601939 建设银行 — 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: ¥1.98M
策略: 年线突破
K线 & 交易信号（策略收益 +98.38%）
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 27 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 |
2016-08-12 |
2016-09-19 |
5.2067615599999995 |
5.13 |
¥-1.5万 |
-1.50% |
跌破年线 |
| 2 |
2016-09-20 |
2018-05-29 |
5.161548 |
7.24275 |
¥39.5万 |
+40.28% |
跌破年线 |
| 3 |
2019-02-26 |
2019-03-11 |
7.3094921899999985 |
6.90309 |
¥-7.6万 |
-5.59% |
跌破年线 |
| 4 |
2019-03-13 |
2019-03-14 |
7.009102099999999 |
6.92307 |
¥-1.6万 |
-1.26% |
跌破年线 |
| 5 |
2019-03-18 |
2019-03-26 |
7.039141108999999 |
6.87312 |
¥-3.1万 |
-2.39% |
跌破年线 |
| 6 |
2019-05-13 |
2019-08-23 |
6.90897207 |
6.96303 |
¥9,297 |
+0.75% |
跌破年线 |
| 7 |
2019-08-26 |
2019-08-27 |
6.949024082000001 |
6.94305 |
¥-1,449 |
-0.12% |
跌破年线 |
| 8 |
2019-09-27 |
2019-10-08 |
7.0691801179999985 |
6.98301 |
¥-1.6万 |
-1.25% |
跌破年线 |
| 9 |
2019-10-09 |
2020-01-17 |
7.059167114999998 |
7.08291 |
¥3,798 |
+0.31% |
跌破年线 |
| 10 |
2020-11-12 |
2020-11-13 |
6.588555973999999 |
6.4935 |
¥-1.8万 |
-1.47% |
跌破年线 |
| 11 |
2020-11-19 |
2020-12-14 |
6.568529968 |
6.51348 |
¥-1.1万 |
-0.87% |
跌破年线 |
| 12 |
2020-12-15 |
2020-12-16 |
6.518464953 |
6.423569999999999 |
¥-1.8万 |
-1.49% |
跌破年线 |
| 13 |
2021-01-13 |
2021-06-24 |
6.488425943999999 |
6.6233699999999995 |
¥2.5万 |
+2.05% |
跌破年线 |
| 14 |
2021-06-25 |
2021-06-29 |
6.668659997999998 |
6.633359999999999 |
¥-6,850 |
-0.56% |
跌破年线 |
| 15 |
2021-07-02 |
2021-07-06 |
6.70201 |
6.6233699999999995 |
¥-1.5万 |
-1.20% |
跌破年线 |
| 16 |
2021-07-07 |
2021-07-09 |
6.708712009999999 |
6.54345 |
¥-3.0万 |
-2.49% |
跌破年线 |
| 17 |
2022-04-01 |
2022-04-08 |
6.248113871999999 |
6.25374 |
¥700 |
+0.06% |
跌破年线 |
| 18 |
2022-04-11 |
2022-04-18 |
6.281884000000001 |
6.20379 |
¥-1.5万 |
-1.27% |
跌破年线 |
| 19 |
2022-04-25 |
2022-04-26 |
6.198048857 |
6.0939 |
¥-2.0万 |
-1.71% |
跌破年线 |
| 20 |
2022-06-30 |
2022-07-11 |
6.057866815 |
5.70429 |
¥-6.7万 |
-5.86% |
跌破年线 |
| 21 |
2023-03-06 |
2025-09-23 |
5.847593752 |
8.551440000000001 |
¥49.7万 |
+46.19% |
跌破年线 |
| 22 |
2025-09-24 |
2025-09-26 |
8.841481648999999 |
8.70129 |
¥-2.5万 |
-1.62% |
跌破年线 |
| 23 |
2025-10-15 |
2025-12-12 |
8.901559667 |
8.941049999999999 |
¥6,394 |
+0.41% |
跌破年线 |
| 24 |
2025-12-19 |
2026-01-08 |
9.151884742 |
9.030959999999999 |
¥-2.1万 |
-1.35% |
跌破年线 |
| 25 |
2026-01-09 |
2026-01-12 |
9.082724 |
9.00099 |
¥-1.4万 |
-0.93% |
跌破年线 |
| 26 |
2026-01-13 |
2026-01-15 |
9.141871739 |
9.030959999999999 |
¥-1.9万 |
-1.24% |
跌破年线 |
| 27 |
2026-03-16 |
2026-11-13 |
9.161897744999997 |
12.11 |
¥48.1万 |
+32.14% |
强平 |
逐笔成交记录（共 54 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-08-12 |
站上年线 |
买入 |
5.2052 |
192000.0 |
¥100.0万 |
|
| 2016-09-19 |
跌破年线 |
卖出 |
5.13 |
192000.0 |
¥98.5万 |
|
| 2016-09-20 |
站上年线 |
买入 |
5.16 |
189800.0 |
¥98.0万 |
|
| 2018-05-29 |
跌破年线 |
卖出 |
7.24275 |
189800.0 |
¥1.37M |
|
| 2019-02-26 |
站上年线 |
买入 |
7.307299999999999 |
186300.0 |
¥1.36M |
|
| 2019-03-11 |
跌破年线 |
卖出 |
6.90309 |
186300.0 |
¥1.29M |
|
| 2019-03-13 |
站上年线 |
买入 |
7.007 |
185300.0 |
¥1.30M |
|
| 2019-03-14 |
跌破年线 |
卖出 |
6.92307 |
185300.0 |
¥1.28M |
|
| 2019-03-18 |
站上年线 |
买入 |
7.03703 |
182400.0 |
¥1.28M |
|
| 2019-03-26 |
跌破年线 |
卖出 |
6.87312 |
182400.0 |
¥1.25M |
|
| 2019-05-13 |
站上年线 |
买入 |
6.906899999999999 |
178900.0 |
¥1.24M |
|
| 2019-08-23 |
跌破年线 |
卖出 |
6.96303 |
178900.0 |
¥1.25M |
|
| 2019-08-26 |
站上年线 |
买入 |
6.946940000000001 |
179900.0 |
¥1.25M |
|
| 2019-08-27 |
跌破年线 |
卖出 |
6.94305 |
179900.0 |
¥1.25M |
|
| 2019-09-27 |
站上年线 |
买入 |
7.067059999999999 |
178700.0 |
¥1.26M |
|
| 2019-10-08 |
跌破年线 |
卖出 |
6.98301 |
178700.0 |
¥1.25M |
|
| 2019-10-09 |
站上年线 |
买入 |
7.057049999999999 |
175700.0 |
¥1.24M |
|
| 2020-01-17 |
跌破年线 |
卖出 |
7.08291 |
175700.0 |
¥1.24M |
|
| 2020-11-12 |
站上年线 |
买入 |
6.5865800000000005 |
189700.0 |
¥1.25M |
|
| 2020-11-13 |
跌破年线 |
卖出 |
6.4935 |
189700.0 |
¥1.23M |
|
| 2020-11-19 |
站上年线 |
买入 |
6.56656 |
187100.0 |
¥1.23M |
|
| 2020-12-14 |
跌破年线 |
卖出 |
6.51348 |
187100.0 |
¥1.22M |
|
| 2020-12-15 |
站上年线 |
买入 |
6.516509999999999 |
186700.0 |
¥1.22M |
|
| 2020-12-16 |
跌破年线 |
卖出 |
6.423569999999999 |
186700.0 |
¥1.20M |
|
| 2021-01-13 |
站上年线 |
买入 |
6.486479999999999 |
185000.0 |
¥1.20M |
|
| 2021-06-24 |
跌破年线 |
卖出 |
6.6233699999999995 |
185000.0 |
¥1.22M |
|
| 2021-06-25 |
站上年线 |
买入 |
6.666659999999999 |
183700.0 |
¥1.23M |
|
| 2021-06-29 |
跌破年线 |
卖出 |
6.633359999999999 |
183700.0 |
¥1.22M |
|
| 2021-07-02 |
站上年线 |
买入 |
6.7 |
180500.0 |
¥1.21M |
|
| 2021-07-06 |
跌破年线 |
卖出 |
6.6233699999999995 |
180500.0 |
¥1.20M |
|
| 2021-07-07 |
站上年线 |
买入 |
6.7067 |
180000.0 |
¥1.21M |
|
| 2021-07-09 |
跌破年线 |
卖出 |
6.54345 |
180000.0 |
¥1.18M |
|
| 2022-04-01 |
站上年线 |
买入 |
6.246239999999999 |
186700.0 |
¥1.17M |
|
| 2022-04-08 |
跌破年线 |
卖出 |
6.25374 |
186700.0 |
¥1.17M |
|
| 2022-04-11 |
站上年线 |
买入 |
6.28 |
187100.0 |
¥1.18M |
|
| 2022-04-18 |
跌破年线 |
卖出 |
6.20379 |
187100.0 |
¥1.16M |
|
| 2022-04-25 |
站上年线 |
买入 |
6.19619 |
185900.0 |
¥1.15M |
|
| 2022-04-26 |
跌破年线 |
卖出 |
6.0939 |
185900.0 |
¥1.13M |
|
| 2022-06-30 |
站上年线 |
买入 |
6.056049999999999 |
188500.0 |
¥1.14M |
|
| 2022-07-11 |
跌破年线 |
卖出 |
5.70429 |
188500.0 |
¥1.07M |
|
| 2023-03-06 |
站上年线 |
买入 |
5.845839999999999 |
184100.0 |
¥1.08M |
|
| 2025-09-23 |
跌破年线 |
卖出 |
8.551440000000001 |
184100.0 |
¥1.57M |
|
| 2025-09-24 |
站上年线 |
买入 |
8.83883 |
177300.0 |
¥1.57M |
|
| 2025-09-26 |
跌破年线 |
卖出 |
8.70129 |
177300.0 |
¥1.54M |
|
| 2025-10-15 |
站上年线 |
买入 |
8.89889 |
173700.0 |
¥1.55M |
|
| 2025-12-12 |
跌破年线 |
卖出 |
8.941049999999999 |
173700.0 |
¥1.55M |
|
| 2025-12-19 |
站上年线 |
买入 |
9.14914 |
169200.0 |
¥1.55M |
|
| 2026-01-08 |
跌破年线 |
卖出 |
9.030959999999999 |
169200.0 |
¥1.53M |
|
| 2026-01-09 |
站上年线 |
买入 |
9.08 |
168200.0 |
¥1.53M |
|
| 2026-01-12 |
跌破年线 |
卖出 |
9.00099 |
168200.0 |
¥1.51M |
|
| 2026-01-13 |
站上年线 |
买入 |
9.13913 |
166300.0 |
¥1.52M |
|
| 2026-01-15 |
跌破年线 |
卖出 |
9.030959999999999 |
166300.0 |
¥1.50M |
|
| 2026-03-16 |
站上年线 |
买入 |
9.159149999999999 |
163500.0 |
¥1.50M |
|
| 2026-11-13 |
强平 |
卖出 |
12.11 |
163500 |
¥1.98M |
回测结束强平 |