601998 中信银行 — 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: ¥40.6万
策略: 年线突破
K线 & 交易信号（策略收益 -59.42%）
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 46 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 |
2016-09-12 |
6.438360928999998 |
6.07392 |
¥-5.7万 |
-5.69% |
跌破年线 |
| 2 |
2016-11-11 |
2017-04-19 |
6.218074862999999 |
6.22377 |
¥578 |
+0.06% |
跌破年线 |
| 3 |
2017-07-13 |
2017-08-14 |
6.398308916999999 |
6.27372 |
¥-1.8万 |
-1.98% |
跌破年线 |
| 4 |
2017-08-24 |
2017-08-25 |
6.428347926 |
6.343649999999999 |
¥-1.2万 |
-1.35% |
跌破年线 |
| 5 |
2017-11-23 |
2017-11-24 |
6.468399938 |
6.33366 |
¥-1.9万 |
-2.11% |
跌破年线 |
| 6 |
2017-12-06 |
2017-12-07 |
6.4984389469999995 |
6.38361 |
¥-1.6万 |
-1.80% |
跌破年线 |
| 7 |
2018-01-08 |
2018-03-27 |
6.448373932 |
6.43356 |
¥-2,274 |
-0.26% |
跌破年线 |
| 8 |
2018-03-30 |
2018-04-02 |
6.488425943999999 |
6.45354 |
¥-4,949 |
-0.57% |
跌破年线 |
| 9 |
2018-04-12 |
2018-04-17 |
6.628607985999999 |
6.28371 |
¥-4.5万 |
-5.23% |
跌破年线 |
| 10 |
2018-04-25 |
2018-04-26 |
6.468399938 |
6.42357 |
¥-5,933 |
-0.72% |
跌破年线 |
| 11 |
2018-05-03 |
2018-05-31 |
6.478412940999999 |
6.42357 |
¥-7,074 |
-0.88% |
跌破年线 |
| 12 |
2019-02-26 |
2019-05-09 |
6.481944 |
5.94405 |
¥-6.8万 |
-8.33% |
跌破年线 |
| 13 |
2019-06-12 |
2019-06-14 |
5.971791 |
5.894100000000001 |
¥-9,861 |
-1.33% |
跌破年线 |
| 14 |
2019-06-20 |
2019-07-11 |
5.947723781999999 |
5.88411 |
¥-8,048 |
-1.10% |
跌破年线 |
| 15 |
2019-07-15 |
2019-07-23 |
5.937710778999999 |
5.66433 |
¥-3.4万 |
-4.63% |
跌破年线 |
| 16 |
2019-07-31 |
2019-08-05 |
5.947723781999999 |
5.81418 |
¥-1.6万 |
-2.27% |
跌破年线 |
| 17 |
2019-12-12 |
2020-01-20 |
5.987775794 |
5.97402 |
¥-1,755 |
-0.26% |
跌破年线 |
| 18 |
2020-01-21 |
2020-01-22 |
6.001799999999999 |
5.87412 |
¥-1.4万 |
-2.16% |
跌破年线 |
| 19 |
2020-07-07 |
2020-07-16 |
6.1579968449999996 |
5.36463 |
¥-8.5万 |
-12.91% |
跌破年线 |
| 20 |
2021-02-02 |
2021-02-05 |
5.286865583999999 |
5.18481 |
¥-1.1万 |
-1.96% |
跌破年线 |
| 21 |
2021-02-08 |
2021-03-02 |
5.346943602 |
5.214779999999999 |
¥-1.4万 |
-2.50% |
跌破年线 |
| 22 |
2021-03-04 |
2021-05-06 |
5.226787566 |
5.18 |
¥-5,061 |
-0.92% |
跌破年线 |
| 23 |
2021-05-10 |
2021-05-25 |
5.3269175959999995 |
5.224770000000001 |
¥-1.1万 |
-1.95% |
跌破年线 |
| 24 |
2021-05-26 |
2021-06-04 |
5.286865583999999 |
5.20479 |
¥-8,447 |
-1.58% |
跌破年线 |
| 25 |
2022-06-13 |
2022-06-14 |
4.736150419 |
4.65534 |
¥-9,059 |
-1.74% |
跌破年线 |
| 26 |
2022-06-16 |
2022-07-08 |
4.836280448999999 |
4.68531 |
¥-1.6万 |
-3.15% |
跌破年线 |
| 27 |
2022-07-12 |
2022-07-14 |
4.736150419 |
4.66533 |
¥-7,612 |
-1.52% |
跌破年线 |
| 28 |
2022-07-21 |
2022-07-22 |
4.696098407 |
4.66 |
¥-3,926 |
-0.80% |
跌破年线 |
| 29 |
2022-07-25 |
2022-07-29 |
4.70611141 |
4.38561 |
¥-3.3万 |
-6.84% |
跌破年线 |
| 30 |
2022-10-13 |
2022-10-14 |
4.676072400999999 |
4.65 |
¥-2,673 |
-0.59% |
跌破年线 |
| 31 |
2022-10-17 |
2022-10-19 |
4.676072400999999 |
4.56543 |
¥-1.1万 |
-2.40% |
跌破年线 |
| 32 |
2022-11-15 |
2022-11-18 |
4.716124412999999 |
4.61538 |
¥-9,569 |
-2.17% |
跌破年线 |
| 33 |
2024-01-08 |
2024-01-09 |
5.607281679999999 |
5.53446 |
¥-5,668 |
-1.33% |
跌破年线 |
| 34 |
2024-01-17 |
2024-01-18 |
5.727437716 |
5.62437 |
¥-7,773 |
-1.83% |
跌破年线 |
| 35 |
2025-01-24 |
2025-01-27 |
6.598568976999999 |
6.54345 |
¥-3,613 |
-0.87% |
跌破年线 |
| 36 |
2025-02-05 |
2025-02-06 |
6.651995 |
6.543450000000001 |
¥-6,896 |
-1.66% |
跌破年线 |
| 37 |
2025-02-19 |
2025-02-25 |
6.698699006999999 |
6.54345 |
¥-9,558 |
-2.35% |
跌破年线 |
| 38 |
2025-02-28 |
2025-09-26 |
6.668659998 |
7.3226700000000005 |
¥3.9万 |
+9.77% |
跌破年线 |
| 39 |
2025-09-29 |
2025-09-30 |
7.399609216999999 |
7.31268 |
¥-5,258 |
-1.20% |
跌破年线 |
| 40 |
2025-10-15 |
2025-12-11 |
7.499739246999999 |
7.50249 |
¥29 |
+0.01% |
跌破年线 |
| 41 |
2025-12-31 |
2026-01-06 |
7.629908285999999 |
7.512479999999999 |
¥-6,774 |
-1.57% |
跌破年线 |
| 42 |
2026-01-14 |
2026-01-15 |
7.639921288999998 |
7.56243 |
¥-4,435 |
-1.04% |
跌破年线 |
| 43 |
2026-01-16 |
2026-01-19 |
7.659947294999999 |
7.5924 |
¥-3,847 |
-0.91% |
跌破年线 |
| 44 |
2026-01-20 |
2026-01-22 |
7.699999307 |
7.602390000000001 |
¥-5,404 |
-1.30% |
跌破年线 |
| 45 |
2026-03-18 |
2026-05-20 |
7.830168345999999 |
7.92207 |
¥4,709 |
+1.14% |
跌破年线 |
| 46 |
2026-07-29 |
2026-08-06 |
7.770090327999999 |
7.55244 |
¥-1.2万 |
-2.83% |
跌破年线 |
逐笔成交记录（共 92 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 |
6.436429999999999 |
155000.0 |
¥99.8万 |
|
| 2016-09-12 |
跌破年线 |
卖出 |
6.07392 |
155000.0 |
¥94.1万 |
|
| 2016-11-11 |
站上年线 |
买入 |
6.216209999999999 |
151100.0 |
¥94.0万 |
|
| 2017-04-19 |
跌破年线 |
卖出 |
6.22377 |
151100.0 |
¥94.0万 |
|
| 2017-07-13 |
站上年线 |
买入 |
6.396389999999999 |
146200.0 |
¥93.5万 |
|
| 2017-08-14 |
跌破年线 |
卖出 |
6.27372 |
146200.0 |
¥91.7万 |
|
| 2017-08-24 |
站上年线 |
买入 |
6.426419999999999 |
142900.0 |
¥91.9万 |
|
| 2017-08-25 |
跌破年线 |
卖出 |
6.343649999999999 |
142900.0 |
¥90.6万 |
|
| 2017-11-23 |
站上年线 |
买入 |
6.46646 |
139900.0 |
¥90.5万 |
|
| 2017-11-24 |
跌破年线 |
卖出 |
6.33366 |
139900.0 |
¥88.6万 |
|
| 2017-12-06 |
站上年线 |
买入 |
6.49649 |
136800.0 |
¥88.9万 |
|
| 2017-12-07 |
跌破年线 |
卖出 |
6.38361 |
136800.0 |
¥87.3万 |
|
| 2018-01-08 |
站上年线 |
买入 |
6.44644 |
135800.0 |
¥87.6万 |
|
| 2018-03-27 |
跌破年线 |
卖出 |
6.43356 |
135800.0 |
¥87.3万 |
|
| 2018-03-30 |
站上年线 |
买入 |
6.486479999999999 |
134400.0 |
¥87.2万 |
|
| 2018-04-02 |
跌破年线 |
卖出 |
6.45354 |
134400.0 |
¥86.7万 |
|
| 2018-04-12 |
站上年线 |
买入 |
6.626619999999999 |
130800.0 |
¥86.7万 |
|
| 2018-04-17 |
跌破年线 |
卖出 |
6.28371 |
130800.0 |
¥82.2万 |
|
| 2018-04-25 |
站上年线 |
买入 |
6.46646 |
126900.0 |
¥82.1万 |
|
| 2018-04-26 |
跌破年线 |
卖出 |
6.42357 |
126900.0 |
¥81.5万 |
|
| 2018-05-03 |
站上年线 |
买入 |
6.476469999999999 |
124600.0 |
¥80.7万 |
|
| 2018-05-31 |
跌破年线 |
卖出 |
6.42357 |
124600.0 |
¥80.0万 |
|
| 2019-02-26 |
站上年线 |
买入 |
6.48 |
125100.0 |
¥81.1万 |
|
| 2019-05-09 |
跌破年线 |
卖出 |
5.94405 |
125100.0 |
¥74.3万 |
|
| 2019-06-12 |
站上年线 |
买入 |
5.97 |
124100.0 |
¥74.1万 |
|
| 2019-06-14 |
跌破年线 |
卖出 |
5.894100000000001 |
124100.0 |
¥73.1万 |
|
| 2019-06-20 |
站上年线 |
买入 |
5.945939999999999 |
123100.0 |
¥73.2万 |
|
| 2019-07-11 |
跌破年线 |
卖出 |
5.88411 |
123100.0 |
¥72.4万 |
|
| 2019-07-15 |
站上年线 |
买入 |
5.935929999999999 |
122100.0 |
¥72.5万 |
|
| 2019-07-23 |
跌破年线 |
卖出 |
5.66433 |
122100.0 |
¥69.1万 |
|
| 2019-07-31 |
站上年线 |
买入 |
5.945939999999999 |
115900.0 |
¥68.9万 |
|
| 2019-08-05 |
跌破年线 |
卖出 |
5.81418 |
115900.0 |
¥67.4万 |
|
| 2019-12-12 |
站上年线 |
买入 |
5.98598 |
112900.0 |
¥67.6万 |
|
| 2020-01-20 |
跌破年线 |
卖出 |
5.97402 |
112900.0 |
¥67.4万 |
|
| 2020-01-21 |
站上年线 |
买入 |
6.0 |
112000.0 |
¥67.2万 |
|
| 2020-01-22 |
跌破年线 |
卖出 |
5.87412 |
112000.0 |
¥65.8万 |
|
| 2020-07-07 |
站上年线 |
买入 |
6.156149999999999 |
107300.0 |
¥66.1万 |
|
| 2020-07-16 |
跌破年线 |
卖出 |
5.36463 |
107300.0 |
¥57.5万 |
|
| 2021-02-02 |
站上年线 |
买入 |
5.285279999999999 |
108500.0 |
¥57.4万 |
|
| 2021-02-05 |
跌破年线 |
卖出 |
5.18481 |
108500.0 |
¥56.2万 |
|
| 2021-02-08 |
站上年线 |
买入 |
5.345339999999999 |
104400.0 |
¥55.8万 |
|
| 2021-03-02 |
跌破年线 |
卖出 |
5.214779999999999 |
104400.0 |
¥54.4万 |
|
| 2021-03-04 |
站上年线 |
买入 |
5.22522 |
104700.0 |
¥54.7万 |
|
| 2021-05-06 |
跌破年线 |
卖出 |
5.18 |
104700.0 |
¥54.2万 |
|
| 2021-05-10 |
站上年线 |
买入 |
5.32532 |
102400.0 |
¥54.5万 |
|
| 2021-05-25 |
跌破年线 |
卖出 |
5.224770000000001 |
102400.0 |
¥53.5万 |
|
| 2021-05-26 |
站上年线 |
买入 |
5.285279999999999 |
101000.0 |
¥53.4万 |
|
| 2021-06-04 |
跌破年线 |
卖出 |
5.20479 |
101000.0 |
¥52.6万 |
|
| 2022-06-13 |
站上年线 |
买入 |
4.73473 |
110200.0 |
¥52.2万 |
|
| 2022-06-14 |
跌破年线 |
卖出 |
4.65534 |
110200.0 |
¥51.3万 |
|
| 2022-06-16 |
站上年线 |
买入 |
4.834829999999999 |
107000.0 |
¥51.7万 |
|
| 2022-07-08 |
跌破年线 |
卖出 |
4.68531 |
107000.0 |
¥50.1万 |
|
| 2022-07-12 |
站上年线 |
买入 |
4.73473 |
105400.0 |
¥49.9万 |
|
| 2022-07-14 |
跌破年线 |
卖出 |
4.66533 |
105400.0 |
¥49.2万 |
|
| 2022-07-21 |
站上年线 |
买入 |
4.69469 |
104700.0 |
¥49.2万 |
|
| 2022-07-22 |
跌破年线 |
卖出 |
4.66 |
104700.0 |
¥48.8万 |
|
| 2022-07-25 |
站上年线 |
买入 |
4.7047 |
104000.0 |
¥48.9万 |
|
| 2022-07-29 |
跌破年线 |
卖出 |
4.38561 |
104000.0 |
¥45.6万 |
|
| 2022-10-13 |
站上年线 |
买入 |
4.674669999999999 |
97300.0 |
¥45.5万 |
|
| 2022-10-14 |
跌破年线 |
卖出 |
4.65 |
97300.0 |
¥45.2万 |
|
| 2022-10-17 |
站上年线 |
买入 |
4.674669999999999 |
96600.0 |
¥45.2万 |
|
| 2022-10-19 |
跌破年线 |
卖出 |
4.56543 |
96600.0 |
¥44.1万 |
|
| 2022-11-15 |
站上年线 |
买入 |
4.714709999999999 |
93700.0 |
¥44.2万 |
|
| 2022-11-18 |
跌破年线 |
卖出 |
4.61538 |
93700.0 |
¥43.2万 |
|
| 2024-01-08 |
站上年线 |
买入 |
5.605599999999999 |
76100.0 |
¥42.7万 |
|
| 2024-01-09 |
跌破年线 |
卖出 |
5.53446 |
76100.0 |
¥42.1万 |
|
| 2024-01-17 |
站上年线 |
买入 |
5.725719999999999 |
74200.0 |
¥42.5万 |
|
| 2024-01-18 |
跌破年线 |
卖出 |
5.62437 |
74200.0 |
¥41.7万 |
|
| 2025-01-24 |
站上年线 |
买入 |
6.596589999999999 |
63300.0 |
¥41.8万 |
|
| 2025-01-27 |
跌破年线 |
卖出 |
6.54345 |
63300.0 |
¥41.4万 |
|
| 2025-02-05 |
站上年线 |
买入 |
6.65 |
62400.0 |
¥41.5万 |
|
| 2025-02-06 |
跌破年线 |
卖出 |
6.543450000000001 |
62400.0 |
¥40.8万 |
|
| 2025-02-19 |
站上年线 |
买入 |
6.696689999999999 |
60800.0 |
¥40.7万 |
|
| 2025-02-25 |
跌破年线 |
卖出 |
6.54345 |
60800.0 |
¥39.8万 |
|
| 2025-02-28 |
站上年线 |
买入 |
6.666659999999999 |
59500.0 |
¥39.7万 |
|
| 2025-09-26 |
跌破年线 |
卖出 |
7.3226700000000005 |
59500.0 |
¥43.6万 |
|
| 2025-09-29 |
站上年线 |
买入 |
7.397389999999999 |
59000.0 |
¥43.7万 |
|
| 2025-09-30 |
跌破年线 |
卖出 |
7.31268 |
59000.0 |
¥43.1万 |
|
| 2025-10-15 |
站上年线 |
买入 |
7.497489999999999 |
57500.0 |
¥43.1万 |
|
| 2025-12-11 |
跌破年线 |
卖出 |
7.50249 |
57500.0 |
¥43.1万 |
|
| 2025-12-31 |
站上年线 |
买入 |
7.627619999999999 |
56600.0 |
¥43.2万 |
|
| 2026-01-06 |
跌破年线 |
卖出 |
7.512479999999999 |
56600.0 |
¥42.5万 |
|
| 2026-01-14 |
站上年线 |
买入 |
7.637629999999999 |
55600.0 |
¥42.5万 |
|
| 2026-01-15 |
跌破年线 |
卖出 |
7.56243 |
55600.0 |
¥42.0万 |
|
| 2026-01-16 |
站上年线 |
买入 |
7.657649999999999 |
55100.0 |
¥42.2万 |
|
| 2026-01-19 |
跌破年线 |
卖出 |
7.5924 |
55100.0 |
¥41.8万 |
|
| 2026-01-20 |
站上年线 |
买入 |
7.69769 |
54100.0 |
¥41.7万 |
|
| 2026-01-22 |
跌破年线 |
卖出 |
7.602390000000001 |
54100.0 |
¥41.1万 |
|
| 2026-03-18 |
站上年线 |
买入 |
7.827819999999999 |
52600.0 |
¥41.2万 |
|
| 2026-05-20 |
跌破年线 |
卖出 |
7.92207 |
52600.0 |
¥41.7万 |
|
| 2026-07-29 |
站上年线 |
买入 |
7.767759999999999 |
53500.0 |
¥41.6万 |
|
| 2026-08-06 |
跌破年线 |
卖出 |
7.55244 |
53500.0 |
¥40.4万 |
|