000157 中联重科 — 海龟交易法则 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥42.7万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -57.33%）
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 40 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 |
2015-03-18 |
2015-05-06 |
6.6085819799999985 |
7.442550000000001 |
¥12.6万 |
+12.59% |
跌破离场 |
| 2 |
2015-05-27 |
2015-06-23 |
8.491026543999999 |
8.35164 |
¥-1.9万 |
-1.67% |
跌破离场 |
| 3 |
2015-08-12 |
2015-08-25 |
7.399609216999999 |
5.08491 |
¥-34.3万 |
-31.30% |
跌破离场 |
| 4 |
2015-12-04 |
2016-01-05 |
5.677372701 |
4.88511 |
¥-10.5万 |
-13.98% |
跌破离场 |
| 5 |
2016-04-14 |
2016-04-21 |
4.786215433999999 |
4.3956 |
¥-5.4万 |
-8.19% |
跌破离场 |
| 6 |
2016-07-06 |
2016-07-28 |
4.215474263 |
4.15584 |
¥-8,669 |
-1.44% |
跌破离场 |
| 7 |
2016-08-16 |
2016-09-01 |
4.345643301999999 |
4.20579 |
¥-1.9万 |
-3.25% |
跌破离场 |
| 8 |
2016-09-08 |
2016-12-05 |
4.545903362 |
4.5954 |
¥6,048 |
+1.06% |
跌破离场 |
| 9 |
2017-02-13 |
2017-03-10 |
4.826267445999999 |
4.76 |
¥-8,137 |
-1.40% |
跌破离场 |
| 10 |
2017-06-27 |
2017-08-14 |
4.5058513499999995 |
4.66 |
¥1.9万 |
+3.39% |
跌破离场 |
| 11 |
2017-10-11 |
2017-11-03 |
4.676072400999999 |
4.50549 |
¥-2.2万 |
-3.68% |
跌破离场 |
| 12 |
2018-01-03 |
2018-02-02 |
4.545903362 |
4.34565 |
¥-2.5万 |
-4.43% |
跌破离场 |
| 13 |
2018-05-08 |
2018-05-29 |
4.255526275 |
4.20579 |
¥-6,523 |
-1.20% |
跌破离场 |
| 14 |
2018-11-13 |
2019-01-03 |
3.5345900589999997 |
3.45654 |
¥-1.2万 |
-2.24% |
跌破离场 |
| 15 |
2019-02-14 |
2019-04-23 |
3.935110179 |
5.184810000000001 |
¥16.7万 |
+31.72% |
跌破离场 |
| 16 |
2019-05-28 |
2019-07-05 |
5.386995613999999 |
5.68431 |
¥3.8万 |
+5.49% |
跌破离场 |
| 17 |
2019-07-29 |
2019-08-05 |
6.471941 |
5.734259999999999 |
¥-8.4万 |
-11.42% |
跌破离场 |
| 18 |
2019-09-04 |
2020-02-04 |
5.7975287369999995 |
5.36 |
¥-4.9万 |
-7.57% |
跌破离场 |
| 19 |
2020-05-08 |
2020-05-25 |
6.688686003999998 |
6.453540000000001 |
¥-2.1万 |
-3.54% |
跌破离场 |
| 20 |
2020-07-03 |
2020-08-13 |
7.189336153999998 |
8.03196 |
¥6.8万 |
+11.69% |
跌破离场 |
| 21 |
2020-12-03 |
2020-12-25 |
10.31339309 |
9.10089 |
¥-7.6万 |
-11.78% |
跌破离场 |
| 22 |
2021-01-08 |
2021-03-09 |
11.565018464999998 |
12.22776 |
¥3.3万 |
+5.70% |
跌破离场 |
| 23 |
2021-08-10 |
2021-08-20 |
9.061767714999998 |
8.00199 |
¥-7.1万 |
-11.72% |
跌破离场 |
| 24 |
2021-12-03 |
2021-12-23 |
7.379583210999999 |
7.222770000000001 |
¥-1.1万 |
-2.15% |
跌破离场 |
| 25 |
2022-04-11 |
2022-04-21 |
7.10213 |
6.473520000000001 |
¥-4.6万 |
-8.88% |
跌破离场 |
| 26 |
2022-06-06 |
2022-07-13 |
6.047853811999999 |
5.94405 |
¥-8,299 |
-1.75% |
跌破离场 |
| 27 |
2022-11-30 |
2022-12-16 |
5.8976587669999985 |
5.71428 |
¥-1.5万 |
-3.14% |
跌破离场 |
| 28 |
2023-02-14 |
2023-03-10 |
6.468399937999999 |
6.5134799999999995 |
¥3,019 |
+0.67% |
跌破离场 |
| 29 |
2023-06-15 |
2023-08-14 |
6.598568976999999 |
6.45354 |
¥-1.0万 |
-2.23% |
跌破离场 |
| 30 |
2023-09-06 |
2023-10-11 |
7.022106 |
6.71328 |
¥-2.0万 |
-4.43% |
跌破离场 |
| 31 |
2023-12-29 |
2024-03-14 |
6.558516964999999 |
7.65234 |
¥7.1万 |
+16.64% |
跌破离场 |
| 32 |
2024-04-02 |
2024-05-24 |
8.531078555999999 |
8.14185 |
¥-2.3万 |
-4.59% |
跌破离场 |
| 33 |
2024-10-09 |
2024-11-19 |
7.4596872350000005 |
6.97302 |
¥-3.0万 |
-6.55% |
跌破离场 |
| 34 |
2025-02-25 |
2025-03-26 |
7.529778255999998 |
7.78221 |
¥1.5万 |
+3.32% |
跌破离场 |
| 35 |
2025-06-26 |
2025-08-01 |
7.259427175 |
7.36263 |
¥6,363 |
+1.39% |
跌破离场 |
| 36 |
2025-08-26 |
2025-09-05 |
7.6699602979999995 |
7.24275 |
¥-2.6万 |
-5.60% |
跌破离场 |
| 37 |
2025-09-24 |
2025-11-18 |
7.820155342999999 |
8.091899999999999 |
¥1.5万 |
+3.44% |
跌破离场 |
| 38 |
2026-01-07 |
2026-03-10 |
8.832649 |
9.48 |
¥3.3万 |
+7.30% |
跌破离场 |
| 39 |
2026-07-31 |
2026-08-12 |
7.692307 |
7.08291 |
¥-3.8万 |
-7.95% |
跌破离场 |
| 40 |
2026-11-04 |
2026-11-13 |
6.1579968449999996 |
5.85 |
¥-2.2万 |
-5.03% |
强平 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-18 |
突破买入 |
买入 |
6.6065999999999985 |
151200.0 |
¥99.9万 |
首仓入场 |
| 2015-05-06 |
跌破离场 |
卖出 |
7.442550000000001 |
151200.0 |
¥1.12M |
|
| 2015-05-27 |
突破买入 |
买入 |
8.48848 |
132400.0 |
¥1.12M |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
8.35164 |
132400.0 |
¥1.11M |
|
| 2015-08-12 |
突破买入 |
买入 |
7.397389999999998 |
148000.0 |
¥1.10M |
首仓入场 |
| 2015-08-25 |
跌破离场 |
卖出 |
5.08491 |
148000.0 |
¥75.2万 |
|
| 2015-12-04 |
突破买入 |
买入 |
5.675669999999999 |
132900.0 |
¥75.5万 |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
4.88511 |
132900.0 |
¥64.9万 |
|
| 2016-04-14 |
突破买入 |
买入 |
4.78478 |
137600.0 |
¥65.9万 |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
4.3956 |
137600.0 |
¥60.5万 |
|
| 2016-07-06 |
突破买入 |
买入 |
4.21421 |
142400.0 |
¥60.0万 |
首仓入场 |
| 2016-07-28 |
跌破离场 |
卖出 |
4.15584 |
142400.0 |
¥59.2万 |
|
| 2016-08-16 |
突破买入 |
买入 |
4.344339999999999 |
136800.0 |
¥59.4万 |
首仓入场 |
| 2016-09-01 |
跌破离场 |
卖出 |
4.20579 |
136800.0 |
¥57.5万 |
|
| 2016-09-08 |
突破买入 |
买入 |
4.54454 |
125700.0 |
¥57.1万 |
首仓入场 |
| 2016-12-05 |
跌破离场 |
卖出 |
4.5954 |
125700.0 |
¥57.7万 |
|
| 2017-02-13 |
突破买入 |
买入 |
4.82482 |
120200.0 |
¥58.0万 |
首仓入场 |
| 2017-03-10 |
跌破离场 |
卖出 |
4.76 |
120200.0 |
¥57.2万 |
|
| 2017-06-27 |
突破买入 |
买入 |
4.504499999999999 |
126400.0 |
¥57.0万 |
首仓入场 |
| 2017-08-14 |
跌破离场 |
卖出 |
4.66 |
126400.0 |
¥58.9万 |
|
| 2017-10-11 |
突破买入 |
买入 |
4.674669999999999 |
126500.0 |
¥59.2万 |
首仓入场 |
| 2017-11-03 |
跌破离场 |
卖出 |
4.50549 |
126500.0 |
¥57.0万 |
|
| 2018-01-03 |
突破买入 |
买入 |
4.54454 |
125300.0 |
¥57.0万 |
首仓入场 |
| 2018-02-02 |
跌破离场 |
卖出 |
4.34565 |
125300.0 |
¥54.4万 |
|
| 2018-05-08 |
突破买入 |
买入 |
4.25425 |
127900.0 |
¥54.4万 |
首仓入场 |
| 2018-05-29 |
跌破离场 |
卖出 |
4.20579 |
127900.0 |
¥53.8万 |
|
| 2018-11-13 |
突破买入 |
买入 |
3.5335299999999994 |
151300.0 |
¥53.5万 |
首仓入场 |
| 2019-01-03 |
跌破离场 |
卖出 |
3.45654 |
151300.0 |
¥52.3万 |
|
| 2019-02-14 |
突破买入 |
买入 |
3.93393 |
134000.0 |
¥52.7万 |
首仓入场 |
| 2019-04-23 |
跌破离场 |
卖出 |
5.184810000000001 |
134000.0 |
¥69.5万 |
|
| 2019-05-28 |
突破买入 |
买入 |
5.38538 |
128600.0 |
¥69.3万 |
首仓入场 |
| 2019-07-05 |
跌破离场 |
卖出 |
5.68431 |
128600.0 |
¥73.1万 |
|
| 2019-07-29 |
突破买入 |
买入 |
6.47 |
113300.0 |
¥73.3万 |
首仓入场 |
| 2019-08-05 |
跌破离场 |
卖出 |
5.734259999999999 |
113300.0 |
¥64.9万 |
|
| 2019-09-04 |
突破买入 |
买入 |
5.795789999999999 |
111800.0 |
¥64.8万 |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
5.36 |
111800.0 |
¥59.9万 |
|
| 2020-05-08 |
突破买入 |
买入 |
6.686679999999998 |
89500.0 |
¥59.9万 |
首仓入场 |
| 2020-05-25 |
跌破离场 |
卖出 |
6.453540000000001 |
89500.0 |
¥57.7万 |
|
| 2020-07-03 |
突破买入 |
买入 |
7.187179999999999 |
80500.0 |
¥57.9万 |
首仓入场 |
| 2020-08-13 |
跌破离场 |
卖出 |
8.03196 |
80500.0 |
¥64.6万 |
|
| 2020-12-03 |
突破买入 |
买入 |
10.3103 |
62200.0 |
¥64.1万 |
首仓入场 |
| 2020-12-25 |
跌破离场 |
卖出 |
9.10089 |
62200.0 |
¥56.6万 |
|
| 2021-01-08 |
突破买入 |
买入 |
11.561549999999999 |
49400.0 |
¥57.1万 |
首仓入场 |
| 2021-03-09 |
跌破离场 |
卖出 |
12.22776 |
49400.0 |
¥60.4万 |
|
| 2021-08-10 |
突破买入 |
买入 |
9.05905 |
66400.0 |
¥60.2万 |
首仓入场 |
| 2021-08-20 |
跌破离场 |
卖出 |
8.00199 |
66400.0 |
¥53.1万 |
|
| 2021-12-03 |
突破买入 |
买入 |
7.377369999999999 |
71500.0 |
¥52.8万 |
首仓入场 |
| 2021-12-23 |
跌破离场 |
卖出 |
7.222770000000001 |
71500.0 |
¥51.6万 |
|
| 2022-04-11 |
突破买入 |
买入 |
7.1 |
72900.0 |
¥51.8万 |
首仓入场 |
| 2022-04-21 |
跌破离场 |
卖出 |
6.473520000000001 |
72900.0 |
¥47.2万 |
|
| 2022-06-06 |
突破买入 |
买入 |
6.04604 |
78600.0 |
¥47.5万 |
首仓入场 |
| 2022-07-13 |
跌破离场 |
卖出 |
5.94405 |
78600.0 |
¥46.7万 |
|
| 2022-11-30 |
突破买入 |
买入 |
5.895889999999999 |
78900.0 |
¥46.5万 |
首仓入场 |
| 2022-12-16 |
跌破离场 |
卖出 |
5.71428 |
78900.0 |
¥45.1万 |
|
| 2023-02-14 |
突破买入 |
买入 |
6.46646 |
70000.0 |
¥45.3万 |
首仓入场 |
| 2023-03-10 |
跌破离场 |
卖出 |
6.5134799999999995 |
70000.0 |
¥45.6万 |
|
| 2023-06-15 |
突破买入 |
买入 |
6.596589999999999 |
69000.0 |
¥45.5万 |
首仓入场 |
| 2023-08-14 |
跌破离场 |
卖出 |
6.45354 |
69000.0 |
¥44.5万 |
|
| 2023-09-06 |
突破买入 |
买入 |
7.02 |
63200.0 |
¥44.4万 |
首仓入场 |
| 2023-10-11 |
跌破离场 |
卖出 |
6.71328 |
63200.0 |
¥42.4万 |
|
| 2023-12-29 |
突破买入 |
买入 |
6.556549999999999 |
64700.0 |
¥42.4万 |
首仓入场 |
| 2024-03-14 |
跌破离场 |
卖出 |
7.65234 |
64700.0 |
¥49.5万 |
|
| 2024-04-02 |
突破买入 |
买入 |
8.528519999999999 |
58200.0 |
¥49.7万 |
首仓入场 |
| 2024-05-24 |
跌破离场 |
卖出 |
8.14185 |
58200.0 |
¥47.4万 |
|
| 2024-10-09 |
突破买入 |
买入 |
7.45745 |
61700.0 |
¥46.0万 |
首仓入场 |
| 2024-11-19 |
跌破离场 |
卖出 |
6.97302 |
61700.0 |
¥43.0万 |
|
| 2025-02-25 |
突破买入 |
买入 |
7.527519999999999 |
58100.0 |
¥43.7万 |
首仓入场 |
| 2025-03-26 |
跌破离场 |
卖出 |
7.78221 |
58100.0 |
¥45.2万 |
|
| 2025-06-26 |
突破买入 |
买入 |
7.257249999999999 |
63000.0 |
¥45.7万 |
首仓入场 |
| 2025-08-01 |
跌破离场 |
卖出 |
7.36263 |
63000.0 |
¥46.4万 |
|
| 2025-08-26 |
突破买入 |
买入 |
7.66766 |
60500.0 |
¥46.4万 |
首仓入场 |
| 2025-09-05 |
跌破离场 |
卖出 |
7.24275 |
60500.0 |
¥43.8万 |
|
| 2025-09-24 |
突破买入 |
买入 |
7.817809999999999 |
56100.0 |
¥43.9万 |
首仓入场 |
| 2025-11-18 |
跌破离场 |
卖出 |
8.091899999999999 |
56100.0 |
¥45.4万 |
|
| 2026-01-07 |
突破买入 |
买入 |
8.83 |
51200.0 |
¥45.2万 |
首仓入场 |
| 2026-03-10 |
跌破离场 |
卖出 |
9.48 |
51200.0 |
¥48.5万 |
|
| 2026-07-31 |
突破买入 |
买入 |
7.69 |
62800.0 |
¥48.3万 |
首仓入场 |
| 2026-08-12 |
跌破离场 |
卖出 |
7.08291 |
62800.0 |
¥44.5万 |
|
| 2026-11-04 |
突破买入 |
买入 |
6.156149999999999 |
72600.0 |
¥44.7万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
5.85 |
72600 |
¥42.5万 |
回测结束强平 |