601066 中信建投 — 神奇九转 回测明细
数据区间: 2018-06-20 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥90.7万
策略: 神奇九转
K线 & 交易信号（策略收益 -9.27%）
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 16 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 |
2018-08-10 |
2018-10-31 |
8.531078555999997 |
8.7912 |
¥3.0万 |
+3.02% |
卖出九转 |
| 2 |
2019-06-14 |
2019-09-17 |
21.067358312 |
24.85512 |
¥18.4万 |
+17.94% |
卖出九转 |
| 3 |
2020-05-27 |
2020-06-10 |
32.241869660000006 |
33.71625 |
¥5.5万 |
+4.54% |
卖出九转 |
| 4 |
2020-10-28 |
2021-01-13 |
43.89700515199999 |
44.955 |
¥3.0万 |
+2.38% |
卖出九转 |
| 5 |
2021-05-11 |
2021-08-20 |
26.594535967999995 |
29.2707 |
¥13.0万 |
+10.03% |
卖出九转 |
| 6 |
2021-10-15 |
2021-12-15 |
29.127825726999994 |
30.0 |
¥4.2万 |
+2.96% |
卖出九转 |
| 7 |
2021-12-28 |
2022-05-18 |
29.097786717999995 |
22.347630000000002 |
¥-34.1万 |
-23.22% |
卖出九转 |
| 8 |
2022-07-14 |
2022-11-08 |
26.634587980000003 |
25.09488 |
¥-6.5万 |
-5.81% |
卖出九转 |
| 9 |
2022-12-22 |
2023-08-03 |
24.181402244999994 |
26.64333 |
¥10.8万 |
+10.15% |
卖出九转 |
| 10 |
2023-12-07 |
2024-02-27 |
24.892325457999995 |
22.95 |
¥-9.1万 |
-7.83% |
卖出九转 |
| 11 |
2024-06-05 |
2024-07-24 |
21.137449332999996 |
18.93105 |
¥-11.2万 |
-10.47% |
卖出九转 |
| 12 |
2024-08-30 |
2024-09-23 |
18.724315609999998 |
19.930049999999998 |
¥6.2万 |
+6.41% |
卖出九转 |
| 13 |
2025-01-13 |
2025-07-21 |
23.350322996 |
25.5 |
¥9.3万 |
+9.17% |
卖出九转 |
| 14 |
2025-09-16 |
2025-12-11 |
26.444340923000002 |
26.09 |
¥-1.5万 |
-1.37% |
卖出九转 |
| 15 |
2026-01-21 |
2026-06-05 |
25.042520502999995 |
25.044929999999997 |
¥-225 |
-0.02% |
卖出九转 |
| 16 |
2026-07-23 |
2026-11-13 |
26.744731013 |
21.86 |
¥-20.1万 |
-18.29% |
强平 |
逐笔成交记录（共 32 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-08-10 |
买入九转 |
买入 |
8.528519999999999 |
116100.0 |
¥99.0万 |
首仓入场 |
| 2018-10-31 |
卖出九转 |
卖出 |
8.7912 |
116100.0 |
¥1.02M |
|
| 2019-06-14 |
买入九转 |
买入 |
21.06104 |
48700.0 |
¥1.03M |
首仓入场 |
| 2019-09-17 |
卖出九转 |
卖出 |
24.85512 |
48700.0 |
¥1.21M |
|
| 2020-05-27 |
买入九转 |
买入 |
32.2322 |
37400.0 |
¥1.21M |
首仓入场 |
| 2020-06-10 |
卖出九转 |
卖出 |
33.71625 |
37400.0 |
¥1.26M |
|
| 2020-10-28 |
买入九转 |
买入 |
43.88383999999999 |
28700.0 |
¥1.26M |
首仓入场 |
| 2021-01-13 |
卖出九转 |
卖出 |
44.955 |
28700.0 |
¥1.29M |
|
| 2021-05-11 |
买入九转 |
买入 |
26.586559999999995 |
48700.0 |
¥1.30M |
首仓入场 |
| 2021-08-20 |
卖出九转 |
卖出 |
29.2707 |
48700.0 |
¥1.43M |
|
| 2021-10-15 |
买入九转 |
买入 |
29.119089999999993 |
48700.0 |
¥1.42M |
首仓入场 |
| 2021-12-15 |
卖出九转 |
卖出 |
30.0 |
48700.0 |
¥1.46M |
|
| 2021-12-28 |
买入九转 |
买入 |
29.089059999999996 |
50500.0 |
¥1.47M |
首仓入场 |
| 2022-05-18 |
卖出九转 |
卖出 |
22.347630000000002 |
50500.0 |
¥1.13M |
|
| 2022-07-14 |
买入九转 |
买入 |
26.6266 |
42200.0 |
¥1.12M |
首仓入场 |
| 2022-11-08 |
卖出九转 |
卖出 |
25.09488 |
42200.0 |
¥1.06M |
|
| 2022-12-22 |
买入九转 |
买入 |
24.174149999999997 |
44000.0 |
¥1.06M |
首仓入场 |
| 2023-08-03 |
卖出九转 |
卖出 |
26.64333 |
44000.0 |
¥1.17M |
|
| 2023-12-07 |
买入九转 |
买入 |
24.884859999999996 |
46800.0 |
¥1.16M |
首仓入场 |
| 2024-02-27 |
卖出九转 |
卖出 |
22.95 |
46800.0 |
¥1.07M |
|
| 2024-06-05 |
买入九转 |
买入 |
21.131109999999996 |
50800.0 |
¥1.07M |
首仓入场 |
| 2024-07-24 |
卖出九转 |
卖出 |
18.93105 |
50800.0 |
¥96.1万 |
|
| 2024-08-30 |
买入九转 |
买入 |
18.7187 |
51400.0 |
¥96.2万 |
首仓入场 |
| 2024-09-23 |
卖出九转 |
卖出 |
19.930049999999998 |
51400.0 |
¥1.02M |
|
| 2025-01-13 |
买入九转 |
买入 |
23.34332 |
43600.0 |
¥1.02M |
首仓入场 |
| 2025-07-21 |
卖出九转 |
卖出 |
25.5 |
43600.0 |
¥1.11M |
|
| 2025-09-16 |
买入九转 |
买入 |
26.43641 |
42300.0 |
¥1.12M |
首仓入场 |
| 2025-12-11 |
卖出九转 |
卖出 |
26.09 |
42300.0 |
¥1.10M |
|
| 2026-01-21 |
买入九转 |
买入 |
25.03501 |
44000.0 |
¥1.10M |
首仓入场 |
| 2026-06-05 |
卖出九转 |
卖出 |
25.044929999999997 |
44000.0 |
¥1.10M |
|
| 2026-07-23 |
买入九转 |
买入 |
26.73671 |
41100.0 |
¥1.10M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
21.86 |
41100 |
¥89.8万 |
回测结束强平 |