601390 中国中铁 — 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: ¥48.4万
策略: 年线突破
K线 & 交易信号（策略收益 -51.60%）
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 30 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 |
2016-10-19 |
2016-10-31 |
8.651234592 |
8.34165 |
¥-3.6万 |
-3.61% |
跌破年线 |
| 2 |
2016-11-02 |
2016-11-03 |
8.592577 |
8.42157 |
¥-1.9万 |
-2.02% |
跌破年线 |
| 3 |
2016-11-04 |
2017-08-10 |
8.81144264 |
8.57142 |
¥-2.6万 |
-2.75% |
跌破年线 |
| 4 |
2017-08-29 |
2017-08-30 |
8.71131261 |
8.66133 |
¥-5,521 |
-0.60% |
跌破年线 |
| 5 |
2017-10-27 |
2017-11-13 |
9.061767715 |
8.74125 |
¥-3.2万 |
-3.57% |
跌破年线 |
| 6 |
2019-04-10 |
2019-04-11 |
7.5598172649999995 |
7.512479999999999 |
¥-5,743 |
-0.66% |
跌破年线 |
| 7 |
2019-04-17 |
2019-04-18 |
7.529778255999999 |
7.4925 |
¥-4,577 |
-0.52% |
跌破年线 |
| 8 |
2019-04-19 |
2019-04-23 |
7.5498042619999985 |
7.44255 |
¥-1.3万 |
-1.45% |
跌破年线 |
| 9 |
2020-07-24 |
2020-07-27 |
5.757476724999998 |
5.60439 |
¥-2.3万 |
-2.69% |
跌破年线 |
| 10 |
2020-08-05 |
2020-08-06 |
5.737450719 |
5.66433 |
¥-1.1万 |
-1.30% |
跌破年线 |
| 11 |
2020-08-07 |
2020-08-10 |
5.571671 |
5.48451 |
¥-1.3万 |
-1.59% |
跌破年线 |
| 12 |
2020-08-18 |
2020-08-19 |
5.6773727009999995 |
5.62437 |
¥-7,771 |
-0.96% |
跌破年线 |
| 13 |
2020-11-12 |
2020-11-16 |
5.657346694999999 |
5.4945 |
¥-2.3万 |
-2.91% |
跌破年线 |
| 14 |
2020-11-17 |
2020-11-27 |
5.587255674 |
5.544449999999999 |
¥-6,199 |
-0.80% |
跌破年线 |
| 15 |
2021-01-14 |
2021-01-25 |
5.657346695 |
5.4945 |
¥-2.2万 |
-2.91% |
跌破年线 |
| 16 |
2021-05-11 |
2021-05-12 |
5.511653 |
5.46453 |
¥-6,593 |
-0.88% |
跌破年线 |
| 17 |
2021-05-17 |
2021-05-18 |
5.537190659 |
5.53446 |
¥-588 |
-0.08% |
跌破年线 |
| 18 |
2021-08-27 |
2021-10-13 |
5.547203661999999 |
5.46453 |
¥-1.1万 |
-1.52% |
跌破年线 |
| 19 |
2021-12-03 |
2022-03-16 |
5.547203661999999 |
5.62437 |
¥9,941 |
+1.36% |
跌破年线 |
| 20 |
2022-03-21 |
2022-08-01 |
5.847593751999999 |
5.78421 |
¥-8,257 |
-1.11% |
跌破年线 |
| 21 |
2022-12-06 |
2022-12-13 |
6.348243901999998 |
5.97402 |
¥-4.3万 |
-5.92% |
跌破年线 |
| 22 |
2023-02-08 |
2023-02-09 |
6.0178148029999985 |
5.91408 |
¥-1.2万 |
-1.75% |
跌破年线 |
| 23 |
2023-09-25 |
2023-09-27 |
6.858907054999999 |
6.71 |
¥-1.5万 |
-2.20% |
跌破年线 |
| 24 |
2023-09-28 |
2023-10-11 |
6.808842039999998 |
6.223769999999999 |
¥-5.7万 |
-8.62% |
跌破年线 |
| 25 |
2024-04-16 |
2024-04-30 |
7.279453180999999 |
6.7932 |
¥-4.0万 |
-6.71% |
跌破年线 |
| 26 |
2024-05-14 |
2024-05-15 |
6.818855042999999 |
6.763229999999999 |
¥-4,785 |
-0.85% |
跌破年线 |
| 27 |
2024-05-28 |
2024-05-30 |
6.808842039999999 |
6.65334 |
¥-1.3万 |
-2.31% |
跌破年线 |
| 28 |
2026-01-27 |
2026-01-28 |
5.6873857039999995 |
5.604390000000001 |
¥-7,994 |
-1.49% |
跌破年线 |
| 29 |
2026-02-05 |
2026-02-06 |
5.657346694999999 |
5.4945 |
¥-1.6万 |
-2.91% |
跌破年线 |
| 30 |
2026-02-25 |
2026-03-20 |
6.067879818 |
5.58441 |
¥-4.2万 |
-8.00% |
跌破年线 |
逐笔成交记录（共 60 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-10-19 |
站上年线 |
买入 |
8.64864 |
115200.0 |
¥99.7万 |
|
| 2016-10-31 |
跌破年线 |
卖出 |
8.34165 |
115200.0 |
¥96.1万 |
|
| 2016-11-02 |
站上年线 |
买入 |
8.59 |
111800.0 |
¥96.1万 |
|
| 2016-11-03 |
跌破年线 |
卖出 |
8.42157 |
111800.0 |
¥94.1万 |
|
| 2016-11-04 |
站上年线 |
买入 |
8.8088 |
106200.0 |
¥93.6万 |
|
| 2017-08-10 |
跌破年线 |
卖出 |
8.57142 |
106200.0 |
¥91.0万 |
|
| 2017-08-29 |
站上年线 |
买入 |
8.708699999999999 |
105000.0 |
¥91.5万 |
|
| 2017-08-30 |
跌破年线 |
卖出 |
8.66133 |
105000.0 |
¥90.9万 |
|
| 2017-10-27 |
站上年线 |
买入 |
9.05905 |
100200.0 |
¥90.8万 |
|
| 2017-11-13 |
跌破年线 |
卖出 |
8.74125 |
100200.0 |
¥87.6万 |
|
| 2019-04-10 |
站上年线 |
买入 |
7.557549999999999 |
115800.0 |
¥87.5万 |
|
| 2019-04-11 |
跌破年线 |
卖出 |
7.512479999999999 |
115800.0 |
¥87.0万 |
|
| 2019-04-17 |
站上年线 |
买入 |
7.527519999999999 |
115800.0 |
¥87.2万 |
|
| 2019-04-18 |
跌破年线 |
卖出 |
7.4925 |
115800.0 |
¥86.7万 |
|
| 2019-04-19 |
站上年线 |
买入 |
7.547539999999999 |
115300.0 |
¥87.0万 |
|
| 2019-04-23 |
跌破年线 |
卖出 |
7.44255 |
115300.0 |
¥85.8万 |
|
| 2020-07-24 |
站上年线 |
买入 |
5.755749999999999 |
148400.0 |
¥85.4万 |
|
| 2020-07-27 |
跌破年线 |
卖出 |
5.60439 |
148400.0 |
¥83.1万 |
|
| 2020-08-05 |
站上年线 |
买入 |
5.73573 |
144500.0 |
¥82.9万 |
|
| 2020-08-06 |
跌破年线 |
卖出 |
5.66433 |
144500.0 |
¥81.8万 |
|
| 2020-08-07 |
站上年线 |
买入 |
5.57 |
143800.0 |
¥80.1万 |
|
| 2020-08-10 |
跌破年线 |
卖出 |
5.48451 |
143800.0 |
¥78.8万 |
|
| 2020-08-18 |
站上年线 |
买入 |
5.675669999999999 |
142100.0 |
¥80.7万 |
|
| 2020-08-19 |
跌破年线 |
卖出 |
5.62437 |
142100.0 |
¥79.9万 |
|
| 2020-11-12 |
站上年线 |
买入 |
5.65565 |
141000.0 |
¥79.8万 |
|
| 2020-11-16 |
跌破年线 |
卖出 |
5.4945 |
141000.0 |
¥77.4万 |
|
| 2020-11-17 |
站上年线 |
买入 |
5.585579999999999 |
139400.0 |
¥77.9万 |
|
| 2020-11-27 |
跌破年线 |
卖出 |
5.544449999999999 |
139400.0 |
¥77.3万 |
|
| 2021-01-14 |
站上年线 |
买入 |
5.65565 |
136300.0 |
¥77.1万 |
|
| 2021-01-25 |
跌破年线 |
卖出 |
5.4945 |
136300.0 |
¥74.9万 |
|
| 2021-05-11 |
站上年线 |
买入 |
5.51 |
135200.0 |
¥74.5万 |
|
| 2021-05-12 |
跌破年线 |
卖出 |
5.46453 |
135200.0 |
¥73.9万 |
|
| 2021-05-17 |
站上年线 |
买入 |
5.53553 |
133800.0 |
¥74.1万 |
|
| 2021-05-18 |
跌破年线 |
卖出 |
5.53446 |
133800.0 |
¥74.0万 |
|
| 2021-08-27 |
站上年线 |
买入 |
5.545539999999999 |
133500.0 |
¥74.1万 |
|
| 2021-10-13 |
跌破年线 |
卖出 |
5.46453 |
133500.0 |
¥72.9万 |
|
| 2021-12-03 |
站上年线 |
买入 |
5.545539999999999 |
131700.0 |
¥73.1万 |
|
| 2022-03-16 |
跌破年线 |
卖出 |
5.62437 |
131700.0 |
¥74.1万 |
|
| 2022-03-21 |
站上年线 |
买入 |
5.845839999999999 |
126800.0 |
¥74.1万 |
|
| 2022-08-01 |
跌破年线 |
卖出 |
5.78421 |
126800.0 |
¥73.3万 |
|
| 2022-12-06 |
站上年线 |
买入 |
6.346339999999999 |
115200.0 |
¥73.1万 |
|
| 2022-12-13 |
跌破年线 |
卖出 |
5.97402 |
115200.0 |
¥68.8万 |
|
| 2023-02-08 |
站上年线 |
买入 |
6.016009999999999 |
114300.0 |
¥68.8万 |
|
| 2023-02-09 |
跌破年线 |
卖出 |
5.91408 |
114300.0 |
¥67.6万 |
|
| 2023-09-25 |
站上年线 |
买入 |
6.856849999999999 |
98700.0 |
¥67.7万 |
|
| 2023-09-27 |
跌破年线 |
卖出 |
6.71 |
98700.0 |
¥66.2万 |
|
| 2023-09-28 |
站上年线 |
买入 |
6.806799999999999 |
97500.0 |
¥66.4万 |
|
| 2023-10-11 |
跌破年线 |
卖出 |
6.223769999999999 |
97500.0 |
¥60.7万 |
|
| 2024-04-16 |
站上年线 |
买入 |
7.277269999999999 |
82500.0 |
¥60.1万 |
|
| 2024-04-30 |
跌破年线 |
卖出 |
6.7932 |
82500.0 |
¥56.0万 |
|
| 2024-05-14 |
站上年线 |
买入 |
6.8168099999999985 |
83000.0 |
¥56.6万 |
|
| 2024-05-15 |
跌破年线 |
卖出 |
6.763229999999999 |
83000.0 |
¥56.1万 |
|
| 2024-05-28 |
站上年线 |
买入 |
6.806799999999999 |
82400.0 |
¥56.1万 |
|
| 2024-05-30 |
跌破年线 |
卖出 |
6.65334 |
82400.0 |
¥54.8万 |
|
| 2026-01-27 |
站上年线 |
买入 |
5.68568 |
94400.0 |
¥53.7万 |
|
| 2026-01-28 |
跌破年线 |
卖出 |
5.604390000000001 |
94400.0 |
¥52.9万 |
|
| 2026-02-05 |
站上年线 |
买入 |
5.65565 |
94700.0 |
¥53.6万 |
|
| 2026-02-06 |
跌破年线 |
卖出 |
5.4945 |
94700.0 |
¥52.0万 |
|
| 2026-02-25 |
站上年线 |
买入 |
6.066059999999999 |
86600.0 |
¥52.5万 |
|
| 2026-03-20 |
跌破年线 |
卖出 |
5.58441 |
86600.0 |
¥48.3万 |
|