601688 华泰证券 — 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: ¥67.7万
策略: 年线突破
K线 & 交易信号（策略收益 -32.32%）
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 36 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 |
2016-06-06 |
2016-06-13 |
18.604159573999993 |
17.5824 |
¥-5.5万 |
-5.52% |
跌破年线 |
| 2 |
2016-06-23 |
2016-09-27 |
18.113522426999996 |
17.66 |
¥-2.4万 |
-2.53% |
跌破年线 |
| 3 |
2016-09-30 |
2016-10-10 |
17.903249363999997 |
18.11187 |
¥1.0万 |
+1.13% |
跌破年线 |
| 4 |
2016-10-11 |
2016-12-15 |
18.654224588999995 |
17.942040000000002 |
¥-3.6万 |
-3.85% |
跌破年线 |
| 5 |
2016-12-22 |
2016-12-23 |
18.173600444999995 |
18.0819 |
¥-4,769 |
-0.53% |
跌破年线 |
| 6 |
2017-01-04 |
2017-01-12 |
18.213652457 |
17.832150000000002 |
¥-1.9万 |
-2.12% |
跌破年线 |
| 7 |
2017-01-17 |
2017-02-07 |
18.083483417999997 |
18.0819 |
¥-335 |
-0.04% |
跌破年线 |
| 8 |
2017-02-09 |
2017-02-28 |
18.233678462999997 |
18.17181 |
¥-3,198 |
-0.37% |
跌破年线 |
| 9 |
2017-07-20 |
2017-12-15 |
19.795706930999998 |
18.17181 |
¥-7.1万 |
-8.23% |
跌破年线 |
| 10 |
2018-01-09 |
2018-02-07 |
19.805719934 |
18.97101 |
¥-3.4万 |
-4.24% |
跌破年线 |
| 11 |
2018-05-08 |
2018-05-09 |
19.014692696999997 |
18.87111 |
¥-5,925 |
-0.78% |
跌破年线 |
| 12 |
2018-05-11 |
2018-05-14 |
19.185754 |
18.72 |
¥-1.9万 |
-2.46% |
跌破年线 |
| 13 |
2018-11-13 |
2018-11-26 |
16.982053087999997 |
16.71327 |
¥-1.2万 |
-1.61% |
跌破年线 |
| 14 |
2018-12-04 |
2018-12-11 |
17.532768253 |
16.96302 |
¥-2.4万 |
-3.28% |
跌破年线 |
| 15 |
2019-09-30 |
2019-10-08 |
19.305069784 |
18.981 |
¥-1.2万 |
-1.71% |
跌破年线 |
| 16 |
2019-12-31 |
2020-01-20 |
20.526656149999997 |
19.75023 |
¥-2.6万 |
-3.81% |
跌破年线 |
| 17 |
2020-01-21 |
2020-01-22 |
19.885823957999996 |
19.380599999999998 |
¥-1.7万 |
-2.57% |
跌破年线 |
| 18 |
2020-02-21 |
2020-02-27 |
20.42652612 |
19.7802 |
¥-2.1万 |
-3.19% |
跌破年线 |
| 19 |
2020-06-23 |
2020-06-30 |
19.32509579 |
18.59139 |
¥-2.4万 |
-3.83% |
跌破年线 |
| 20 |
2020-07-02 |
2020-11-05 |
19.204939754 |
19.43055 |
¥6,857 |
+1.14% |
跌破年线 |
| 21 |
2020-11-06 |
2020-11-09 |
19.435238823 |
19.33 |
¥-3,487 |
-0.57% |
跌破年线 |
| 22 |
2020-11-10 |
2020-11-12 |
20.066058011999996 |
19.25073 |
¥-2.5万 |
-4.09% |
跌破年线 |
| 23 |
2020-12-02 |
2020-12-07 |
19.755654919 |
19.43055 |
¥-9,696 |
-1.68% |
跌破年线 |
| 24 |
2021-01-13 |
2021-01-14 |
19.615472877 |
19.05093 |
¥-1.7万 |
-2.91% |
跌破年线 |
| 25 |
2021-09-07 |
2021-09-28 |
17.963327382 |
17.21277 |
¥-2.3万 |
-4.21% |
跌破年线 |
| 26 |
2021-09-29 |
2021-09-30 |
17.495247000000003 |
17.1828 |
¥-9,528 |
-1.82% |
跌破年线 |
| 27 |
2023-04-04 |
2023-12-01 |
13.167098944999998 |
14.31567 |
¥4.5万 |
+8.69% |
跌破年线 |
| 28 |
2023-12-13 |
2023-12-14 |
14.354305 |
14.205780000000003 |
¥-6,020 |
-1.06% |
跌破年线 |
| 29 |
2024-03-04 |
2024-03-06 |
14.864457999999999 |
14.585400000000002 |
¥-1.1万 |
-1.91% |
跌破年线 |
| 30 |
2024-03-13 |
2024-03-14 |
14.724416 |
14.34564 |
¥-1.4万 |
-2.60% |
跌破年线 |
| 31 |
2024-09-26 |
2025-04-08 |
14.098308223999998 |
14.935049999999997 |
¥3.2万 |
+5.90% |
跌破年线 |
| 32 |
2025-04-11 |
2026-03-10 |
15.590245670999996 |
19.86012 |
¥15.6万 |
+27.35% |
跌破年线 |
| 33 |
2026-03-12 |
2026-03-13 |
19.955914979 |
19.70028 |
¥-9,468 |
-1.31% |
跌破年线 |
| 34 |
2026-06-23 |
2026-06-29 |
21.227566359999997 |
20.45952 |
¥-2.6万 |
-3.65% |
跌破年线 |
| 35 |
2026-06-30 |
2026-07-08 |
20.766968221999996 |
20.5794 |
¥-6,374 |
-0.93% |
跌破年线 |
| 36 |
2026-07-24 |
2026-07-27 |
20.797007231000002 |
20.5794 |
¥-7,318 |
-1.08% |
跌破年线 |
逐笔成交记录（共 72 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-06-06 |
站上年线 |
买入 |
18.598579999999995 |
53400.0 |
¥99.3万 |
|
| 2016-06-13 |
跌破年线 |
卖出 |
17.5824 |
53400.0 |
¥93.9万 |
|
| 2016-06-23 |
站上年线 |
买入 |
18.108089999999997 |
51500.0 |
¥93.3万 |
|
| 2016-09-27 |
跌破年线 |
卖出 |
17.66 |
51500.0 |
¥90.9万 |
|
| 2016-09-30 |
站上年线 |
买入 |
17.897879999999997 |
51000.0 |
¥91.3万 |
|
| 2016-10-10 |
跌破年线 |
卖出 |
18.11187 |
51000.0 |
¥92.3万 |
|
| 2016-10-11 |
站上年线 |
买入 |
18.648629999999997 |
49800.0 |
¥92.9万 |
|
| 2016-12-15 |
跌破年线 |
卖出 |
17.942040000000002 |
49800.0 |
¥89.3万 |
|
| 2016-12-22 |
站上年线 |
买入 |
18.168149999999997 |
49100.0 |
¥89.2万 |
|
| 2016-12-23 |
跌破年线 |
卖出 |
18.0819 |
49100.0 |
¥88.8万 |
|
| 2017-01-04 |
站上年线 |
买入 |
18.20819 |
48800.0 |
¥88.9万 |
|
| 2017-01-12 |
跌破年线 |
卖出 |
17.832150000000002 |
48800.0 |
¥87.0万 |
|
| 2017-01-17 |
站上年线 |
买入 |
18.078059999999997 |
47800.0 |
¥86.4万 |
|
| 2017-02-07 |
跌破年线 |
卖出 |
18.0819 |
47800.0 |
¥86.4万 |
|
| 2017-02-09 |
站上年线 |
买入 |
18.228209999999997 |
47500.0 |
¥86.6万 |
|
| 2017-02-28 |
跌破年线 |
卖出 |
18.17181 |
47500.0 |
¥86.3万 |
|
| 2017-07-20 |
站上年线 |
买入 |
19.789769999999997 |
43600.0 |
¥86.3万 |
|
| 2017-12-15 |
跌破年线 |
卖出 |
18.17181 |
43600.0 |
¥79.2万 |
|
| 2018-01-09 |
站上年线 |
买入 |
19.79978 |
40100.0 |
¥79.4万 |
|
| 2018-02-07 |
跌破年线 |
卖出 |
18.97101 |
40100.0 |
¥76.1万 |
|
| 2018-05-08 |
站上年线 |
买入 |
19.008989999999997 |
39700.0 |
¥75.5万 |
|
| 2018-05-09 |
跌破年线 |
卖出 |
18.87111 |
39700.0 |
¥74.9万 |
|
| 2018-05-11 |
站上年线 |
买入 |
19.18 |
39400.0 |
¥75.6万 |
|
| 2018-05-14 |
跌破年线 |
卖出 |
18.72 |
39400.0 |
¥73.7万 |
|
| 2018-11-13 |
站上年线 |
买入 |
16.97696 |
43000.0 |
¥73.0万 |
|
| 2018-11-26 |
跌破年线 |
卖出 |
16.71327 |
43000.0 |
¥71.8万 |
|
| 2018-12-04 |
站上年线 |
买入 |
17.52751 |
41200.0 |
¥72.2万 |
|
| 2018-12-11 |
跌破年线 |
卖出 |
16.96302 |
41200.0 |
¥69.9万 |
|
| 2019-09-30 |
站上年线 |
买入 |
19.29928 |
36300.0 |
¥70.1万 |
|
| 2019-10-08 |
跌破年线 |
卖出 |
18.981 |
36300.0 |
¥68.9万 |
|
| 2019-12-31 |
站上年线 |
买入 |
20.5205 |
33400.0 |
¥68.6万 |
|
| 2020-01-20 |
跌破年线 |
卖出 |
19.75023 |
33400.0 |
¥65.9万 |
|
| 2020-01-21 |
站上年线 |
买入 |
19.879859999999997 |
33100.0 |
¥65.8万 |
|
| 2020-01-22 |
跌破年线 |
卖出 |
19.380599999999998 |
33100.0 |
¥64.1万 |
|
| 2020-02-21 |
站上年线 |
买入 |
20.420399999999997 |
31600.0 |
¥64.5万 |
|
| 2020-02-27 |
跌破年线 |
卖出 |
19.7802 |
31600.0 |
¥62.5万 |
|
| 2020-06-23 |
站上年线 |
买入 |
19.3193 |
32300.0 |
¥62.4万 |
|
| 2020-06-30 |
跌破年线 |
卖出 |
18.59139 |
32300.0 |
¥60.0万 |
|
| 2020-07-02 |
站上年线 |
买入 |
19.19918 |
31200.0 |
¥59.9万 |
|
| 2020-11-05 |
跌破年线 |
卖出 |
19.43055 |
31200.0 |
¥60.6万 |
|
| 2020-11-06 |
站上年线 |
买入 |
19.429409999999997 |
31400.0 |
¥61.0万 |
|
| 2020-11-09 |
跌破年线 |
卖出 |
19.33 |
31400.0 |
¥60.7万 |
|
| 2020-11-10 |
站上年线 |
买入 |
20.060039999999997 |
30300.0 |
¥60.8万 |
|
| 2020-11-12 |
跌破年线 |
卖出 |
19.25073 |
30300.0 |
¥58.3万 |
|
| 2020-12-02 |
站上年线 |
买入 |
19.74973 |
29300.0 |
¥57.9万 |
|
| 2020-12-07 |
跌破年线 |
卖出 |
19.43055 |
29300.0 |
¥56.9万 |
|
| 2021-01-13 |
站上年线 |
买入 |
19.609589999999997 |
29200.0 |
¥57.3万 |
|
| 2021-01-14 |
跌破年线 |
卖出 |
19.05093 |
29200.0 |
¥55.6万 |
|
| 2021-09-07 |
站上年线 |
买入 |
17.95794 |
30700.0 |
¥55.1万 |
|
| 2021-09-28 |
跌破年线 |
卖出 |
17.21277 |
30700.0 |
¥52.8万 |
|
| 2021-09-29 |
站上年线 |
买入 |
17.49 |
30000.0 |
¥52.5万 |
|
| 2021-09-30 |
跌破年线 |
卖出 |
17.1828 |
30000.0 |
¥51.5万 |
|
| 2023-04-04 |
站上年线 |
买入 |
13.163149999999998 |
39700.0 |
¥52.3万 |
|
| 2023-12-01 |
跌破年线 |
卖出 |
14.31567 |
39700.0 |
¥56.8万 |
|
| 2023-12-13 |
站上年线 |
买入 |
14.35 |
39400.0 |
¥56.6万 |
|
| 2023-12-14 |
跌破年线 |
卖出 |
14.205780000000003 |
39400.0 |
¥56.0万 |
|
| 2024-03-04 |
站上年线 |
买入 |
14.86 |
37900.0 |
¥56.3万 |
|
| 2024-03-06 |
跌破年线 |
卖出 |
14.585400000000002 |
37900.0 |
¥55.3万 |
|
| 2024-03-13 |
站上年线 |
买入 |
14.72 |
37400.0 |
¥55.1万 |
|
| 2024-03-14 |
跌破年线 |
卖出 |
14.34564 |
37400.0 |
¥53.6万 |
|
| 2024-09-26 |
站上年线 |
买入 |
14.09408 |
38100.0 |
¥53.7万 |
|
| 2025-04-08 |
跌破年线 |
卖出 |
14.935049999999997 |
38100.0 |
¥56.9万 |
|
| 2025-04-11 |
站上年线 |
买入 |
15.585569999999999 |
36500.0 |
¥56.9万 |
|
| 2026-03-10 |
跌破年线 |
卖出 |
19.86012 |
36500.0 |
¥72.5万 |
|
| 2026-03-12 |
站上年线 |
买入 |
19.94993 |
36200.0 |
¥72.2万 |
|
| 2026-03-13 |
跌破年线 |
卖出 |
19.70028 |
36200.0 |
¥71.3万 |
|
| 2026-06-23 |
站上年线 |
买入 |
21.221199999999996 |
33500.0 |
¥71.1万 |
|
| 2026-06-29 |
跌破年线 |
卖出 |
20.45952 |
33500.0 |
¥68.5万 |
|
| 2026-06-30 |
站上年线 |
买入 |
20.760739999999995 |
32900.0 |
¥68.3万 |
|
| 2026-07-08 |
跌破年线 |
卖出 |
20.5794 |
32900.0 |
¥67.7万 |
|
| 2026-07-24 |
站上年线 |
买入 |
20.79077 |
32700.0 |
¥68.0万 |
|
| 2026-07-27 |
跌破年线 |
卖出 |
20.5794 |
32700.0 |
¥67.3万 |
|