601818 光大银行 — 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: ¥53.2万
策略: 年线突破
K线 & 交易信号（策略收益 -46.76%）
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 43 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 |
2016-08-15 |
2016-08-30 |
4.055266214999999 |
3.88611 |
¥-4.2万 |
-4.20% |
跌破年线 |
| 2 |
2016-08-31 |
2016-09-12 |
3.9250971759999995 |
3.8161799999999997 |
¥-2.7万 |
-2.80% |
跌破年线 |
| 3 |
2016-10-25 |
2016-10-27 |
3.8850451639999997 |
3.82617 |
¥-1.4万 |
-1.54% |
跌破年线 |
| 4 |
2016-11-02 |
2016-11-03 |
3.861158 |
3.8161799999999997 |
¥-1.1万 |
-1.19% |
跌破年线 |
| 5 |
2017-05-12 |
2017-05-18 |
3.9050711699999994 |
3.86613 |
¥-9,283 |
-1.03% |
跌破年线 |
| 6 |
2017-05-24 |
2017-05-25 |
3.8950581669999997 |
3.85 |
¥-1.1万 |
-1.19% |
跌破年线 |
| 7 |
2017-05-26 |
2017-06-16 |
3.965149188 |
3.9360599999999994 |
¥-6,717 |
-0.76% |
跌破年线 |
| 8 |
2017-06-20 |
2017-07-06 |
3.9551361849999997 |
3.95604 |
¥-63 |
-0.01% |
跌破年线 |
| 9 |
2017-07-07 |
2017-07-10 |
3.9651491879999994 |
3.93606 |
¥-6,684 |
-0.76% |
跌破年线 |
| 10 |
2017-07-11 |
2017-11-01 |
3.9551361849999997 |
4.0459499999999995 |
¥2.0万 |
+2.27% |
跌破年线 |
| 11 |
2017-11-08 |
2017-11-10 |
4.055266215 |
4.01598 |
¥-8,892 |
-1.00% |
跌破年线 |
| 12 |
2017-11-14 |
2017-11-15 |
4.051215 |
4.02597 |
¥-5,738 |
-0.65% |
跌破年线 |
| 13 |
2017-11-20 |
2017-12-18 |
4.065279218 |
4.065930000000001 |
¥-122 |
-0.01% |
跌破年线 |
| 14 |
2017-12-20 |
2017-12-25 |
4.091227 |
4.05594 |
¥-7,808 |
-0.89% |
跌破年线 |
| 15 |
2017-12-27 |
2017-12-29 |
4.085305223999999 |
4.0459499999999995 |
¥-8,601 |
-0.99% |
跌破年线 |
| 16 |
2018-01-03 |
2018-03-27 |
4.085305223999999 |
4.11588 |
¥6,173 |
+0.72% |
跌破年线 |
| 17 |
2018-04-12 |
2018-04-13 |
4.1612480000000005 |
4.13586 |
¥-5,533 |
-0.64% |
跌破年线 |
| 18 |
2018-10-23 |
2018-10-24 |
4.005201199999999 |
3.94 |
¥-1.4万 |
-1.66% |
跌破年线 |
| 19 |
2018-10-26 |
2018-10-29 |
4.061217999999999 |
4.02597 |
¥-7,605 |
-0.90% |
跌破年线 |
| 20 |
2018-11-05 |
2018-11-06 |
4.025227205999999 |
3.9660300000000004 |
¥-1.3万 |
-1.50% |
跌破年线 |
| 21 |
2019-01-21 |
2019-01-23 |
3.9451231819999997 |
3.8861100000000004 |
¥-1.3万 |
-1.53% |
跌破年线 |
| 22 |
2019-01-30 |
2019-05-15 |
4.005201199999999 |
3.8961 |
¥-2.2万 |
-2.75% |
跌破年线 |
| 23 |
2019-05-17 |
2019-05-20 |
3.915084173 |
3.86613 |
¥-1.0万 |
-1.28% |
跌破年线 |
| 24 |
2019-05-22 |
2019-05-24 |
3.9150841729999994 |
3.88611 |
¥-6,010 |
-0.77% |
跌破年线 |
| 25 |
2019-05-29 |
2019-05-30 |
3.8950581669999997 |
3.86613 |
¥-5,939 |
-0.77% |
跌破年线 |
| 26 |
2019-07-30 |
2019-08-05 |
3.9451231819999997 |
3.84615 |
¥-2.0万 |
-2.54% |
跌破年线 |
| 27 |
2019-09-27 |
2020-02-03 |
4.085305223999999 |
3.6763200000000005 |
¥-7.5万 |
-10.04% |
跌破年线 |
| 28 |
2020-07-21 |
2020-07-23 |
4.031209 |
3.9160799999999996 |
¥-1.9万 |
-2.89% |
跌破年线 |
| 29 |
2020-08-18 |
2020-08-20 |
4.085305223999999 |
3.92607 |
¥-2.6万 |
-3.93% |
跌破年线 |
| 30 |
2020-10-15 |
2020-10-29 |
3.9651491879999994 |
3.8961 |
¥-1.1万 |
-1.77% |
跌破年线 |
| 31 |
2020-12-30 |
2021-01-05 |
3.915084173 |
3.87612 |
¥-6,324 |
-1.02% |
跌破年线 |
| 32 |
2023-01-16 |
2023-01-17 |
3.0940179269999994 |
3.0669299999999997 |
¥-5,543 |
-0.91% |
跌破年线 |
| 33 |
2023-01-19 |
2023-02-02 |
3.084004924 |
3.06693 |
¥-3,529 |
-0.58% |
跌破年线 |
| 34 |
2023-04-04 |
2023-07-20 |
3.0139139029999993 |
2.9470500000000004 |
¥-1.4万 |
-2.25% |
跌破年线 |
| 35 |
2023-07-27 |
2023-08-22 |
3.0139139029999993 |
3.02 |
¥1,013 |
+0.17% |
跌破年线 |
| 36 |
2023-08-23 |
2023-08-31 |
3.0840049239999994 |
3.01 |
¥-1.4万 |
-2.43% |
跌破年线 |
| 37 |
2023-09-05 |
2023-09-08 |
3.0539659149999996 |
3.02697 |
¥-5,249 |
-0.91% |
跌破年线 |
| 38 |
2023-09-12 |
2023-10-11 |
3.0539659149999996 |
3.0469500000000003 |
¥-1,483 |
-0.26% |
跌破年线 |
| 39 |
2023-10-13 |
2023-10-20 |
3.094017927 |
3.02697 |
¥-1.2万 |
-2.20% |
跌破年线 |
| 40 |
2024-01-26 |
2024-04-08 |
3.0739919209999993 |
3.0469499999999994 |
¥-5,068 |
-0.91% |
跌破年线 |
| 41 |
2024-04-16 |
2024-04-17 |
3.0840049239999994 |
3.0669299999999997 |
¥-3,221 |
-0.58% |
跌破年线 |
| 42 |
2024-04-18 |
2024-08-30 |
3.144082942 |
3.0968999999999998 |
¥-8,400 |
-1.53% |
跌破年线 |
| 43 |
2025-09-03 |
2025-09-04 |
3.791137 |
3.72627 |
¥-9,396 |
-1.74% |
跌破年线 |
逐笔成交记录（共 86 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-08-15 |
站上年线 |
买入 |
4.054049999999999 |
245400.0 |
¥99.5万 |
|
| 2016-08-30 |
跌破年线 |
卖出 |
3.88611 |
245400.0 |
¥95.3万 |
|
| 2016-08-31 |
站上年线 |
买入 |
3.9239199999999994 |
243600.0 |
¥95.6万 |
|
| 2016-09-12 |
跌破年线 |
卖出 |
3.8161799999999997 |
243600.0 |
¥92.9万 |
|
| 2016-10-25 |
站上年线 |
买入 |
3.8838799999999996 |
239200.0 |
¥92.9万 |
|
| 2016-10-27 |
跌破年线 |
卖出 |
3.82617 |
239200.0 |
¥91.5万 |
|
| 2016-11-02 |
站上年线 |
买入 |
3.86 |
236100.0 |
¥91.2万 |
|
| 2016-11-03 |
跌破年线 |
卖出 |
3.8161799999999997 |
236100.0 |
¥90.1万 |
|
| 2017-05-12 |
站上年线 |
买入 |
3.9038999999999993 |
231500.0 |
¥90.4万 |
|
| 2017-05-18 |
跌破年线 |
卖出 |
3.86613 |
231500.0 |
¥89.5万 |
|
| 2017-05-24 |
站上年线 |
买入 |
3.89389 |
228600.0 |
¥89.0万 |
|
| 2017-05-25 |
跌破年线 |
卖出 |
3.85 |
228600.0 |
¥88.0万 |
|
| 2017-05-26 |
站上年线 |
买入 |
3.9639599999999997 |
221900.0 |
¥88.0万 |
|
| 2017-06-16 |
跌破年线 |
卖出 |
3.9360599999999994 |
221900.0 |
¥87.3万 |
|
| 2017-06-20 |
站上年线 |
买入 |
3.95395 |
221900.0 |
¥87.8万 |
|
| 2017-07-06 |
跌破年线 |
卖出 |
3.95604 |
221900.0 |
¥87.8万 |
|
| 2017-07-07 |
站上年线 |
买入 |
3.9639599999999997 |
220800.0 |
¥87.6万 |
|
| 2017-07-10 |
跌破年线 |
卖出 |
3.93606 |
220800.0 |
¥86.9万 |
|
| 2017-07-11 |
站上年线 |
买入 |
3.95395 |
219600.0 |
¥86.9万 |
|
| 2017-11-01 |
跌破年线 |
卖出 |
4.0459499999999995 |
219600.0 |
¥88.8万 |
|
| 2017-11-08 |
站上年线 |
买入 |
4.054049999999999 |
219600.0 |
¥89.1万 |
|
| 2017-11-10 |
跌破年线 |
卖出 |
4.01598 |
219600.0 |
¥88.2万 |
|
| 2017-11-14 |
站上年线 |
买入 |
4.05 |
216900.0 |
¥87.9万 |
|
| 2017-11-15 |
跌破年线 |
卖出 |
4.02597 |
216900.0 |
¥87.3万 |
|
| 2017-11-20 |
站上年线 |
买入 |
4.06406 |
213900.0 |
¥87.0万 |
|
| 2017-12-18 |
跌破年线 |
卖出 |
4.065930000000001 |
213900.0 |
¥86.9万 |
|
| 2017-12-20 |
站上年线 |
买入 |
4.09 |
213900.0 |
¥87.5万 |
|
| 2017-12-25 |
跌破年线 |
卖出 |
4.05594 |
213900.0 |
¥86.7万 |
|
| 2017-12-27 |
站上年线 |
买入 |
4.084079999999999 |
212000.0 |
¥86.6万 |
|
| 2017-12-29 |
跌破年线 |
卖出 |
4.0459499999999995 |
212000.0 |
¥85.7万 |
|
| 2018-01-03 |
站上年线 |
买入 |
4.084079999999999 |
210400.0 |
¥86.0万 |
|
| 2018-03-27 |
跌破年线 |
卖出 |
4.11588 |
210400.0 |
¥86.6万 |
|
| 2018-04-12 |
站上年线 |
买入 |
4.16 |
207800.0 |
¥86.5万 |
|
| 2018-04-13 |
跌破年线 |
卖出 |
4.13586 |
207800.0 |
¥85.9万 |
|
| 2018-10-23 |
站上年线 |
买入 |
4.004 |
213700.0 |
¥85.6万 |
|
| 2018-10-24 |
跌破年线 |
卖出 |
3.94 |
213700.0 |
¥84.2万 |
|
| 2018-10-26 |
站上年线 |
买入 |
4.06 |
208600.0 |
¥84.7万 |
|
| 2018-10-29 |
跌破年线 |
卖出 |
4.02597 |
208600.0 |
¥84.0万 |
|
| 2018-11-05 |
站上年线 |
买入 |
4.024019999999999 |
207800.0 |
¥83.6万 |
|
| 2018-11-06 |
跌破年线 |
卖出 |
3.9660300000000004 |
207800.0 |
¥82.4万 |
|
| 2019-01-21 |
站上年线 |
买入 |
3.9439399999999996 |
208800.0 |
¥82.4万 |
|
| 2019-01-23 |
跌破年线 |
卖出 |
3.8861100000000004 |
208800.0 |
¥81.1万 |
|
| 2019-01-30 |
站上年线 |
买入 |
4.004 |
203100.0 |
¥81.3万 |
|
| 2019-05-15 |
跌破年线 |
卖出 |
3.8961 |
203100.0 |
¥79.1万 |
|
| 2019-05-17 |
站上年线 |
买入 |
3.9139099999999996 |
202000.0 |
¥79.1万 |
|
| 2019-05-20 |
跌破年线 |
卖出 |
3.86613 |
202000.0 |
¥78.1万 |
|
| 2019-05-22 |
站上年线 |
买入 |
3.913909999999999 |
199400.0 |
¥78.1万 |
|
| 2019-05-24 |
跌破年线 |
卖出 |
3.88611 |
199400.0 |
¥77.5万 |
|
| 2019-05-29 |
站上年线 |
买入 |
3.89389 |
197400.0 |
¥76.9万 |
|
| 2019-05-30 |
跌破年线 |
卖出 |
3.86613 |
197400.0 |
¥76.3万 |
|
| 2019-07-30 |
站上年线 |
买入 |
3.94394 |
194900.0 |
¥76.9万 |
|
| 2019-08-05 |
跌破年线 |
卖出 |
3.84615 |
194900.0 |
¥74.9万 |
|
| 2019-09-27 |
站上年线 |
买入 |
4.084079999999999 |
183000.0 |
¥74.8万 |
|
| 2020-02-03 |
跌破年线 |
卖出 |
3.6763200000000005 |
183000.0 |
¥67.3万 |
|
| 2020-07-21 |
站上年线 |
买入 |
4.03 |
166700.0 |
¥67.2万 |
|
| 2020-07-23 |
跌破年线 |
卖出 |
3.9160799999999996 |
166700.0 |
¥65.3万 |
|
| 2020-08-18 |
站上年线 |
买入 |
4.084079999999999 |
159600.0 |
¥65.2万 |
|
| 2020-08-20 |
跌破年线 |
卖出 |
3.92607 |
159600.0 |
¥62.6万 |
|
| 2020-10-15 |
站上年线 |
买入 |
3.9639599999999997 |
158400.0 |
¥62.8万 |
|
| 2020-10-29 |
跌破年线 |
卖出 |
3.8961 |
158400.0 |
¥61.7万 |
|
| 2020-12-30 |
站上年线 |
买入 |
3.9139099999999996 |
157600.0 |
¥61.7万 |
|
| 2021-01-05 |
跌破年线 |
卖出 |
3.87612 |
157600.0 |
¥61.1万 |
|
| 2023-01-16 |
站上年线 |
买入 |
3.0930899999999997 |
197900.0 |
¥61.2万 |
|
| 2023-01-17 |
跌破年线 |
卖出 |
3.0669299999999997 |
197900.0 |
¥60.7万 |
|
| 2023-01-19 |
站上年线 |
买入 |
3.0830800000000003 |
196100.0 |
¥60.5万 |
|
| 2023-02-02 |
跌破年线 |
卖出 |
3.06693 |
196100.0 |
¥60.1万 |
|
| 2023-04-04 |
站上年线 |
买入 |
3.0130099999999995 |
200100.0 |
¥60.3万 |
|
| 2023-07-20 |
跌破年线 |
卖出 |
2.9470500000000004 |
200100.0 |
¥59.0万 |
|
| 2023-07-27 |
站上年线 |
买入 |
3.0130099999999995 |
195600.0 |
¥59.0万 |
|
| 2023-08-22 |
跌破年线 |
卖出 |
3.02 |
195600.0 |
¥59.1万 |
|
| 2023-08-23 |
站上年线 |
买入 |
3.08308 |
191500.0 |
¥59.1万 |
|
| 2023-08-31 |
跌破年线 |
卖出 |
3.01 |
191500.0 |
¥57.6万 |
|
| 2023-09-05 |
站上年线 |
买入 |
3.0530499999999994 |
188100.0 |
¥57.4万 |
|
| 2023-09-08 |
跌破年线 |
卖出 |
3.02697 |
188100.0 |
¥56.9万 |
|
| 2023-09-12 |
站上年线 |
买入 |
3.0530499999999994 |
187000.0 |
¥57.1万 |
|
| 2023-10-11 |
跌破年线 |
卖出 |
3.0469500000000003 |
187000.0 |
¥57.0万 |
|
| 2023-10-13 |
站上年线 |
买入 |
3.0930899999999997 |
182900.0 |
¥56.6万 |
|
| 2023-10-20 |
跌破年线 |
卖出 |
3.02697 |
182900.0 |
¥55.3万 |
|
| 2024-01-26 |
站上年线 |
买入 |
3.0730699999999995 |
181300.0 |
¥55.7万 |
|
| 2024-04-08 |
跌破年线 |
卖出 |
3.0469499999999994 |
181300.0 |
¥55.2万 |
|
| 2024-04-16 |
站上年线 |
买入 |
3.08308 |
179000.0 |
¥55.2万 |
|
| 2024-04-17 |
跌破年线 |
卖出 |
3.0669299999999997 |
179000.0 |
¥54.9万 |
|
| 2024-04-18 |
站上年线 |
买入 |
3.14314 |
174600.0 |
¥54.9万 |
|
| 2024-08-30 |
跌破年线 |
卖出 |
3.0968999999999998 |
174600.0 |
¥54.1万 |
|
| 2025-09-03 |
站上年线 |
买入 |
3.79 |
142400.0 |
¥54.0万 |
|
| 2025-09-04 |
跌破年线 |
卖出 |
3.72627 |
142400.0 |
¥53.0万 |
|