601669 中国水电 — 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: ¥89.5万
策略: 年线突破
K线 & 交易信号（策略收益 -10.51%）
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 33 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 |
2016-10-24 |
2016-11-01 |
7.049154111999999 |
6.80319 |
¥-3.5万 |
-3.52% |
跌破年线 |
| 2 |
2016-11-02 |
2016-11-03 |
6.822046 |
6.63 |
¥-2.7万 |
-2.84% |
跌破年线 |
| 3 |
2016-11-04 |
2017-11-07 |
7.0091021 |
7.632359999999999 |
¥8.2万 |
+8.86% |
跌破年线 |
| 4 |
2019-02-27 |
2019-04-30 |
5.787515733999999 |
5.32467 |
¥-8.0万 |
-8.02% |
跌破年线 |
| 5 |
2019-06-21 |
2019-07-09 |
5.336930599 |
5.08491 |
¥-4.4万 |
-4.75% |
跌破年线 |
| 6 |
2020-07-08 |
2020-07-28 |
4.2855652840000005 |
4.15584 |
¥-2.7万 |
-3.06% |
跌破年线 |
| 7 |
2020-07-30 |
2020-07-31 |
4.20546126 |
4.17582 |
¥-6,346 |
-0.73% |
跌破年线 |
| 8 |
2020-08-03 |
2020-08-07 |
4.225487265999999 |
4.14585 |
¥-1.6万 |
-1.91% |
跌破年线 |
| 9 |
2020-08-11 |
2020-08-12 |
4.235500269 |
4.08591 |
¥-3.0万 |
-3.56% |
跌破年线 |
| 10 |
2020-10-29 |
2020-10-30 |
3.975162191 |
3.9860100000000003 |
¥1,950 |
+0.24% |
跌破年线 |
| 11 |
2020-11-12 |
2020-11-13 |
4.055266215 |
3.98601 |
¥-1.4万 |
-1.74% |
跌破年线 |
| 12 |
2020-11-17 |
2020-12-11 |
4.105331229999999 |
3.9660300000000004 |
¥-2.7万 |
-3.42% |
跌破年线 |
| 13 |
2020-12-21 |
2020-12-23 |
3.995188196999999 |
3.84615 |
¥-2.9万 |
-3.76% |
跌破年线 |
| 14 |
2021-01-14 |
2021-01-25 |
4.075292221 |
3.88611 |
¥-3.5万 |
-4.67% |
跌破年线 |
| 15 |
2021-02-23 |
2021-02-24 |
3.955136185 |
3.9160800000000004 |
¥-7,189 |
-1.02% |
跌破年线 |
| 16 |
2021-02-26 |
2021-03-01 |
3.9250971759999995 |
3.87612 |
¥-8,890 |
-1.28% |
跌破年线 |
| 17 |
2021-03-02 |
2021-03-03 |
3.935110179 |
3.85 |
¥-1.5万 |
-2.19% |
跌破年线 |
| 18 |
2021-03-12 |
2021-04-16 |
3.935110179 |
3.9060900000000003 |
¥-5,196 |
-0.77% |
跌破年线 |
| 19 |
2021-04-19 |
2021-04-22 |
3.9351101789999996 |
3.88611 |
¥-8,568 |
-1.27% |
跌破年线 |
| 20 |
2021-05-17 |
2021-05-19 |
3.925097175999999 |
3.92607 |
¥-35 |
-0.01% |
跌破年线 |
| 21 |
2021-07-16 |
2022-07-26 |
3.9951881969999996 |
7.3726199999999995 |
¥56.2万 |
+84.48% |
跌破年线 |
| 22 |
2022-08-23 |
2022-09-02 |
7.730038315999999 |
7.6922999999999995 |
¥-6,311 |
-0.52% |
跌破年线 |
| 23 |
2022-10-28 |
2022-10-31 |
7.699999307 |
7.46253 |
¥-3.8万 |
-3.11% |
跌破年线 |
| 24 |
2022-11-24 |
2022-11-25 |
7.509752249999999 |
7.47252 |
¥-6,067 |
-0.53% |
跌破年线 |
| 25 |
2022-11-28 |
2022-12-01 |
7.50975225 |
7.6423499999999995 |
¥2.0万 |
+1.74% |
跌破年线 |
| 26 |
2022-12-06 |
2022-12-08 |
7.962387999999999 |
7.56243 |
¥-6.0万 |
-5.05% |
跌破年线 |
| 27 |
2023-03-02 |
2023-03-28 |
7.569830267999999 |
7.31268 |
¥-3.9万 |
-3.43% |
跌破年线 |
| 28 |
2023-04-06 |
2023-04-07 |
7.389596213999998 |
7.2927 |
¥-1.5万 |
-1.34% |
跌破年线 |
| 29 |
2023-04-14 |
2023-05-15 |
7.720025313000001 |
7.17282 |
¥-7.6万 |
-7.12% |
跌破年线 |
| 30 |
2024-05-21 |
2024-05-22 |
5.366969608 |
5.31468 |
¥-1.0万 |
-1.00% |
跌破年线 |
| 31 |
2024-05-23 |
2024-06-12 |
5.417034623 |
5.20479 |
¥-3.9万 |
-3.95% |
跌破年线 |
| 32 |
2024-06-19 |
2024-08-29 |
5.5572166649999994 |
5.04495 |
¥-8.9万 |
-9.25% |
跌破年线 |
| 33 |
2026-01-07 |
2026-05-22 |
5.3269175959999995 |
5.47452 |
¥2.4万 |
+2.74% |
跌破年线 |
逐笔成交记录（共 66 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-10-24 |
站上年线 |
买入 |
7.047039999999999 |
141300.0 |
¥99.6万 |
|
| 2016-11-01 |
跌破年线 |
卖出 |
6.80319 |
141300.0 |
¥96.1万 |
|
| 2016-11-02 |
站上年线 |
买入 |
6.82 |
140600.0 |
¥95.9万 |
|
| 2016-11-03 |
跌破年线 |
卖出 |
6.63 |
140600.0 |
¥93.2万 |
|
| 2016-11-04 |
站上年线 |
买入 |
7.007 |
132000.0 |
¥92.5万 |
|
| 2017-11-07 |
跌破年线 |
卖出 |
7.632359999999999 |
132000.0 |
¥1.01M |
|
| 2019-02-27 |
站上年线 |
买入 |
5.78578 |
172800.0 |
¥1.00M |
|
| 2019-04-30 |
跌破年线 |
卖出 |
5.32467 |
172800.0 |
¥92.0万 |
|
| 2019-06-21 |
站上年线 |
买入 |
5.33533 |
175000.0 |
¥93.4万 |
|
| 2019-07-09 |
跌破年线 |
卖出 |
5.08491 |
175000.0 |
¥89.0万 |
|
| 2020-07-08 |
站上年线 |
买入 |
4.28428 |
206400.0 |
¥88.5万 |
|
| 2020-07-28 |
跌破年线 |
卖出 |
4.15584 |
206400.0 |
¥85.8万 |
|
| 2020-07-30 |
站上年线 |
买入 |
4.2042 |
205400.0 |
¥86.4万 |
|
| 2020-07-31 |
跌破年线 |
卖出 |
4.17582 |
205400.0 |
¥85.7万 |
|
| 2020-08-03 |
站上年线 |
买入 |
4.224219999999999 |
203900.0 |
¥86.2万 |
|
| 2020-08-07 |
跌破年线 |
卖出 |
4.14585 |
203900.0 |
¥84.5万 |
|
| 2020-08-11 |
站上年线 |
买入 |
4.23423 |
199100.0 |
¥84.3万 |
|
| 2020-08-12 |
跌破年线 |
卖出 |
4.08591 |
199100.0 |
¥81.3万 |
|
| 2020-10-29 |
站上年线 |
买入 |
3.9739699999999996 |
202000.0 |
¥80.3万 |
|
| 2020-10-30 |
跌破年线 |
卖出 |
3.9860100000000003 |
202000.0 |
¥80.5万 |
|
| 2020-11-12 |
站上年线 |
买入 |
4.054049999999999 |
200000.0 |
¥81.1万 |
|
| 2020-11-13 |
跌破年线 |
卖出 |
3.98601 |
200000.0 |
¥79.7万 |
|
| 2020-11-17 |
站上年线 |
买入 |
4.104099999999999 |
194700.0 |
¥79.9万 |
|
| 2020-12-11 |
跌破年线 |
卖出 |
3.9660300000000004 |
194700.0 |
¥77.2万 |
|
| 2020-12-21 |
站上年线 |
买入 |
3.9939899999999993 |
193200.0 |
¥77.2万 |
|
| 2020-12-23 |
跌破年线 |
卖出 |
3.84615 |
193200.0 |
¥74.3万 |
|
| 2021-01-14 |
站上年线 |
买入 |
4.07407 |
181900.0 |
¥74.1万 |
|
| 2021-01-25 |
跌破年线 |
卖出 |
3.88611 |
181900.0 |
¥70.7万 |
|
| 2021-02-23 |
站上年线 |
买入 |
3.95395 |
178700.0 |
¥70.7万 |
|
| 2021-02-24 |
跌破年线 |
卖出 |
3.9160800000000004 |
178700.0 |
¥70.0万 |
|
| 2021-02-26 |
站上年线 |
买入 |
3.92392 |
177300.0 |
¥69.6万 |
|
| 2021-03-01 |
跌破年线 |
卖出 |
3.87612 |
177300.0 |
¥68.7万 |
|
| 2021-03-02 |
站上年线 |
买入 |
3.9339299999999997 |
176400.0 |
¥69.4万 |
|
| 2021-03-03 |
跌破年线 |
卖出 |
3.85 |
176400.0 |
¥67.9万 |
|
| 2021-03-12 |
站上年线 |
买入 |
3.93393 |
172100.0 |
¥67.7万 |
|
| 2021-04-16 |
跌破年线 |
卖出 |
3.9060900000000003 |
172100.0 |
¥67.2万 |
|
| 2021-04-19 |
站上年线 |
买入 |
3.9339299999999997 |
170800.0 |
¥67.2万 |
|
| 2021-04-22 |
跌破年线 |
卖出 |
3.88611 |
170800.0 |
¥66.4万 |
|
| 2021-05-17 |
站上年线 |
买入 |
3.923919999999999 |
169100.0 |
¥66.4万 |
|
| 2021-05-19 |
跌破年线 |
卖出 |
3.92607 |
169100.0 |
¥66.4万 |
|
| 2021-07-16 |
站上年线 |
买入 |
3.9939899999999997 |
166500.0 |
¥66.5万 |
|
| 2022-07-26 |
跌破年线 |
卖出 |
7.3726199999999995 |
166500.0 |
¥1.23M |
|
| 2022-08-23 |
站上年线 |
买入 |
7.727719999999999 |
157600.0 |
¥1.22M |
|
| 2022-09-02 |
跌破年线 |
卖出 |
7.6922999999999995 |
157600.0 |
¥1.21M |
|
| 2022-10-28 |
站上年线 |
买入 |
7.69769 |
158200.0 |
¥1.22M |
|
| 2022-10-31 |
跌破年线 |
卖出 |
7.46253 |
158200.0 |
¥1.18M |
|
| 2022-11-24 |
站上年线 |
买入 |
7.5075 |
153700.0 |
¥1.15M |
|
| 2022-11-25 |
跌破年线 |
卖出 |
7.47252 |
153700.0 |
¥1.15M |
|
| 2022-11-28 |
站上年线 |
买入 |
7.5075 |
152700.0 |
¥1.15M |
|
| 2022-12-01 |
跌破年线 |
卖出 |
7.6423499999999995 |
152700.0 |
¥1.17M |
|
| 2022-12-06 |
站上年线 |
买入 |
7.96 |
148700.0 |
¥1.18M |
|
| 2022-12-08 |
跌破年线 |
卖出 |
7.56243 |
148700.0 |
¥1.12M |
|
| 2023-03-02 |
站上年线 |
买入 |
7.5675599999999985 |
148700.0 |
¥1.13M |
|
| 2023-03-28 |
跌破年线 |
卖出 |
7.31268 |
148700.0 |
¥1.09M |
|
| 2023-04-06 |
站上年线 |
买入 |
7.3873799999999985 |
147500.0 |
¥1.09M |
|
| 2023-04-07 |
跌破年线 |
卖出 |
7.2927 |
147500.0 |
¥1.08M |
|
| 2023-04-14 |
站上年线 |
买入 |
7.717709999999999 |
139000.0 |
¥1.07M |
|
| 2023-05-15 |
跌破年线 |
卖出 |
7.17282 |
139000.0 |
¥99.7万 |
|
| 2024-05-21 |
站上年线 |
买入 |
5.36536 |
187200.0 |
¥1.00M |
|
| 2024-05-22 |
跌破年线 |
卖出 |
5.31468 |
187200.0 |
¥99.5万 |
|
| 2024-05-23 |
站上年线 |
买入 |
5.41541 |
183300.0 |
¥99.3万 |
|
| 2024-06-12 |
跌破年线 |
卖出 |
5.20479 |
183300.0 |
¥95.4万 |
|
| 2024-06-19 |
站上年线 |
买入 |
5.555549999999999 |
172600.0 |
¥95.9万 |
|
| 2024-08-29 |
跌破年线 |
卖出 |
5.04495 |
172600.0 |
¥87.0万 |
|
| 2026-01-07 |
站上年线 |
买入 |
5.32532 |
162900.0 |
¥86.8万 |
|
| 2026-05-22 |
跌破年线 |
卖出 |
5.47452 |
162900.0 |
¥89.2万 |
|