601166 兴业银行 — 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: ¥82.0万
策略: 年线突破
K线 & 交易信号(策略收益 -17.98%)
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 28 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 |
2016-04-27 |
2016-05-09 |
16.201038853999997 |
15.993990000000002 |
¥-1.3万 |
-1.31% |
跌破年线 |
| 2 |
2016-05-19 |
2016-05-25 |
16.040830805999995 |
15.83415 |
¥-1.3万 |
-1.32% |
跌破年线 |
| 3 |
2016-06-01 |
2016-06-07 |
16.241090865999997 |
15.454529999999998 |
¥-4.7万 |
-4.87% |
跌破年线 |
| 4 |
2016-07-18 |
2016-07-20 |
15.540180655999999 |
15.444540000000002 |
¥-5,956 |
-0.65% |
跌破年线 |
| 5 |
2016-07-22 |
2016-08-01 |
15.570219664999996 |
15.354629999999998 |
¥-1.3万 |
-1.41% |
跌破年线 |
| 6 |
2016-08-02 |
2016-08-04 |
15.590245670999998 |
15.45453 |
¥-8,126 |
-0.90% |
跌破年线 |
| 7 |
2016-08-08 |
2017-03-30 |
15.540180655999999 |
16.04394 |
¥2.9万 |
+3.21% |
跌破年线 |
| 8 |
2017-03-31 |
2017-04-13 |
16.130947832999997 |
15.854130000000001 |
¥-1.6万 |
-1.75% |
跌破年线 |
| 9 |
2017-05-26 |
2017-06-15 |
16.641610986 |
15.89409 |
¥-4.1万 |
-4.52% |
跌破年线 |
| 10 |
2017-06-23 |
2018-03-27 |
16.181012848 |
17.06292 |
¥4.7万 |
+5.42% |
跌破年线 |
| 11 |
2018-11-05 |
2018-11-06 |
16.241090865999997 |
16.19379 |
¥-2,910 |
-0.32% |
跌破年线 |
| 12 |
2021-06-23 |
2021-06-30 |
20.086084017999998 |
19.9 |
¥-8,738 |
-0.96% |
跌破年线 |
| 13 |
2021-07-16 |
2021-07-21 |
20.696877201 |
20.039939999999998 |
¥-2.9万 |
-3.20% |
跌破年线 |
| 14 |
2022-01-12 |
2022-01-17 |
21.477891435 |
20.70927 |
¥-3.2万 |
-3.61% |
跌破年线 |
| 15 |
2022-01-19 |
2022-03-10 |
21.327696389999996 |
20.859119999999997 |
¥-1.9万 |
-2.23% |
跌破年线 |
| 16 |
2022-03-11 |
2022-03-15 |
20.566708161999998 |
19.97001 |
¥-2.4万 |
-2.93% |
跌破年线 |
| 17 |
2022-03-21 |
2022-03-22 |
20.706890204 |
20.26971 |
¥-1.7万 |
-2.14% |
跌破年线 |
| 18 |
2022-03-23 |
2022-03-24 |
20.766968221999996 |
19.560419999999997 |
¥-4.6万 |
-5.84% |
跌破年线 |
| 19 |
2022-04-01 |
2022-05-09 |
20.586734167999996 |
19.82016 |
¥-2.8万 |
-3.75% |
跌破年线 |
| 20 |
2022-06-10 |
2022-06-14 |
20.146162036 |
19.77021 |
¥-1.3万 |
-1.90% |
跌破年线 |
| 21 |
2022-06-15 |
2022-06-17 |
20.276331074999995 |
19.25073 |
¥-3.5万 |
-5.09% |
跌破年线 |
| 22 |
2022-07-01 |
2022-07-05 |
19.945901976000002 |
19.67031 |
¥-9,346 |
-1.41% |
跌破年线 |
| 23 |
2024-02-19 |
2024-04-01 |
16.110921827 |
15.7842 |
¥-1.3万 |
-2.06% |
跌破年线 |
| 24 |
2024-04-17 |
2024-09-10 |
15.930687772999997 |
15.984 |
¥1,946 |
+0.30% |
跌破年线 |
| 25 |
2024-09-23 |
2025-09-17 |
16.241090865999997 |
20.68929 |
¥17.5万 |
+27.35% |
跌破年线 |
| 26 |
2025-11-26 |
2025-11-27 |
21.467878432 |
21.21876 |
¥-9,734 |
-1.19% |
跌破年线 |
| 27 |
2025-11-28 |
2025-12-01 |
21.366408 |
20.90907 |
¥-1.7万 |
-2.17% |
跌破年线 |
| 28 |
2026-10-28 |
2026-11-13 |
19.124835729999997 |
19.83 |
¥2.9万 |
+3.66% |
强平 |
逐笔成交记录(共 56 笔)
| 日期 | 操作 | 方向 | 价格 | 数量(股) | 金额 | 备注 |
| 2016-04-27 |
站上年线 |
买入 |
16.19618 |
61600.0 |
¥99.8万 |
|
| 2016-05-09 |
跌破年线 |
卖出 |
15.993990000000002 |
61600.0 |
¥98.5万 |
|
| 2016-05-19 |
站上年线 |
买入 |
16.036019999999997 |
61200.0 |
¥98.2万 |
|
| 2016-05-25 |
跌破年线 |
卖出 |
15.83415 |
61200.0 |
¥96.9万 |
|
| 2016-06-01 |
站上年线 |
买入 |
16.236219999999996 |
59900.0 |
¥97.3万 |
|
| 2016-06-07 |
跌破年线 |
卖出 |
15.454529999999998 |
59900.0 |
¥92.5万 |
|
| 2016-07-18 |
站上年线 |
买入 |
15.535519999999998 |
59400.0 |
¥92.3万 |
|
| 2016-07-20 |
跌破年线 |
卖出 |
15.444540000000002 |
59400.0 |
¥91.7万 |
|
| 2016-07-22 |
站上年线 |
买入 |
15.565549999999998 |
58800.0 |
¥91.6万 |
|
| 2016-08-01 |
跌破年线 |
卖出 |
15.354629999999998 |
58800.0 |
¥90.3万 |
|
| 2016-08-02 |
站上年线 |
买入 |
15.585569999999999 |
57900.0 |
¥90.3万 |
|
| 2016-08-04 |
跌破年线 |
卖出 |
15.45453 |
57900.0 |
¥89.5万 |
|
| 2016-08-08 |
站上年线 |
买入 |
15.535519999999998 |
57800.0 |
¥89.8万 |
|
| 2017-03-30 |
跌破年线 |
卖出 |
16.04394 |
57800.0 |
¥92.7万 |
|
| 2017-03-31 |
站上年线 |
买入 |
16.126109999999997 |
57400.0 |
¥92.6万 |
|
| 2017-04-13 |
跌破年线 |
卖出 |
15.854130000000001 |
57400.0 |
¥91.0万 |
|
| 2017-05-26 |
站上年线 |
买入 |
16.63662 |
54800.0 |
¥91.2万 |
|
| 2017-06-15 |
跌破年线 |
卖出 |
15.89409 |
54800.0 |
¥87.1万 |
|
| 2017-06-23 |
站上年线 |
买入 |
16.17616 |
53600.0 |
¥86.7万 |
|
| 2018-03-27 |
跌破年线 |
卖出 |
17.06292 |
53600.0 |
¥91.4万 |
|
| 2018-11-05 |
站上年线 |
买入 |
16.236219999999996 |
55800.0 |
¥90.6万 |
|
| 2018-11-06 |
跌破年线 |
卖出 |
16.19379 |
55800.0 |
¥90.3万 |
|
| 2021-06-23 |
站上年线 |
买入 |
20.080059999999996 |
45500.0 |
¥91.4万 |
|
| 2021-06-30 |
跌破年线 |
卖出 |
19.9 |
45500.0 |
¥90.5万 |
|
| 2021-07-16 |
站上年线 |
买入 |
20.69067 |
43400.0 |
¥89.8万 |
|
| 2021-07-21 |
跌破年线 |
卖出 |
20.039939999999998 |
43400.0 |
¥86.9万 |
|
| 2022-01-12 |
站上年线 |
买入 |
21.471449999999997 |
40800.0 |
¥87.6万 |
|
| 2022-01-17 |
跌破年线 |
卖出 |
20.70927 |
40800.0 |
¥84.5万 |
|
| 2022-01-19 |
站上年线 |
买入 |
21.321299999999997 |
39500.0 |
¥84.2万 |
|
| 2022-03-10 |
跌破年线 |
卖出 |
20.859119999999997 |
39500.0 |
¥82.4万 |
|
| 2022-03-11 |
站上年线 |
买入 |
20.560539999999996 |
39800.0 |
¥81.9万 |
|
| 2022-03-15 |
跌破年线 |
卖出 |
19.97001 |
39800.0 |
¥79.5万 |
|
| 2022-03-21 |
站上年线 |
买入 |
20.70068 |
38500.0 |
¥79.7万 |
|
| 2022-03-22 |
跌破年线 |
卖出 |
20.26971 |
38500.0 |
¥78.0万 |
|
| 2022-03-23 |
站上年线 |
买入 |
20.760739999999995 |
37600.0 |
¥78.1万 |
|
| 2022-03-24 |
跌破年线 |
卖出 |
19.560419999999997 |
37600.0 |
¥73.5万 |
|
| 2022-04-01 |
站上年线 |
买入 |
20.580559999999995 |
35700.0 |
¥73.5万 |
|
| 2022-05-09 |
跌破年线 |
卖出 |
19.82016 |
35700.0 |
¥70.7万 |
|
| 2022-06-10 |
站上年线 |
买入 |
20.14012 |
35100.0 |
¥70.7万 |
|
| 2022-06-14 |
跌破年线 |
卖出 |
19.77021 |
35100.0 |
¥69.4万 |
|
| 2022-06-15 |
站上年线 |
买入 |
20.270249999999997 |
34400.0 |
¥69.8万 |
|
| 2022-06-17 |
跌破年线 |
卖出 |
19.25073 |
34400.0 |
¥66.2万 |
|
| 2022-07-01 |
站上年线 |
买入 |
19.93992 |
33200.0 |
¥66.2万 |
|
| 2022-07-05 |
跌破年线 |
卖出 |
19.67031 |
33200.0 |
¥65.3万 |
|
| 2024-02-19 |
站上年线 |
买入 |
16.10609 |
40600.0 |
¥65.4万 |
|
| 2024-04-01 |
跌破年线 |
卖出 |
15.7842 |
40600.0 |
¥64.1万 |
|
| 2024-04-17 |
站上年线 |
买入 |
15.925909999999998 |
40100.0 |
¥63.9万 |
|
| 2024-09-10 |
跌破年线 |
卖出 |
15.984 |
40100.0 |
¥64.1万 |
|
| 2024-09-23 |
站上年线 |
买入 |
16.236219999999996 |
39400.0 |
¥64.0万 |
|
| 2025-09-17 |
跌破年线 |
卖出 |
20.68929 |
39400.0 |
¥81.5万 |
|
| 2025-11-26 |
站上年线 |
买入 |
21.46144 |
38100.0 |
¥81.8万 |
|
| 2025-11-27 |
跌破年线 |
卖出 |
21.21876 |
38100.0 |
¥80.8万 |
|
| 2025-11-28 |
站上年线 |
买入 |
21.36 |
37600.0 |
¥80.3万 |
|
| 2025-12-01 |
跌破年线 |
卖出 |
20.90907 |
37600.0 |
¥78.6万 |
|
| 2026-10-28 |
站上年线 |
买入 |
19.1191 |
41200.0 |
¥78.8万 |
|
| 2026-11-13 |
强平 |
卖出 |
19.83 |
41200 |
¥81.7万 |
回测结束强平 |