600460 士兰微 — 神奇九转 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥91.8万
策略: 神奇九转
K线 & 交易信号（策略收益 -8.23%）
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 17 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 |
2015-08-31 |
2015-10-21 |
6.351905 |
6.853140000000001 |
¥7.8万 |
+7.86% |
卖出九转 |
| 2 |
2016-01-14 |
2016-03-28 |
5.5572166649999994 |
5.94405 |
¥7.2万 |
+6.93% |
卖出九转 |
| 3 |
2016-08-04 |
2017-02-09 |
6.8589070549999995 |
6.21 |
¥-10.9万 |
-9.49% |
卖出九转 |
| 4 |
2017-10-25 |
2017-11-07 |
9.302079786999997 |
10.50948 |
¥13.4万 |
+12.95% |
卖出九转 |
| 5 |
2018-02-02 |
2019-01-31 |
12.716513809999997 |
10.039950000000001 |
¥-24.2万 |
-21.07% |
卖出九转 |
| 6 |
2021-02-04 |
2021-02-24 |
21.257605368999997 |
27.90207 |
¥28.3万 |
+31.22% |
卖出九转 |
| 7 |
2021-08-16 |
2022-05-17 |
59.97788796999998 |
43.776180000000004 |
¥-32.3万 |
-27.03% |
卖出九转 |
| 8 |
2022-08-01 |
2023-02-03 |
41.203507345 |
36.37359 |
¥-10.4万 |
-11.75% |
卖出九转 |
| 9 |
2023-02-28 |
2023-03-27 |
33.543560049999996 |
36.193769999999994 |
¥6.2万 |
+7.87% |
卖出九转 |
| 10 |
2023-04-28 |
2023-11-09 |
32.64238978 |
26.4735 |
¥-15.9万 |
-18.92% |
卖出九转 |
| 11 |
2023-11-29 |
2024-02-29 |
24.471779331999997 |
19.92 |
¥-12.8万 |
-18.62% |
卖出九转 |
| 12 |
2024-08-19 |
2024-10-10 |
19.315082786999998 |
28.75122 |
¥27.1万 |
+48.81% |
卖出九转 |
| 13 |
2024-11-28 |
2025-01-27 |
27.505719240999994 |
25.90407 |
¥-4.9万 |
-5.85% |
卖出九转 |
| 14 |
2025-04-02 |
2025-07-21 |
24.111311223999998 |
25.49448 |
¥4.5万 |
+5.70% |
卖出九转 |
| 15 |
2025-11-13 |
2026-01-29 |
28.867487648999994 |
33.2667 |
¥12.6万 |
+15.20% |
卖出九转 |
| 16 |
2026-03-27 |
2026-04-21 |
25.613261673999997 |
27.31266 |
¥6.2万 |
+6.60% |
卖出九转 |
| 17 |
2026-10-15 |
2026-11-13 |
25.943690772999997 |
23.29 |
¥-10.1万 |
-10.26% |
强平 |
逐笔成交记录（共 34 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-08-31 |
买入九转 |
买入 |
6.35 |
156400.0 |
¥99.3万 |
首仓入场 |
| 2015-10-21 |
卖出九转 |
卖出 |
6.853140000000001 |
156400.0 |
¥1.07M |
|
| 2016-01-14 |
买入九转 |
买入 |
5.555549999999999 |
187500.0 |
¥1.04M |
首仓入场 |
| 2016-03-28 |
卖出九转 |
卖出 |
5.94405 |
187500.0 |
¥1.11M |
|
| 2016-08-04 |
买入九转 |
买入 |
6.856849999999999 |
167600.0 |
¥1.15M |
首仓入场 |
| 2017-02-09 |
卖出九转 |
卖出 |
6.21 |
167600.0 |
¥1.04M |
|
| 2017-10-25 |
买入九转 |
买入 |
9.299289999999997 |
110900.0 |
¥1.03M |
首仓入场 |
| 2017-11-07 |
卖出九转 |
卖出 |
10.50948 |
110900.0 |
¥1.17M |
|
| 2018-02-02 |
买入九转 |
买入 |
12.712699999999998 |
90400.0 |
¥1.15M |
首仓入场 |
| 2019-01-31 |
卖出九转 |
卖出 |
10.039950000000001 |
90400.0 |
¥90.7万 |
|
| 2021-02-04 |
买入九转 |
买入 |
21.25123 |
42700.0 |
¥90.8万 |
首仓入场 |
| 2021-02-24 |
卖出九转 |
卖出 |
27.90207 |
42700.0 |
¥1.19M |
|
| 2021-08-16 |
买入九转 |
买入 |
59.95989999999999 |
19900.0 |
¥1.19M |
首仓入场 |
| 2022-05-17 |
卖出九转 |
卖出 |
43.776180000000004 |
19900.0 |
¥87.1万 |
|
| 2022-08-01 |
买入九转 |
买入 |
41.19114999999999 |
21400.0 |
¥88.2万 |
首仓入场 |
| 2023-02-03 |
卖出九转 |
卖出 |
36.37359 |
21400.0 |
¥77.8万 |
|
| 2023-02-28 |
买入九转 |
买入 |
33.5335 |
23500.0 |
¥78.8万 |
首仓入场 |
| 2023-03-27 |
卖出九转 |
卖出 |
36.193769999999994 |
23500.0 |
¥85.0万 |
|
| 2023-04-28 |
买入九转 |
买入 |
32.6326 |
25800.0 |
¥84.2万 |
首仓入场 |
| 2023-11-09 |
卖出九转 |
卖出 |
26.4735 |
25800.0 |
¥68.3万 |
|
| 2023-11-29 |
买入九转 |
买入 |
24.46444 |
28100.0 |
¥68.8万 |
首仓入场 |
| 2024-02-29 |
卖出九转 |
卖出 |
19.92 |
28100.0 |
¥56.0万 |
|
| 2024-08-19 |
买入九转 |
买入 |
19.309289999999997 |
28700.0 |
¥55.4万 |
首仓入场 |
| 2024-10-10 |
卖出九转 |
卖出 |
28.75122 |
28700.0 |
¥82.5万 |
|
| 2024-11-28 |
买入九转 |
买入 |
27.497469999999996 |
30300.0 |
¥83.3万 |
首仓入场 |
| 2025-01-27 |
卖出九转 |
卖出 |
25.90407 |
30300.0 |
¥78.5万 |
|
| 2025-04-02 |
买入九转 |
买入 |
24.104079999999996 |
32400.0 |
¥78.1万 |
首仓入场 |
| 2025-07-21 |
卖出九转 |
卖出 |
25.49448 |
32400.0 |
¥82.6万 |
|
| 2025-11-13 |
买入九转 |
买入 |
28.858829999999994 |
28600.0 |
¥82.6万 |
首仓入场 |
| 2026-01-29 |
卖出九转 |
卖出 |
33.2667 |
28600.0 |
¥95.1万 |
|
| 2026-03-27 |
买入九转 |
买入 |
25.605579999999996 |
36600.0 |
¥93.7万 |
首仓入场 |
| 2026-04-21 |
卖出九转 |
卖出 |
27.31266 |
36600.0 |
¥99.9万 |
|
| 2026-10-15 |
买入九转 |
买入 |
25.935909999999996 |
37800.0 |
¥98.1万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
23.29 |
37800 |
¥88.0万 |
回测结束强平 |