601688 华泰证券 — 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: ¥1.19M
策略: 神奇九转
K线 & 交易信号（策略收益 +19.36%）
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 15 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 |
2016-01-11 |
2016-05-31 |
15.900648763999998 |
17.0 |
¥6.6万 |
+6.88% |
卖出九转 |
| 2 |
2016-12-09 |
2017-02-03 |
18.554094559 |
18.50148 |
¥-3,333 |
-0.31% |
卖出九转 |
| 3 |
2017-11-01 |
2018-01-29 |
19.575420865 |
21.028950000000002 |
¥7.8万 |
+7.39% |
卖出九转 |
| 4 |
2018-02-09 |
2018-04-13 |
17.482703238 |
17.90208 |
¥2.6万 |
+2.37% |
卖出九转 |
| 5 |
2018-05-24 |
2019-02-12 |
17.652924288999998 |
19.91007 |
¥14.9万 |
+12.75% |
卖出九转 |
| 6 |
2019-07-16 |
2020-02-20 |
21.037319302999997 |
19.53 |
¥-9.4万 |
-7.19% |
卖出九转 |
| 7 |
2020-09-16 |
2020-12-02 |
20.456565128999998 |
19.71027 |
¥-4.5万 |
-3.68% |
卖出九转 |
| 8 |
2021-02-04 |
2021-08-25 |
17.375211 |
16.363619999999997 |
¥-6.9万 |
-5.85% |
卖出九转 |
| 9 |
2023-03-20 |
2023-07-13 |
12.476201738 |
14.17 |
¥15.0万 |
+13.54% |
卖出九转 |
| 10 |
2023-10-16 |
2024-02-27 |
15.550193659 |
14.365620000000002 |
¥-9.6万 |
-7.65% |
卖出九转 |
| 11 |
2024-06-05 |
2024-07-23 |
13.247202968999998 |
12.86712 |
¥-3.4万 |
-2.90% |
卖出九转 |
| 12 |
2024-11-22 |
2024-12-11 |
18.475541000000003 |
18.511470000000006 |
¥1,850 |
+0.16% |
卖出九转 |
| 13 |
2025-01-13 |
2025-01-27 |
16.22106486 |
17.33265 |
¥7.6万 |
+6.82% |
卖出九转 |
| 14 |
2025-04-11 |
2025-05-16 |
15.590245670999998 |
17.102880000000003 |
¥11.7万 |
+9.67% |
卖出九转 |
| 15 |
2025-11-27 |
2026-04-21 |
20.967228281999997 |
18.90108 |
¥-13.0万 |
-9.88% |
卖出九转 |
逐笔成交记录（共 30 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2016-01-11 |
买入九转 |
买入 |
15.895879999999998 |
60400.0 |
¥96.0万 |
首仓入场 |
| 2016-05-31 |
卖出九转 |
卖出 |
17.0 |
60400.0 |
¥1.03M |
|
| 2016-12-09 |
买入九转 |
买入 |
18.548530000000003 |
57300.0 |
¥1.06M |
首仓入场 |
| 2017-02-03 |
卖出九转 |
卖出 |
18.50148 |
57300.0 |
¥1.06M |
|
| 2017-11-01 |
买入九转 |
买入 |
19.56955 |
54100.0 |
¥1.06M |
首仓入场 |
| 2018-01-29 |
卖出九转 |
卖出 |
21.028950000000002 |
54100.0 |
¥1.14M |
|
| 2018-02-09 |
买入九转 |
买入 |
17.47746 |
62400.0 |
¥1.09M |
首仓入场 |
| 2018-04-13 |
卖出九转 |
卖出 |
17.90208 |
62400.0 |
¥1.12M |
|
| 2018-05-24 |
买入九转 |
买入 |
17.647629999999996 |
66000.0 |
¥1.17M |
首仓入场 |
| 2019-02-12 |
卖出九转 |
卖出 |
19.91007 |
66000.0 |
¥1.31M |
|
| 2019-07-16 |
买入九转 |
买入 |
21.03101 |
62000.0 |
¥1.30M |
首仓入场 |
| 2020-02-20 |
卖出九转 |
卖出 |
19.53 |
62000.0 |
¥1.21M |
|
| 2020-09-16 |
买入九转 |
买入 |
20.450429999999997 |
59600.0 |
¥1.22M |
首仓入场 |
| 2020-12-02 |
卖出九转 |
卖出 |
19.71027 |
59600.0 |
¥1.17M |
|
| 2021-02-04 |
买入九转 |
买入 |
17.37 |
67400.0 |
¥1.17M |
首仓入场 |
| 2021-08-25 |
卖出九转 |
卖出 |
16.363619999999997 |
67400.0 |
¥1.10M |
|
| 2023-03-20 |
买入九转 |
买入 |
12.47246 |
88700.0 |
¥1.11M |
首仓入场 |
| 2023-07-13 |
卖出九转 |
卖出 |
14.17 |
88700.0 |
¥1.26M |
|
| 2023-10-16 |
买入九转 |
买入 |
15.545529999999998 |
80600.0 |
¥1.25M |
首仓入场 |
| 2024-02-27 |
卖出九转 |
卖出 |
14.365620000000002 |
80600.0 |
¥1.16M |
|
| 2024-06-05 |
买入九转 |
买入 |
13.24323 |
87500.0 |
¥1.16M |
首仓入场 |
| 2024-07-23 |
卖出九转 |
卖出 |
12.86712 |
87500.0 |
¥1.13M |
|
| 2024-11-22 |
买入九转 |
买入 |
18.47 |
60900.0 |
¥1.13M |
首仓入场 |
| 2024-12-11 |
卖出九转 |
卖出 |
18.511470000000006 |
60900.0 |
¥1.13M |
|
| 2025-01-13 |
买入九转 |
买入 |
16.216199999999997 |
68800.0 |
¥1.12M |
首仓入场 |
| 2025-01-27 |
卖出九转 |
卖出 |
17.33265 |
68800.0 |
¥1.19M |
|
| 2025-04-11 |
买入九转 |
买入 |
15.58557 |
77300.0 |
¥1.21M |
首仓入场 |
| 2025-05-16 |
卖出九转 |
卖出 |
17.102880000000003 |
77300.0 |
¥1.32M |
|
| 2025-11-27 |
买入九转 |
买入 |
20.960939999999997 |
62600.0 |
¥1.31M |
首仓入场 |
| 2026-04-21 |
卖出九转 |
卖出 |
18.90108 |
62600.0 |
¥1.18M |
|