601668 中国建筑 — 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: ¥61.0万
策略: 年线突破
K线 & 交易信号（策略收益 -38.98%）
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 47 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 |
2016-08-09 |
2017-10-24 |
5.927697776 |
9.25074 |
¥56.0万 |
+56.01% |
跌破年线 |
| 2 |
2017-10-25 |
2017-11-14 |
9.402209817000001 |
9.31068 |
¥-1.6万 |
-1.00% |
跌破年线 |
| 3 |
2017-11-20 |
2017-11-21 |
9.432248825999999 |
9.38061 |
¥-8,838 |
-0.58% |
跌破年线 |
| 4 |
2018-01-08 |
2018-01-10 |
9.482313840999998 |
9.47052 |
¥-2,359 |
-0.15% |
跌破年线 |
| 5 |
2018-01-11 |
2018-02-09 |
9.602469876999999 |
9.04095 |
¥-9.0万 |
-5.88% |
跌破年线 |
| 6 |
2019-04-09 |
2019-04-29 |
6.408321919999999 |
6.133859999999999 |
¥-6.2万 |
-4.31% |
跌破年线 |
| 7 |
2019-06-12 |
2019-06-17 |
5.967749787999999 |
5.73426 |
¥-5.4万 |
-3.94% |
跌破年线 |
| 8 |
2019-06-21 |
2019-07-01 |
5.877632760999999 |
5.82417 |
¥-1.2万 |
-0.94% |
跌破年线 |
| 9 |
2019-07-02 |
2019-08-06 |
5.867619758 |
5.5544400000000005 |
¥-7.0万 |
-5.37% |
跌破年线 |
| 10 |
2019-09-16 |
2019-09-17 |
5.831749 |
5.7542399999999985 |
¥-1.7万 |
-1.36% |
跌破年线 |
| 11 |
2020-08-18 |
2020-08-19 |
5.356956604999999 |
5.26473 |
¥-2.1万 |
-1.75% |
跌破年线 |
| 12 |
2020-11-06 |
2020-12-08 |
5.276852580999999 |
5.204790000000001 |
¥-1.7万 |
-1.40% |
跌破年线 |
| 13 |
2021-03-16 |
2021-03-22 |
5.166709547999999 |
5.054939999999999 |
¥-2.6万 |
-2.19% |
跌破年线 |
| 14 |
2021-03-23 |
2021-03-31 |
5.2267875660000005 |
5.11488 |
¥-2.5万 |
-2.17% |
跌破年线 |
| 15 |
2021-09-02 |
2021-09-17 |
5.10663153 |
4.94505 |
¥-3.6万 |
-3.19% |
跌破年线 |
| 16 |
2021-09-24 |
2021-09-27 |
5.046553511999998 |
4.92507 |
¥-2.7万 |
-2.44% |
跌破年线 |
| 17 |
2021-12-08 |
2021-12-09 |
4.896358467 |
4.845149999999999 |
¥-1.2万 |
-1.08% |
跌破年线 |
| 18 |
2021-12-14 |
2021-12-15 |
4.90637147 |
4.80519 |
¥-2.2万 |
-2.09% |
跌破年线 |
| 19 |
2021-12-16 |
2022-03-16 |
4.90637147 |
4.80519 |
¥-2.2万 |
-2.09% |
跌破年线 |
| 20 |
2022-07-27 |
2022-07-28 |
5.241572 |
5.15484 |
¥-1.7万 |
-1.68% |
跌破年线 |
| 21 |
2022-09-07 |
2022-09-19 |
5.226787566 |
5.16483 |
¥-1.2万 |
-1.22% |
跌破年线 |
| 22 |
2022-09-26 |
2022-09-27 |
5.216774562999999 |
5.11488 |
¥-2.0万 |
-1.98% |
跌破年线 |
| 23 |
2022-10-11 |
2022-10-12 |
5.236800569 |
5.12487 |
¥-2.1万 |
-2.17% |
跌破年线 |
| 24 |
2022-10-13 |
2022-10-14 |
5.236800569 |
5.17 |
¥-1.2万 |
-1.31% |
跌破年线 |
| 25 |
2022-10-17 |
2022-10-18 |
5.226787566 |
5.20479 |
¥-4,217 |
-0.45% |
跌破年线 |
| 26 |
2022-11-15 |
2022-11-21 |
5.296878587 |
5.184810000000001 |
¥-2.0万 |
-2.15% |
跌破年线 |
| 27 |
2022-11-23 |
2022-12-30 |
5.4470736319999995 |
5.3346599999999995 |
¥-1.9万 |
-2.09% |
跌破年线 |
| 28 |
2023-01-03 |
2023-01-19 |
5.4470736319999995 |
5.34465 |
¥-1.7万 |
-1.91% |
跌破年线 |
| 29 |
2023-01-20 |
2023-02-20 |
5.386995614 |
5.37462 |
¥-2,269 |
-0.26% |
跌破年线 |
| 30 |
2023-02-21 |
2023-07-24 |
5.6873857039999995 |
5.47452 |
¥-3.3万 |
-3.77% |
跌破年线 |
| 31 |
2023-07-26 |
2023-08-25 |
5.817554742999999 |
5.564430000000001 |
¥-3.7万 |
-4.38% |
跌破年线 |
| 32 |
2023-08-29 |
2023-08-31 |
5.827567745999999 |
5.64435 |
¥-2.5万 |
-3.17% |
跌破年线 |
| 33 |
2023-09-25 |
2023-09-26 |
5.721716000000001 |
5.594399999999999 |
¥-1.7万 |
-2.25% |
跌破年线 |
| 34 |
2024-05-13 |
2024-06-28 |
5.487125644 |
5.22477 |
¥-3.7万 |
-4.81% |
跌破年线 |
| 35 |
2024-07-02 |
2024-07-09 |
5.4470736319999995 |
5.30469 |
¥-1.9万 |
-2.64% |
跌破年线 |
| 36 |
2024-07-12 |
2024-08-30 |
5.366969608 |
5.2847100000000005 |
¥-1.1万 |
-1.56% |
跌破年线 |
| 37 |
2024-09-02 |
2024-09-03 |
5.386995613999999 |
5.264729999999999 |
¥-1.6万 |
-2.30% |
跌破年线 |
| 38 |
2024-09-26 |
2025-01-13 |
5.467099638 |
5.47452 |
¥716 |
+0.11% |
跌破年线 |
| 39 |
2025-01-15 |
2025-01-23 |
5.567229667999999 |
5.53 |
¥-4,733 |
-0.70% |
跌破年线 |
| 40 |
2025-01-24 |
2025-02-06 |
5.5772426710000005 |
5.50449 |
¥-9,010 |
-1.33% |
跌破年线 |
| 41 |
2025-05-14 |
2025-05-28 |
5.70741171 |
5.62437 |
¥-9,854 |
-1.48% |
跌破年线 |
| 42 |
2025-05-30 |
2025-06-10 |
5.647333691999998 |
5.63436 |
¥-1,701 |
-0.26% |
跌破年线 |
| 43 |
2025-06-11 |
2025-08-01 |
5.6773727009999995 |
5.64435 |
¥-3,996 |
-0.61% |
跌破年线 |
| 44 |
2025-08-11 |
2025-08-12 |
5.737450719 |
5.65434 |
¥-9,617 |
-1.48% |
跌破年线 |
| 45 |
2025-08-26 |
2025-08-28 |
5.717424713 |
5.55444 |
¥-1.8万 |
-2.88% |
跌破年线 |
| 46 |
2025-10-24 |
2025-10-27 |
5.727437715999999 |
5.704290000000001 |
¥-2,697 |
-0.43% |
跌破年线 |
| 47 |
2025-10-28 |
2025-10-29 |
5.747463722 |
5.65434 |
¥-1.0万 |
-1.65% |
跌破年线 |
逐笔成交记录（共 94 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-08-09 |
站上年线 |
买入 |
5.92592 |
168600.0 |
¥99.9万 |
|
| 2017-10-24 |
跌破年线 |
卖出 |
9.25074 |
168600.0 |
¥1.56M |
|
| 2017-10-25 |
站上年线 |
买入 |
9.39939 |
165500.0 |
¥1.56M |
|
| 2017-11-14 |
跌破年线 |
卖出 |
9.31068 |
165500.0 |
¥1.54M |
|
| 2017-11-20 |
站上年线 |
买入 |
9.429419999999999 |
162300.0 |
¥1.53M |
|
| 2017-11-21 |
跌破年线 |
卖出 |
9.38061 |
162300.0 |
¥1.52M |
|
| 2018-01-08 |
站上年线 |
买入 |
9.47947 |
161200.0 |
¥1.53M |
|
| 2018-01-10 |
跌破年线 |
卖出 |
9.47052 |
161200.0 |
¥1.53M |
|
| 2018-01-11 |
站上年线 |
买入 |
9.59959 |
158900.0 |
¥1.53M |
|
| 2018-02-09 |
跌破年线 |
卖出 |
9.04095 |
158900.0 |
¥1.44M |
|
| 2019-04-09 |
站上年线 |
买入 |
6.4064 |
225100.0 |
¥1.44M |
|
| 2019-04-29 |
跌破年线 |
卖出 |
6.133859999999999 |
225100.0 |
¥1.38M |
|
| 2019-06-12 |
站上年线 |
买入 |
5.965959999999999 |
230500.0 |
¥1.38M |
|
| 2019-06-17 |
跌破年线 |
卖出 |
5.73426 |
230500.0 |
¥1.32M |
|
| 2019-06-21 |
站上年线 |
买入 |
5.875869999999999 |
225600.0 |
¥1.33M |
|
| 2019-07-01 |
跌破年线 |
卖出 |
5.82417 |
225600.0 |
¥1.31M |
|
| 2019-07-02 |
站上年线 |
买入 |
5.86586 |
223100.0 |
¥1.31M |
|
| 2019-08-06 |
跌破年线 |
卖出 |
5.5544400000000005 |
223100.0 |
¥1.24M |
|
| 2019-09-16 |
站上年线 |
买入 |
5.83 |
212700.0 |
¥1.24M |
|
| 2019-09-17 |
跌破年线 |
卖出 |
5.7542399999999985 |
212700.0 |
¥1.22M |
|
| 2020-08-18 |
站上年线 |
买入 |
5.355349999999999 |
228600.0 |
¥1.22M |
|
| 2020-08-19 |
跌破年线 |
卖出 |
5.26473 |
228600.0 |
¥1.20M |
|
| 2020-11-06 |
站上年线 |
买入 |
5.275269999999999 |
228000.0 |
¥1.20M |
|
| 2020-12-08 |
跌破年线 |
卖出 |
5.204790000000001 |
228000.0 |
¥1.19M |
|
| 2021-03-16 |
站上年线 |
买入 |
5.165159999999999 |
228800.0 |
¥1.18M |
|
| 2021-03-22 |
跌破年线 |
卖出 |
5.054939999999999 |
228800.0 |
¥1.16M |
|
| 2021-03-23 |
站上年线 |
买入 |
5.22522 |
222500.0 |
¥1.16M |
|
| 2021-03-31 |
跌破年线 |
卖出 |
5.11488 |
222500.0 |
¥1.14M |
|
| 2021-09-02 |
站上年线 |
买入 |
5.105099999999999 |
221500.0 |
¥1.13M |
|
| 2021-09-17 |
跌破年线 |
卖出 |
4.94505 |
221500.0 |
¥1.09M |
|
| 2021-09-24 |
站上年线 |
买入 |
5.045039999999999 |
217400.0 |
¥1.10M |
|
| 2021-09-27 |
跌破年线 |
卖出 |
4.92507 |
217400.0 |
¥1.07M |
|
| 2021-12-08 |
站上年线 |
买入 |
4.894889999999999 |
218600.0 |
¥1.07M |
|
| 2021-12-09 |
跌破年线 |
卖出 |
4.845149999999999 |
218600.0 |
¥1.06M |
|
| 2021-12-14 |
站上年线 |
买入 |
4.9049 |
215900.0 |
¥1.06M |
|
| 2021-12-15 |
跌破年线 |
卖出 |
4.80519 |
215900.0 |
¥1.04M |
|
| 2021-12-16 |
站上年线 |
买入 |
4.9049 |
212200.0 |
¥1.04M |
|
| 2022-03-16 |
跌破年线 |
卖出 |
4.80519 |
212200.0 |
¥1.02M |
|
| 2022-07-27 |
站上年线 |
买入 |
5.24 |
193900.0 |
¥1.02M |
|
| 2022-07-28 |
跌破年线 |
卖出 |
5.15484 |
193900.0 |
¥99.9万 |
|
| 2022-09-07 |
站上年线 |
买入 |
5.225219999999999 |
190700.0 |
¥99.7万 |
|
| 2022-09-19 |
跌破年线 |
卖出 |
5.16483 |
190700.0 |
¥98.5万 |
|
| 2022-09-26 |
站上年线 |
买入 |
5.215209999999999 |
189100.0 |
¥98.6万 |
|
| 2022-09-27 |
跌破年线 |
卖出 |
5.11488 |
189100.0 |
¥96.7万 |
|
| 2022-10-11 |
站上年线 |
买入 |
5.23523 |
185300.0 |
¥97.0万 |
|
| 2022-10-12 |
跌破年线 |
卖出 |
5.12487 |
185300.0 |
¥94.9万 |
|
| 2022-10-13 |
站上年线 |
买入 |
5.23523 |
180300.0 |
¥94.4万 |
|
| 2022-10-14 |
跌破年线 |
卖出 |
5.17 |
180300.0 |
¥93.2万 |
|
| 2022-10-17 |
站上年线 |
买入 |
5.225219999999999 |
179000.0 |
¥93.6万 |
|
| 2022-10-18 |
跌破年线 |
卖出 |
5.20479 |
179000.0 |
¥93.1万 |
|
| 2022-11-15 |
站上年线 |
买入 |
5.29529 |
175800.0 |
¥93.1万 |
|
| 2022-11-21 |
跌破年线 |
卖出 |
5.184810000000001 |
175800.0 |
¥91.1万 |
|
| 2022-11-23 |
站上年线 |
买入 |
5.44544 |
166700.0 |
¥90.8万 |
|
| 2022-12-30 |
跌破年线 |
卖出 |
5.3346599999999995 |
166700.0 |
¥88.9万 |
|
| 2023-01-03 |
站上年线 |
买入 |
5.44544 |
164100.0 |
¥89.4万 |
|
| 2023-01-19 |
跌破年线 |
卖出 |
5.34465 |
164100.0 |
¥87.7万 |
|
| 2023-01-20 |
站上年线 |
买入 |
5.38538 |
162200.0 |
¥87.4万 |
|
| 2023-02-20 |
跌破年线 |
卖出 |
5.37462 |
162200.0 |
¥87.2万 |
|
| 2023-02-21 |
站上年线 |
买入 |
5.685679999999999 |
153200.0 |
¥87.1万 |
|
| 2023-07-24 |
跌破年线 |
卖出 |
5.47452 |
153200.0 |
¥83.8万 |
|
| 2023-07-26 |
站上年线 |
买入 |
5.815809999999999 |
144200.0 |
¥83.9万 |
|
| 2023-08-25 |
跌破年线 |
卖出 |
5.564430000000001 |
144200.0 |
¥80.2万 |
|
| 2023-08-29 |
站上年线 |
买入 |
5.825819999999999 |
137900.0 |
¥80.4万 |
|
| 2023-08-31 |
跌破年线 |
卖出 |
5.64435 |
137900.0 |
¥77.8万 |
|
| 2023-09-25 |
站上年线 |
买入 |
5.72 |
135600.0 |
¥77.6万 |
|
| 2023-09-26 |
跌破年线 |
卖出 |
5.594399999999999 |
135600.0 |
¥75.8万 |
|
| 2024-05-13 |
站上年线 |
买入 |
5.48548 |
138600.0 |
¥76.1万 |
|
| 2024-06-28 |
跌破年线 |
卖出 |
5.22477 |
138600.0 |
¥72.4万 |
|
| 2024-07-02 |
站上年线 |
买入 |
5.44544 |
132900.0 |
¥72.4万 |
|
| 2024-07-09 |
跌破年线 |
卖出 |
5.30469 |
132900.0 |
¥70.5万 |
|
| 2024-07-12 |
站上年线 |
买入 |
5.36536 |
131600.0 |
¥70.6万 |
|
| 2024-08-30 |
跌破年线 |
卖出 |
5.2847100000000005 |
131600.0 |
¥69.5万 |
|
| 2024-09-02 |
站上年线 |
买入 |
5.38538 |
128600.0 |
¥69.3万 |
|
| 2024-09-03 |
跌破年线 |
卖出 |
5.264729999999999 |
128600.0 |
¥67.7万 |
|
| 2024-09-26 |
站上年线 |
买入 |
5.465459999999999 |
124000.0 |
¥67.8万 |
|
| 2025-01-13 |
跌破年线 |
卖出 |
5.47452 |
124000.0 |
¥67.9万 |
|
| 2025-01-15 |
站上年线 |
买入 |
5.565559999999999 |
121700.0 |
¥67.8万 |
|
| 2025-01-23 |
跌破年线 |
卖出 |
5.53 |
121700.0 |
¥67.3万 |
|
| 2025-01-24 |
站上年线 |
买入 |
5.57557 |
121100.0 |
¥67.5万 |
|
| 2025-02-06 |
跌破年线 |
卖出 |
5.50449 |
121100.0 |
¥66.6万 |
|
| 2025-05-14 |
站上年线 |
买入 |
5.705699999999999 |
116300.0 |
¥66.4万 |
|
| 2025-05-28 |
跌破年线 |
卖出 |
5.62437 |
116300.0 |
¥65.4万 |
|
| 2025-05-30 |
站上年线 |
买入 |
5.645639999999999 |
116000.0 |
¥65.5万 |
|
| 2025-06-10 |
跌破年线 |
卖出 |
5.63436 |
116000.0 |
¥65.3万 |
|
| 2025-06-11 |
站上年线 |
买入 |
5.675669999999999 |
115100.0 |
¥65.3万 |
|
| 2025-08-01 |
跌破年线 |
卖出 |
5.64435 |
115100.0 |
¥64.9万 |
|
| 2025-08-11 |
站上年线 |
买入 |
5.73573 |
113400.0 |
¥65.1万 |
|
| 2025-08-12 |
跌破年线 |
卖出 |
5.65434 |
113400.0 |
¥64.1万 |
|
| 2025-08-26 |
站上年线 |
买入 |
5.71571 |
111700.0 |
¥63.9万 |
|
| 2025-08-28 |
跌破年线 |
卖出 |
5.55444 |
111700.0 |
¥62.0万 |
|
| 2025-10-24 |
站上年线 |
买入 |
5.725719999999999 |
108500.0 |
¥62.1万 |
|
| 2025-10-27 |
跌破年线 |
卖出 |
5.704290000000001 |
108500.0 |
¥61.9万 |
|
| 2025-10-28 |
站上年线 |
买入 |
5.74574 |
107700.0 |
¥61.9万 |
|
| 2025-10-29 |
跌破年线 |
卖出 |
5.65434 |
107700.0 |
¥60.9万 |
|