601088 中国神华 — 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: ¥1.55M
策略: 年线突破
K线 & 交易信号（策略收益 +54.88%）
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 26 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 |
2016-07-18 |
2016-07-19 |
15.179712548 |
14.8851 |
¥-1.9万 |
-1.97% |
跌破年线 |
| 2 |
2016-08-02 |
2018-04-04 |
14.929387472999998 |
20.36961 |
¥35.5万 |
+36.40% |
跌破年线 |
| 3 |
2018-04-25 |
2018-04-26 |
20.967228282 |
20.769209999999998 |
¥-1.3万 |
-0.97% |
跌破年线 |
| 4 |
2018-05-09 |
2018-05-17 |
21.207540353999995 |
21.16 |
¥-3,357 |
-0.25% |
跌破年线 |
| 5 |
2018-05-18 |
2018-05-24 |
21.327696389999996 |
20.24973 |
¥-6.7万 |
-5.08% |
跌破年线 |
| 6 |
2019-02-26 |
2019-03-27 |
20.52665615 |
19.470509999999997 |
¥-6.4万 |
-5.17% |
跌破年线 |
| 7 |
2019-05-06 |
2019-05-07 |
19.22496576 |
19.06092 |
¥-1.0万 |
-0.88% |
跌破年线 |
| 8 |
2019-06-12 |
2019-07-09 |
19.375160805 |
19.090889999999998 |
¥-1.8万 |
-1.50% |
跌破年线 |
| 9 |
2019-09-03 |
2019-09-24 |
19.375160805 |
19.2807 |
¥-5,985 |
-0.52% |
跌破年线 |
| 10 |
2020-10-13 |
2020-10-30 |
16.721715009999997 |
16.50348 |
¥-1.5万 |
-1.33% |
跌破年线 |
| 11 |
2020-11-02 |
2021-02-08 |
16.671649995 |
16.37361 |
¥-2.1万 |
-1.82% |
跌破年线 |
| 12 |
2021-08-27 |
2021-08-30 |
17.993366390999995 |
18.2817 |
¥1.7万 |
+1.57% |
跌破年线 |
| 13 |
2021-08-31 |
2021-11-11 |
18.814432637 |
19.00098 |
¥1.1万 |
+0.96% |
跌破年线 |
| 14 |
2021-11-12 |
2021-11-15 |
19.164887741999994 |
19.0809 |
¥-5,329 |
-0.47% |
跌破年线 |
| 15 |
2022-11-23 |
2022-12-13 |
28.627175577 |
28.551419999999997 |
¥-3,356 |
-0.29% |
跌破年线 |
| 16 |
2022-12-15 |
2022-12-16 |
28.747331612999997 |
28.38159 |
¥-1.5万 |
-1.30% |
跌破年线 |
| 17 |
2023-05-08 |
2023-05-29 |
29.918852963999996 |
29.270700000000005 |
¥-2.5万 |
-2.20% |
跌破年线 |
| 18 |
2023-06-13 |
2023-07-06 |
29.788683925 |
28.65132 |
¥-4.2万 |
-3.85% |
跌破年线 |
| 19 |
2023-09-05 |
2024-09-12 |
29.438228819999996 |
36.89307 |
¥26.4万 |
+25.29% |
跌破年线 |
| 20 |
2024-09-13 |
2025-01-10 |
37.54876125 |
39.4605 |
¥6.6万 |
+5.06% |
跌破年线 |
| 21 |
2025-05-23 |
2025-05-26 |
40.332376083999996 |
39.6603 |
¥-2.3万 |
-1.70% |
跌破年线 |
| 22 |
2025-06-26 |
2025-06-30 |
40.202207044999994 |
39.89007 |
¥-1.1万 |
-0.81% |
跌破年线 |
| 23 |
2025-07-01 |
2025-07-08 |
40.60272716499999 |
37.71225 |
¥-9.6万 |
-7.15% |
跌破年线 |
| 24 |
2025-10-10 |
2026-06-18 |
39.481270828999996 |
41.83812 |
¥7.4万 |
+5.94% |
跌破年线 |
| 25 |
2026-07-09 |
2026-07-10 |
42.0546126 |
41.84811 |
¥-6,856 |
-0.52% |
跌破年线 |
| 26 |
2026-07-14 |
2026-11-13 |
42.715470798 |
50.0 |
¥22.5万 |
+17.02% |
强平 |
逐笔成交记录（共 52 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-07-18 |
站上年线 |
买入 |
15.175159999999998 |
65200.0 |
¥99.0万 |
|
| 2016-07-19 |
跌破年线 |
卖出 |
14.8851 |
65200.0 |
¥97.0万 |
|
| 2016-08-02 |
站上年线 |
买入 |
14.924909999999999 |
65300.0 |
¥97.5万 |
|
| 2018-04-04 |
跌破年线 |
卖出 |
20.36961 |
65300.0 |
¥1.33M |
|
| 2018-04-25 |
站上年线 |
买入 |
20.960939999999997 |
62900.0 |
¥1.32M |
|
| 2018-04-26 |
跌破年线 |
卖出 |
20.769209999999998 |
62900.0 |
¥1.31M |
|
| 2018-05-09 |
站上年线 |
买入 |
21.201179999999997 |
62300.0 |
¥1.32M |
|
| 2018-05-17 |
跌破年线 |
卖出 |
21.16 |
62300.0 |
¥1.32M |
|
| 2018-05-18 |
站上年线 |
买入 |
21.321299999999997 |
61700.0 |
¥1.32M |
|
| 2018-05-24 |
跌破年线 |
卖出 |
20.24973 |
61700.0 |
¥1.25M |
|
| 2019-02-26 |
站上年线 |
买入 |
20.5205 |
60500.0 |
¥1.24M |
|
| 2019-03-27 |
跌破年线 |
卖出 |
19.470509999999997 |
60500.0 |
¥1.18M |
|
| 2019-05-06 |
站上年线 |
买入 |
19.219199999999997 |
60100.0 |
¥1.16M |
|
| 2019-05-07 |
跌破年线 |
卖出 |
19.06092 |
60100.0 |
¥1.15M |
|
| 2019-06-12 |
站上年线 |
买入 |
19.36935 |
60600.0 |
¥1.17M |
|
| 2019-07-09 |
跌破年线 |
卖出 |
19.090889999999998 |
60600.0 |
¥1.16M |
|
| 2019-09-03 |
站上年线 |
买入 |
19.36935 |
59700.0 |
¥1.16M |
|
| 2019-09-24 |
跌破年线 |
卖出 |
19.2807 |
59700.0 |
¥1.15M |
|
| 2020-10-13 |
站上年线 |
买入 |
16.716699999999996 |
68700.0 |
¥1.15M |
|
| 2020-10-30 |
跌破年线 |
卖出 |
16.50348 |
68700.0 |
¥1.13M |
|
| 2020-11-02 |
站上年线 |
买入 |
16.666649999999997 |
68100.0 |
¥1.14M |
|
| 2021-02-08 |
跌破年线 |
卖出 |
16.37361 |
68100.0 |
¥1.11M |
|
| 2021-08-27 |
站上年线 |
买入 |
17.987969999999994 |
61100.0 |
¥1.10M |
|
| 2021-08-30 |
跌破年线 |
卖出 |
18.2817 |
61100.0 |
¥1.12M |
|
| 2021-08-31 |
站上年线 |
买入 |
18.80879 |
59700.0 |
¥1.12M |
|
| 2021-11-11 |
跌破年线 |
卖出 |
19.00098 |
59700.0 |
¥1.13M |
|
| 2021-11-12 |
站上年线 |
买入 |
19.159139999999997 |
59400.0 |
¥1.14M |
|
| 2021-11-15 |
跌破年线 |
卖出 |
19.0809 |
59400.0 |
¥1.13M |
|
| 2022-11-23 |
站上年线 |
买入 |
28.61859 |
39800.0 |
¥1.14M |
|
| 2022-12-13 |
跌破年线 |
卖出 |
28.551419999999997 |
39800.0 |
¥1.14M |
|
| 2022-12-15 |
站上年线 |
买入 |
28.738709999999998 |
39300.0 |
¥1.13M |
|
| 2022-12-16 |
跌破年线 |
卖出 |
28.38159 |
39300.0 |
¥1.12M |
|
| 2023-05-08 |
站上年线 |
买入 |
29.909879999999998 |
37400.0 |
¥1.12M |
|
| 2023-05-29 |
跌破年线 |
卖出 |
29.270700000000005 |
37400.0 |
¥1.09M |
|
| 2023-06-13 |
站上年线 |
买入 |
29.77975 |
36700.0 |
¥1.09M |
|
| 2023-07-06 |
跌破年线 |
卖出 |
28.65132 |
36700.0 |
¥1.05M |
|
| 2023-09-05 |
站上年线 |
买入 |
29.429399999999994 |
35500.0 |
¥1.05M |
|
| 2024-09-12 |
跌破年线 |
卖出 |
36.89307 |
35500.0 |
¥1.31M |
|
| 2024-09-13 |
站上年线 |
买入 |
37.537499999999994 |
34900.0 |
¥1.31M |
|
| 2025-01-10 |
跌破年线 |
卖出 |
39.4605 |
34900.0 |
¥1.38M |
|
| 2025-05-23 |
站上年线 |
买入 |
40.32028 |
34200.0 |
¥1.38M |
|
| 2025-05-26 |
跌破年线 |
卖出 |
39.6603 |
34200.0 |
¥1.36M |
|
| 2025-06-26 |
站上年线 |
买入 |
40.190149999999996 |
33800.0 |
¥1.36M |
|
| 2025-06-30 |
跌破年线 |
卖出 |
39.89007 |
33800.0 |
¥1.35M |
|
| 2025-07-01 |
站上年线 |
买入 |
40.59054999999999 |
33200.0 |
¥1.35M |
|
| 2025-07-08 |
跌破年线 |
卖出 |
37.71225 |
33200.0 |
¥1.25M |
|
| 2025-10-10 |
站上年线 |
买入 |
39.469429999999996 |
31700.0 |
¥1.25M |
|
| 2026-06-18 |
跌破年线 |
卖出 |
41.83812 |
31700.0 |
¥1.33M |
|
| 2026-07-09 |
站上年线 |
买入 |
42.041999999999994 |
31300.0 |
¥1.32M |
|
| 2026-07-10 |
跌破年线 |
卖出 |
41.84811 |
31300.0 |
¥1.31M |
|
| 2026-07-14 |
站上年线 |
买入 |
42.702659999999995 |
30900.0 |
¥1.32M |
|
| 2026-11-13 |
强平 |
卖出 |
50.0 |
30900 |
¥1.54M |
回测结束强平 |