
卖出 |
10.92906 |
30600.0 |
¥33.4万 |
|
| 2026-02-06 |
站上年线 |
买入 |
11.181169999999998 |
29900.0 |
¥33.4万 |
|
| 2026-02-26 |
跌破年线 |
卖出 |
11.03895 |
29900.0 |
¥33.0万 |
|
| 2026-02-27 |
站上年线 |
买入 |
11.2112 |
29400.0 |
¥33.0万 |
|
| 2026-03-10 |
跌破年线 |
卖出 |
11.06892 |
29400.0 |
¥32.5万 |
|
| 2026-03-13 |
站上年线 |
买入 |
11.181169999999998 |
29100.0 |
¥32.5万 |
|
| 2026-03-24 |
跌破年线 |
卖出 |
10.93 |
29100.0 |
¥31.8万 |
|
| 2026-03-27 |
站上年线 |
买入 |
11.211199999999998 |
28200.0 |
¥31.6万 |
|
| 2026-04-07 |
跌破年线 |
卖出 |
11.15883 |
28200.0 |
¥31.5万 |
|
| 2026-04-21 |
站上年线 |
买入 |
11.291279999999999 |
28000.0 |
¥31.6万 |
|
| 2026-05-13 |
跌破年线 |
卖出 |
11.188799999999999 |
28000.0 |
¥31.3万 |
|
| 2026-06-09 |
站上年线 |
买入 |
11.321309999999999 |
27500.0 |
¥31.1万 |
|
| 2026-06-17 |
跌破年线 |
卖出 |
11.17881 |
27500.0 |
¥30.7万 |
|
| 2026-07-21 |
站上年线 |
买入 |
11.261249999999999 |
27400.0 |
¥30.9万 |
|
| 2026-07-22 |
跌破年线 |
卖出 |
11.01897 |
27400.0 |
¥30.2万 |
|
| 2026-08-18 |
站上年线 |
买入 |
11.301289999999998 |
26800.0 |
¥30.3万 |
|
| 2026-11-13 |
强平 |
卖出 |
12.81 |
26800 |
¥34.3万 |
回测结束强平 |