601601 中国太保 — 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: ¥1.22M
策略: 年线突破
K线 & 交易信号（策略收益 +21.51%）
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 29 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 |
2016-04-21 |
2016-05-09 |
27.185303144999995 |
26.10387 |
¥-4.0万 |
-4.01% |
跌破年线 |
| 2 |
2016-05-19 |
2016-05-25 |
26.834848039999997 |
26.74323 |
¥-3,537 |
-0.37% |
跌破年线 |
| 3 |
2016-05-26 |
2017-02-24 |
26.624574976999998 |
27.322650000000003 |
¥2.5万 |
+2.59% |
跌破年线 |
| 4 |
2017-03-14 |
2017-03-20 |
27.826135336999997 |
27.622349999999997 |
¥-7,444 |
-0.76% |
跌破年线 |
| 5 |
2017-05-12 |
2017-05-19 |
27.936278369999993 |
27.75222 |
¥-6,656 |
-0.69% |
跌破年线 |
| 6 |
2017-05-23 |
2018-03-28 |
28.687253594999994 |
35.484480000000005 |
¥22.8万 |
+23.66% |
跌破年线 |
| 7 |
2018-10-26 |
2018-10-29 |
36.60753896799999 |
36.14382 |
¥-1.5万 |
-1.30% |
跌破年线 |
| 8 |
2019-03-19 |
2019-03-21 |
33.493495034999995 |
32.68728 |
¥-2.9万 |
-2.44% |
跌破年线 |
| 9 |
2019-05-13 |
2019-05-14 |
33.213130951000004 |
32.49747 |
¥-2.5万 |
-2.18% |
跌破年线 |
| 10 |
2019-05-16 |
2019-05-20 |
33.353312992999996 |
32.45751 |
¥-3.0万 |
-2.71% |
跌破年线 |
| 11 |
2019-05-27 |
2019-11-29 |
32.84264983999999 |
34.4655 |
¥5.4万 |
+4.91% |
跌破年线 |
| 12 |
2019-12-03 |
2019-12-04 |
34.34460028999999 |
34.11585 |
¥-7,934 |
-0.70% |
跌破年线 |
| 13 |
2019-12-06 |
2020-02-04 |
34.83523743699999 |
32.967 |
¥-6.1万 |
-5.39% |
跌破年线 |
| 14 |
2020-08-18 |
2020-08-20 |
33.493495034999995 |
31.75821 |
¥-5.6万 |
-5.21% |
跌破年线 |
| 15 |
2020-09-22 |
2020-09-23 |
32.24186966 |
31.5684 |
¥-2.1万 |
-2.12% |
跌破年线 |
| 16 |
2020-10-13 |
2020-11-02 |
32.982831882 |
31.968 |
¥-3.1万 |
-3.11% |
跌破年线 |
| 17 |
2020-11-06 |
2020-11-09 |
32.352012693 |
32.417550000000006 |
¥1,674 |
+0.17% |
跌破年线 |
| 18 |
2020-11-17 |
2021-04-22 |
32.402077708 |
34.225739999999995 |
¥5.4万 |
+5.60% |
跌破年线 |
| 19 |
2021-05-19 |
2021-05-20 |
34.134327227 |
33.736230000000006 |
¥-1.2万 |
-1.20% |
跌破年线 |
| 20 |
2021-05-21 |
2021-05-24 |
34.57489935899999 |
33.48648 |
¥-3.2万 |
-3.18% |
跌破年线 |
| 21 |
2021-05-26 |
2021-06-02 |
35.64629067999999 |
33.24672 |
¥-6.7万 |
-6.76% |
跌破年线 |
| 22 |
2022-11-23 |
2022-11-25 |
23.43042702 |
23.13684 |
¥-1.2万 |
-1.28% |
跌破年线 |
| 23 |
2022-11-28 |
2023-11-03 |
23.53055705 |
27.18279 |
¥13.8万 |
+15.49% |
跌破年线 |
| 24 |
2024-05-07 |
2024-05-09 |
26.83484804 |
26.51346 |
¥-1.3万 |
-1.23% |
跌破年线 |
| 25 |
2024-05-10 |
2025-04-08 |
26.854874046 |
29.220750000000002 |
¥9.1万 |
+8.78% |
跌破年线 |
| 26 |
2025-05-09 |
2025-11-24 |
31.791284524999995 |
34.75521 |
¥10.4万 |
+9.29% |
跌破年线 |
| 27 |
2025-11-28 |
2026-03-27 |
35.085562511999996 |
37.21275 |
¥7.4万 |
+6.03% |
跌破年线 |
| 28 |
2026-04-02 |
2026-04-08 |
38.249671459999995 |
37.99 |
¥-9,162 |
-0.71% |
跌破年线 |
| 29 |
2026-04-09 |
2026-04-20 |
39.51185 |
37.192769999999996 |
¥-7.5万 |
-5.90% |
跌破年线 |
逐笔成交记录（共 58 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-04-21 |
站上年线 |
买入 |
27.177149999999994 |
36300.0 |
¥98.7万 |
|
| 2016-05-09 |
跌破年线 |
卖出 |
26.10387 |
36300.0 |
¥94.7万 |
|
| 2016-05-19 |
站上年线 |
买入 |
26.8268 |
35500.0 |
¥95.3万 |
|
| 2016-05-25 |
跌破年线 |
卖出 |
26.74323 |
35500.0 |
¥94.9万 |
|
| 2016-05-26 |
站上年线 |
买入 |
26.61659 |
35800.0 |
¥95.3万 |
|
| 2017-02-24 |
跌破年线 |
卖出 |
27.322650000000003 |
35800.0 |
¥97.8万 |
|
| 2017-03-14 |
站上年线 |
买入 |
27.817789999999995 |
35100.0 |
¥97.7万 |
|
| 2017-03-20 |
跌破年线 |
卖出 |
27.622349999999997 |
35100.0 |
¥96.9万 |
|
| 2017-05-12 |
站上年线 |
买入 |
27.927899999999994 |
34600.0 |
¥96.7万 |
|
| 2017-05-19 |
跌破年线 |
卖出 |
27.75222 |
34600.0 |
¥96.0万 |
|
| 2017-05-23 |
站上年线 |
买入 |
28.678649999999994 |
33600.0 |
¥96.4万 |
|
| 2018-03-28 |
跌破年线 |
卖出 |
35.484480000000005 |
33600.0 |
¥1.19M |
|
| 2018-10-26 |
站上年线 |
买入 |
36.59656 |
32200.0 |
¥1.18M |
|
| 2018-10-29 |
跌破年线 |
卖出 |
36.14382 |
32200.0 |
¥1.16M |
|
| 2019-03-19 |
站上年线 |
买入 |
33.48345 |
35100.0 |
¥1.18M |
|
| 2019-03-21 |
跌破年线 |
卖出 |
32.68728 |
35100.0 |
¥1.15M |
|
| 2019-05-13 |
站上年线 |
买入 |
33.20317 |
34000.0 |
¥1.13M |
|
| 2019-05-14 |
跌破年线 |
卖出 |
32.49747 |
34000.0 |
¥1.10M |
|
| 2019-05-16 |
站上年线 |
买入 |
33.343309999999995 |
33400.0 |
¥1.11M |
|
| 2019-05-20 |
跌破年线 |
卖出 |
32.45751 |
33400.0 |
¥1.08M |
|
| 2019-05-27 |
站上年线 |
买入 |
32.83279999999999 |
33200.0 |
¥1.09M |
|
| 2019-11-29 |
跌破年线 |
卖出 |
34.4655 |
33200.0 |
¥1.14M |
|
| 2019-12-03 |
站上年线 |
买入 |
34.33429999999999 |
33200.0 |
¥1.14M |
|
| 2019-12-04 |
跌破年线 |
卖出 |
34.11585 |
33200.0 |
¥1.13M |
|
| 2019-12-06 |
站上年线 |
买入 |
34.82478999999999 |
32700.0 |
¥1.14M |
|
| 2020-02-04 |
跌破年线 |
卖出 |
32.967 |
32700.0 |
¥1.08M |
|
| 2020-08-18 |
站上年线 |
买入 |
33.48345 |
31900.0 |
¥1.07M |
|
| 2020-08-20 |
跌破年线 |
卖出 |
31.75821 |
31900.0 |
¥1.01M |
|
| 2020-09-22 |
站上年线 |
买入 |
32.2322 |
31300.0 |
¥1.01M |
|
| 2020-09-23 |
跌破年线 |
卖出 |
31.5684 |
31300.0 |
¥98.8万 |
|
| 2020-10-13 |
站上年线 |
买入 |
32.972939999999994 |
30100.0 |
¥99.3万 |
|
| 2020-11-02 |
跌破年线 |
卖出 |
31.968 |
30100.0 |
¥96.2万 |
|
| 2020-11-06 |
站上年线 |
买入 |
32.34231 |
30000.0 |
¥97.1万 |
|
| 2020-11-09 |
跌破年线 |
卖出 |
32.417550000000006 |
30000.0 |
¥97.2万 |
|
| 2020-11-17 |
站上年线 |
买入 |
32.39236 |
30000.0 |
¥97.2万 |
|
| 2021-04-22 |
跌破年线 |
卖出 |
34.225739999999995 |
30000.0 |
¥1.03M |
|
| 2021-05-19 |
站上年线 |
买入 |
34.12409 |
29900.0 |
¥1.02M |
|
| 2021-05-20 |
跌破年线 |
卖出 |
33.736230000000006 |
29900.0 |
¥1.01M |
|
| 2021-05-21 |
站上年线 |
买入 |
34.56453 |
29400.0 |
¥1.02M |
|
| 2021-05-24 |
跌破年线 |
卖出 |
33.48648 |
29400.0 |
¥98.4万 |
|
| 2021-05-26 |
站上年线 |
买入 |
35.6356 |
27600.0 |
¥98.4万 |
|
| 2021-06-02 |
跌破年线 |
卖出 |
33.24672 |
27600.0 |
¥91.7万 |
|
| 2022-11-23 |
站上年线 |
买入 |
23.423399999999997 |
38900.0 |
¥91.1万 |
|
| 2022-11-25 |
跌破年线 |
卖出 |
23.13684 |
38900.0 |
¥90.0万 |
|
| 2022-11-28 |
站上年线 |
买入 |
23.5235 |
37800.0 |
¥88.9万 |
|
| 2023-11-03 |
跌破年线 |
卖出 |
27.18279 |
37800.0 |
¥1.03M |
|
| 2024-05-07 |
站上年线 |
买入 |
26.8268 |
38600.0 |
¥1.04M |
|
| 2024-05-09 |
跌破年线 |
卖出 |
26.51346 |
38600.0 |
¥1.02M |
|
| 2024-05-10 |
站上年线 |
买入 |
26.846819999999997 |
38400.0 |
¥1.03M |
|
| 2025-04-08 |
跌破年线 |
卖出 |
29.220750000000002 |
38400.0 |
¥1.12M |
|
| 2025-05-09 |
站上年线 |
买入 |
31.781749999999995 |
35100.0 |
¥1.12M |
|
| 2025-11-24 |
跌破年线 |
卖出 |
34.75521 |
35100.0 |
¥1.22M |
|
| 2025-11-28 |
站上年线 |
买入 |
35.075039999999994 |
34800.0 |
¥1.22M |
|
| 2026-03-27 |
跌破年线 |
卖出 |
37.21275 |
34800.0 |
¥1.29M |
|
| 2026-04-02 |
站上年线 |
买入 |
38.2382 |
33800.0 |
¥1.29M |
|
| 2026-04-08 |
跌破年线 |
卖出 |
37.99 |
33800.0 |
¥1.28M |
|
| 2026-04-09 |
站上年线 |
买入 |
39.5 |
32200.0 |
¥1.27M |
|
| 2026-04-20 |
跌破年线 |
卖出 |
37.192769999999996 |
32200.0 |
¥1.20M |
|