600938 中国海油 — 均线金叉死叉 回测明细
数据区间: 2022-04-21 ~ 2026-11-12 · 初始资金: ¥1,000,000 · 终值: ¥1.23M
策略: 均线金叉死叉
K线 & 交易信号（策略收益 +23.36%）
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 28 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 |
2022-10-21 |
2022-10-24 |
15.820544739999999 |
15.83415 |
¥548 |
+0.06% |
死叉卖出 |
| 2 |
2022-11-09 |
2022-11-24 |
16.090895821 |
15.864120000000002 |
¥-1.4万 |
-1.44% |
死叉卖出 |
| 3 |
2022-11-28 |
2022-12-14 |
15.830557742999998 |
16.03395 |
¥1.2万 |
+1.25% |
死叉卖出 |
| 4 |
2023-02-23 |
2023-03-23 |
16.100908823999998 |
16.83315 |
¥4.5万 |
+4.52% |
死叉卖出 |
| 5 |
2023-04-06 |
2023-05-17 |
18.075421 |
18.7812 |
¥4.0万 |
+3.87% |
死叉卖出 |
| 6 |
2023-07-04 |
2023-07-25 |
18.574120565 |
18.81 |
¥1.3万 |
+1.24% |
死叉卖出 |
| 7 |
2023-11-29 |
2023-12-20 |
19.305069784 |
19.7802 |
¥2.7万 |
+2.43% |
死叉卖出 |
| 8 |
2023-12-21 |
2024-01-22 |
19.825745939999994 |
20.45952 |
¥3.5万 |
+3.17% |
死叉卖出 |
| 9 |
2024-04-01 |
2024-04-25 |
29.318072783999995 |
28.541430000000002 |
¥-3.1万 |
-2.68% |
死叉卖出 |
| 10 |
2024-05-07 |
2024-05-09 |
29.257994765999992 |
29.180790000000002 |
¥-3,301 |
-0.29% |
死叉卖出 |
| 11 |
2024-05-30 |
2024-07-18 |
30.179191041999996 |
32.417550000000006 |
¥8.2万 |
+7.38% |
死叉卖出 |
| 12 |
2024-08-20 |
2024-08-26 |
28.887513654999996 |
28.361609999999995 |
¥-2.2万 |
-1.85% |
死叉卖出 |
| 13 |
2024-08-28 |
2024-09-05 |
29.207929751 |
26.72325 |
¥-10.0万 |
-8.53% |
死叉卖出 |
| 14 |
2024-09-26 |
2024-10-24 |
28.096486417999994 |
28.191779999999998 |
¥3,308 |
+0.31% |
死叉卖出 |
| 15 |
2024-12-05 |
2025-01-16 |
27.285433174999994 |
29.050919999999998 |
¥6.9万 |
+6.44% |
死叉卖出 |
| 16 |
2025-01-17 |
2025-01-22 |
29.318072784 |
27.4725 |
¥-7.2万 |
-6.32% |
死叉卖出 |
| 17 |
2025-03-19 |
2025-04-08 |
25.513131643999998 |
23.43654 |
¥-8.8万 |
-8.17% |
死叉卖出 |
| 18 |
2025-04-28 |
2025-06-27 |
25.302858580999995 |
26.31366 |
¥3.9万 |
+3.96% |
死叉卖出 |
| 19 |
2025-07-31 |
2025-08-07 |
26.537959 |
25.95402 |
¥-2.3万 |
-2.23% |
死叉卖出 |
| 20 |
2025-08-11 |
2025-08-15 |
26.224054857 |
25.79418 |
¥-1.7万 |
-1.67% |
死叉卖出 |
| 21 |
2025-09-04 |
2025-10-20 |
26.0078 |
25.61436 |
¥-1.5万 |
-1.54% |
死叉卖出 |
| 22 |
2025-10-24 |
2025-11-27 |
27.505719240999994 |
27.85212 |
¥1.2万 |
+1.23% |
死叉卖出 |
| 23 |
2025-12-08 |
2025-12-12 |
29.018703000000002 |
28.171799999999998 |
¥-2.9万 |
-2.95% |
死叉卖出 |
| 24 |
2025-12-31 |
2026-03-30 |
29.958904975999996 |
41.948010000000004 |
¥38.4万 |
+39.98% |
死叉卖出 |
| 25 |
2026-04-29 |
2026-05-12 |
39.891803952000004 |
36.1638 |
¥-12.6万 |
-9.37% |
死叉卖出 |
| 26 |
2026-06-10 |
2026-06-11 |
35.105588518000005 |
34.68528 |
¥-1.5万 |
-1.23% |
死叉卖出 |
| 27 |
2026-07-15 |
2026-09-17 |
28.967617678999996 |
32.587379999999996 |
¥14.7万 |
+12.46% |
死叉卖出 |
| 28 |
2026-10-09 |
2026-11-06 |
34.21443125099999 |
31.1688 |
¥-12.1万 |
-8.93% |
死叉卖出 |
逐笔成交记录（共 56 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2022-10-21 |
金叉买入 |
买入 |
15.8158 |
61900.0 |
¥97.9万 |
首仓入场 |
| 2022-10-24 |
死叉卖出 |
卖出 |
15.83415 |
61900.0 |
¥98.0万 |
|
| 2022-11-09 |
金叉买入 |
买入 |
16.08607 |
61300.0 |
¥98.6万 |
首仓入场 |
| 2022-11-24 |
死叉卖出 |
卖出 |
15.864120000000002 |
61300.0 |
¥97.2万 |
|
| 2022-11-28 |
金叉买入 |
买入 |
15.825809999999999 |
60900.0 |
¥96.4万 |
首仓入场 |
| 2022-12-14 |
死叉卖出 |
卖出 |
16.03395 |
60900.0 |
¥97.6万 |
|
| 2023-02-23 |
金叉买入 |
买入 |
16.096079999999997 |
61600.0 |
¥99.2万 |
首仓入场 |
| 2023-03-23 |
死叉卖出 |
卖出 |
16.83315 |
61600.0 |
¥1.04M |
|
| 2023-04-06 |
金叉买入 |
买入 |
18.07 |
57500.0 |
¥1.04M |
首仓入场 |
| 2023-05-17 |
死叉卖出 |
卖出 |
18.7812 |
57500.0 |
¥1.08M |
|
| 2023-07-04 |
金叉买入 |
买入 |
18.56855 |
57900.0 |
¥1.08M |
首仓入场 |
| 2023-07-25 |
死叉卖出 |
卖出 |
18.81 |
57900.0 |
¥1.09M |
|
| 2023-11-29 |
金叉买入 |
买入 |
19.29928 |
56800.0 |
¥1.10M |
首仓入场 |
| 2023-12-20 |
死叉卖出 |
卖出 |
19.7802 |
56800.0 |
¥1.12M |
|
| 2023-12-21 |
金叉买入 |
买入 |
19.819799999999994 |
56400.0 |
¥1.12M |
首仓入场 |
| 2024-01-22 |
死叉卖出 |
卖出 |
20.45952 |
56400.0 |
¥1.15M |
|
| 2024-04-01 |
金叉买入 |
买入 |
29.309279999999994 |
39500.0 |
¥1.16M |
首仓入场 |
| 2024-04-25 |
死叉卖出 |
卖出 |
28.541430000000002 |
39500.0 |
¥1.13M |
|
| 2024-05-07 |
金叉买入 |
买入 |
29.249219999999994 |
38400.0 |
¥1.12M |
首仓入场 |
| 2024-05-09 |
死叉卖出 |
卖出 |
29.180790000000002 |
38400.0 |
¥1.12M |
|
| 2024-05-30 |
金叉买入 |
买入 |
30.170139999999993 |
36800.0 |
¥1.11M |
首仓入场 |
| 2024-07-18 |
死叉卖出 |
卖出 |
32.417550000000006 |
36800.0 |
¥1.19M |
|
| 2024-08-20 |
金叉买入 |
买入 |
28.878849999999996 |
41400.0 |
¥1.20M |
首仓入场 |
| 2024-08-26 |
死叉卖出 |
卖出 |
28.361609999999995 |
41400.0 |
¥1.17M |
|
| 2024-08-28 |
金叉买入 |
买入 |
29.19917 |
40100.0 |
¥1.17M |
首仓入场 |
| 2024-09-05 |
死叉卖出 |
卖出 |
26.72325 |
40100.0 |
¥1.07M |
|
| 2024-09-26 |
金叉买入 |
买入 |
28.08806 |
38100.0 |
¥1.07M |
首仓入场 |
| 2024-10-24 |
死叉卖出 |
卖出 |
28.191779999999998 |
38100.0 |
¥1.07M |
|
| 2024-12-05 |
金叉买入 |
买入 |
27.27725 |
39400.0 |
¥1.08M |
首仓入场 |
| 2025-01-16 |
死叉卖出 |
卖出 |
29.050919999999998 |
39400.0 |
¥1.14M |
|
| 2025-01-17 |
金叉买入 |
买入 |
29.30928 |
39100.0 |
¥1.15M |
首仓入场 |
| 2025-01-22 |
死叉卖出 |
卖出 |
27.4725 |
39100.0 |
¥1.07M |
|
| 2025-03-19 |
金叉买入 |
买入 |
25.50548 |
42100.0 |
¥1.07M |
首仓入场 |
| 2025-04-08 |
死叉卖出 |
卖出 |
23.43654 |
42100.0 |
¥98.6万 |
|
| 2025-04-28 |
金叉买入 |
买入 |
25.295269999999995 |
39200.0 |
¥99.2万 |
首仓入场 |
| 2025-06-27 |
死叉卖出 |
卖出 |
26.31366 |
39200.0 |
¥1.03M |
|
| 2025-07-31 |
金叉买入 |
买入 |
26.53 |
38900.0 |
¥1.03M |
首仓入场 |
| 2025-08-07 |
死叉卖出 |
卖出 |
25.95402 |
38900.0 |
¥1.01M |
|
| 2025-08-11 |
金叉买入 |
买入 |
26.216189999999997 |
38500.0 |
¥1.01M |
首仓入场 |
| 2025-08-15 |
死叉卖出 |
卖出 |
25.79418 |
38500.0 |
¥99.3万 |
|
| 2025-09-04 |
金叉买入 |
买入 |
26.0 |
37800.0 |
¥98.3万 |
首仓入场 |
| 2025-10-20 |
死叉卖出 |
卖出 |
25.61436 |
37800.0 |
¥96.8万 |
|
| 2025-10-24 |
金叉买入 |
买入 |
27.497469999999996 |
35500.0 |
¥97.6万 |
首仓入场 |
| 2025-11-27 |
死叉卖出 |
卖出 |
27.85212 |
35500.0 |
¥98.8万 |
|
| 2025-12-08 |
金叉买入 |
买入 |
29.01 |
34200.0 |
¥99.2万 |
首仓入场 |
| 2025-12-12 |
死叉卖出 |
卖出 |
28.171799999999998 |
34200.0 |
¥96.3万 |
|
| 2025-12-31 |
金叉买入 |
买入 |
29.94992 |
32100.0 |
¥96.2万 |
首仓入场 |
| 2026-03-30 |
死叉卖出 |
卖出 |
41.948010000000004 |
32100.0 |
¥1.35M |
|
| 2026-04-29 |
金叉买入 |
买入 |
39.87984 |
33700.0 |
¥1.34M |
首仓入场 |
| 2026-05-12 |
死叉卖出 |
卖出 |
36.1638 |
33700.0 |
¥1.22M |
|
| 2026-06-10 |
金叉买入 |
买入 |
35.09506 |
34700.0 |
¥1.22M |
首仓入场 |
| 2026-06-11 |
死叉卖出 |
卖出 |
34.68528 |
34700.0 |
¥1.20M |
|
| 2026-07-15 |
金叉买入 |
买入 |
28.95893 |
40700.0 |
¥1.18M |
首仓入场 |
| 2026-09-17 |
死叉卖出 |
卖出 |
32.587379999999996 |
40700.0 |
¥1.33M |
|
| 2026-10-09 |
金叉买入 |
买入 |
34.20417 |
39500.0 |
¥1.35M |
首仓入场 |
| 2026-11-06 |
死叉卖出 |
卖出 |
31.1688 |
39500.0 |
¥1.23M |
|