000538 云南白药 — 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: ¥40.2万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -59.79%）
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 41 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 |
2015-03-19 |
2015-05-05 |
65.379608 |
68.33160000000001 |
¥4.5万 |
+4.48% |
跌破离场 |
| 2 |
2015-06-02 |
2015-07-09 |
78.033403 |
64.2 |
¥-18.4万 |
-17.75% |
跌破离场 |
| 3 |
2015-11-10 |
2015-11-30 |
70.29128105999997 |
68.931 |
¥-1.7万 |
-1.96% |
跌破离场 |
| 4 |
2015-12-22 |
2016-01-05 |
79.60337385 |
67.88 |
¥-12.3万 |
-14.75% |
跌破离场 |
| 5 |
2016-04-07 |
2016-04-21 |
62.190761632999994 |
59.8401 |
¥-2.7万 |
-3.81% |
跌破离场 |
| 6 |
2016-07-07 |
2017-03-10 |
67.25734115099999 |
75.6 |
¥8.6万 |
+12.37% |
跌破离场 |
| 7 |
2017-03-21 |
2017-04-12 |
80.28425805399998 |
82.4175 |
¥2.0万 |
+2.63% |
跌破离场 |
| 8 |
2017-04-21 |
2017-07-04 |
91.41871739 |
91.02888 |
¥-3,629 |
-0.46% |
跌破离场 |
| 9 |
2017-09-29 |
2017-11-15 |
90.11702699999998 |
99.7002 |
¥8.4万 |
+10.60% |
跌破离场 |
| 10 |
2017-12-25 |
2018-01-30 |
102.973722852 |
98.51 |
¥-3.8万 |
-4.36% |
跌破离场 |
| 11 |
2018-03-21 |
2018-04-03 |
103.424307987 |
95.50439999999999 |
¥-6.4万 |
-7.69% |
跌破离场 |
| 12 |
2018-05-09 |
2018-05-31 |
109.222757 |
109.64025 |
¥2,692 |
+0.35% |
跌破离场 |
| 13 |
2018-12-14 |
2018-12-21 |
79.35304877499999 |
72.2277 |
¥-7.0万 |
-9.01% |
跌破离场 |
| 14 |
2019-01-21 |
2019-03-27 |
78.57203454100001 |
82.42 |
¥3.4万 |
+4.87% |
跌破离场 |
| 15 |
2019-04-10 |
2019-04-29 |
91.11832729999999 |
86.12379 |
¥-4.1万 |
-5.51% |
跌破离场 |
| 16 |
2019-06-27 |
2019-07-18 |
80.764882198 |
77.7222 |
¥-2.6万 |
-3.80% |
跌破离场 |
| 17 |
2019-10-15 |
2019-12-02 |
83.81884811299999 |
87.4125 |
¥2.9万 |
+4.26% |
跌破离场 |
| 18 |
2020-01-22 |
2020-02-03 |
90.617177 |
77.98 |
¥-9.7万 |
-13.97% |
跌破离场 |
| 19 |
2020-03-30 |
2020-05-25 |
83.057859885 |
84.93497999999998 |
¥1.3万 |
+2.23% |
跌破离场 |
| 20 |
2020-06-22 |
2020-08-13 |
92.17970561799999 |
103.5963 |
¥7.6万 |
+12.35% |
跌破离场 |
| 21 |
2020-09-03 |
2020-09-25 |
124.56175731999998 |
102.80709 |
¥-12.0万 |
-17.49% |
跌破离场 |
| 22 |
2020-12-14 |
2021-03-05 |
110.64368315 |
124.99488000000001 |
¥7.4万 |
+12.94% |
跌破离场 |
| 23 |
2021-03-29 |
2021-04-08 |
130.039 |
115.17471 |
¥-7.2万 |
-11.46% |
跌破离场 |
| 24 |
2021-05-27 |
2021-06-10 |
123.84082110399997 |
111.888 |
¥-5.5万 |
-9.68% |
跌破离场 |
| 25 |
2021-09-14 |
2021-10-19 |
95.84446471599999 |
94.02588 |
¥-9,973 |
-1.93% |
跌破离场 |
| 26 |
2021-12-10 |
2022-01-24 |
93.21104492699999 |
96.72318 |
¥1.9万 |
+3.74% |
跌破离场 |
| 27 |
2022-06-21 |
2022-07-13 |
59.206886739000005 |
56.4435 |
¥-2.5万 |
-4.70% |
跌破离场 |
| 28 |
2022-10-17 |
2022-12-20 |
54.17034622999999 |
56.47347 |
¥2.1万 |
+4.22% |
跌破离场 |
| 29 |
2023-01-30 |
2023-02-07 |
58.62613256499999 |
55.97397 |
¥-2.4万 |
-4.55% |
跌破离场 |
| 30 |
2023-04-28 |
2023-05-22 |
57.614819262 |
55.49445 |
¥-1.9万 |
-3.71% |
跌破离场 |
| 31 |
2023-07-14 |
2023-08-03 |
54.520801334999994 |
52.71 |
¥-1.6万 |
-3.35% |
跌破离场 |
| 32 |
2024-03-04 |
2024-05-13 |
50.555652146999996 |
53.01 |
¥2.3万 |
+4.82% |
跌破离场 |
| 33 |
2024-07-22 |
2024-07-30 |
53.489462026 |
50.52942 |
¥-2.7万 |
-5.56% |
跌破离场 |
| 34 |
2024-08-13 |
2024-09-13 |
53.910008151999996 |
50.62932 |
¥-2.8万 |
-6.11% |
跌破离场 |
| 35 |
2024-10-09 |
2024-11-25 |
62.018600000000006 |
57.12282 |
¥-3.4万 |
-7.92% |
跌破离场 |
| 36 |
2025-03-28 |
2025-05-20 |
56.15292082399999 |
56.57 |
¥2,841 |
+0.71% |
跌破离场 |
| 37 |
2025-07-23 |
2025-10-29 |
56.70363598899999 |
56.0439 |
¥-4,803 |
-1.19% |
跌破离场 |
| 38 |
2025-12-19 |
2026-01-19 |
56.767025 |
56.13381 |
¥-4,550 |
-1.15% |
跌破离场 |
| 39 |
2026-07-16 |
2026-08-17 |
50.886081245999996 |
49.91004 |
¥-7,730 |
-1.95% |
跌破离场 |
| 40 |
2026-09-18 |
2026-09-28 |
51.36670538999999 |
49.82013 |
¥-1.2万 |
-3.04% |
跌破离场 |
| 41 |
2026-10-13 |
2026-11-13 |
52.067615599999996 |
55.22 |
¥2.3万 |
+6.02% |
强平 |
逐笔成交记录（共 82 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-19 |
突破买入 |
买入 |
65.36 |
15200.0 |
¥99.4万 |
首仓入场 |
| 2015-05-05 |
跌破离场 |
卖出 |
68.33160000000001 |
15200.0 |
¥1.04M |
|
| 2015-06-02 |
突破买入 |
买入 |
78.01 |
13300.0 |
¥1.04M |
首仓入场 |
| 2015-07-09 |
跌破离场 |
卖出 |
64.2 |
13300.0 |
¥85.4万 |
|
| 2015-11-10 |
突破买入 |
买入 |
70.27019999999999 |
12100.0 |
¥85.1万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
68.931 |
12100.0 |
¥83.4万 |
|
| 2015-12-22 |
突破买入 |
买入 |
79.5795 |
10500.0 |
¥83.6万 |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
67.88 |
10500.0 |
¥71.3万 |
|
| 2016-04-07 |
突破买入 |
买入 |
62.17210999999999 |
11500.0 |
¥71.5万 |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
59.8401 |
11500.0 |
¥68.8万 |
|
| 2016-07-07 |
突破买入 |
买入 |
67.23716999999999 |
10300.0 |
¥69.3万 |
首仓入场 |
| 2017-03-10 |
跌破离场 |
卖出 |
75.6 |
10300.0 |
¥77.8万 |
|
| 2017-03-21 |
突破买入 |
买入 |
80.26017999999999 |
9600.0 |
¥77.1万 |
首仓入场 |
| 2017-04-12 |
跌破离场 |
卖出 |
82.4175 |
9600.0 |
¥79.1万 |
|
| 2017-04-21 |
突破买入 |
买入 |
91.39129999999999 |
8700.0 |
¥79.5万 |
首仓入场 |
| 2017-07-04 |
跌破离场 |
卖出 |
91.02888 |
8700.0 |
¥79.2万 |
|
| 2017-09-29 |
突破买入 |
买入 |
90.08999999999999 |
8800.0 |
¥79.3万 |
首仓入场 |
| 2017-11-15 |
跌破离场 |
卖出 |
99.7002 |
8800.0 |
¥87.7万 |
|
| 2017-12-25 |
突破买入 |
买入 |
102.94283999999999 |
8500.0 |
¥87.5万 |
首仓入场 |
| 2018-01-30 |
跌破离场 |
卖出 |
98.51 |
8500.0 |
¥83.7万 |
|
| 2018-03-21 |
突破买入 |
买入 |
103.39329 |
8100.0 |
¥83.8万 |
首仓入场 |
| 2018-04-03 |
跌破离场 |
卖出 |
95.50439999999999 |
8100.0 |
¥77.3万 |
|
| 2018-05-09 |
突破买入 |
买入 |
109.19 |
7000.0 |
¥76.5万 |
首仓入场 |
| 2018-05-31 |
跌破离场 |
卖出 |
109.64025 |
7000.0 |
¥76.7万 |
|
| 2018-12-14 |
突破买入 |
买入 |
79.32924999999999 |
9800.0 |
¥77.8万 |
首仓入场 |
| 2018-12-21 |
跌破离场 |
卖出 |
72.2277 |
9800.0 |
¥70.8万 |
|
| 2019-01-21 |
突破买入 |
买入 |
78.54847 |
9000.0 |
¥70.7万 |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
82.42 |
9000.0 |
¥74.2万 |
|
| 2019-04-10 |
突破买入 |
买入 |
91.091 |
8100.0 |
¥73.8万 |
首仓入场 |
| 2019-04-29 |
跌破离场 |
卖出 |
86.12379 |
8100.0 |
¥69.7万 |
|
| 2019-06-27 |
突破买入 |
买入 |
80.74065999999999 |
8600.0 |
¥69.5万 |
首仓入场 |
| 2019-07-18 |
跌破离场 |
卖出 |
77.7222 |
8600.0 |
¥66.8万 |
|
| 2019-10-15 |
突破买入 |
买入 |
83.79370999999999 |
8000.0 |
¥67.1万 |
首仓入场 |
| 2019-12-02 |
跌破离场 |
卖出 |
87.4125 |
8000.0 |
¥69.9万 |
|
| 2020-01-22 |
突破买入 |
买入 |
90.59 |
7700.0 |
¥69.8万 |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
77.98 |
7700.0 |
¥60.0万 |
|
| 2020-03-30 |
突破买入 |
买入 |
83.03295 |
7200.0 |
¥59.8万 |
首仓入场 |
| 2020-05-25 |
跌破离场 |
卖出 |
84.93497999999998 |
7200.0 |
¥61.1万 |
|
| 2020-06-22 |
突破买入 |
买入 |
92.15205999999999 |
6700.0 |
¥61.8万 |
首仓入场 |
| 2020-08-13 |
跌破离场 |
卖出 |
103.5963 |
6700.0 |
¥69.4万 |
|
| 2020-09-03 |
突破买入 |
买入 |
124.52439999999999 |
5500.0 |
¥68.5万 |
首仓入场 |
| 2020-09-25 |
跌破离场 |
卖出 |
102.80709 |
5500.0 |
¥56.5万 |
|
| 2020-12-14 |
突破买入 |
买入 |
110.6105 |
5200.0 |
¥57.5万 |
首仓入场 |
| 2021-03-05 |
跌破离场 |
卖出 |
124.99488000000001 |
5200.0 |
¥65.0万 |
|
| 2021-03-29 |
突破买入 |
买入 |
130.0 |
4800.0 |
¥62.4万 |
首仓入场 |
| 2021-04-08 |
跌破离场 |
卖出 |
115.17471 |
4800.0 |
¥55.3万 |
|
| 2021-05-27 |
突破买入 |
买入 |
123.80367999999999 |
4600.0 |
¥57.0万 |
首仓入场 |
| 2021-06-10 |
跌破离场 |
卖出 |
111.888 |
4600.0 |
¥51.5万 |
|
| 2021-09-14 |
突破买入 |
买入 |
95.81571999999998 |
5400.0 |
¥51.8万 |
首仓入场 |
| 2021-10-19 |
跌破离场 |
卖出 |
94.02588 |
5400.0 |
¥50.8万 |
|
| 2021-12-10 |
突破买入 |
买入 |
93.18308999999999 |
5500.0 |
¥51.3万 |
首仓入场 |
| 2022-01-24 |
跌破离场 |
卖出 |
96.72318 |
5500.0 |
¥53.2万 |
|
| 2022-06-21 |
突破买入 |
买入 |
59.189130000000006 |
9000.0 |
¥53.3万 |
首仓入场 |
| 2022-07-13 |
跌破离场 |
卖出 |
56.4435 |
9000.0 |
¥50.8万 |
|
| 2022-10-17 |
突破买入 |
买入 |
54.15409999999999 |
9400.0 |
¥50.9万 |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
56.47347 |
9400.0 |
¥53.1万 |
|
| 2023-01-30 |
突破买入 |
买入 |
58.608549999999994 |
9000.0 |
¥52.8万 |
首仓入场 |
| 2023-02-07 |
跌破离场 |
卖出 |
55.97397 |
9000.0 |
¥50.4万 |
|
| 2023-04-28 |
突破买入 |
买入 |
57.597539999999995 |
8700.0 |
¥50.1万 |
首仓入场 |
| 2023-05-22 |
跌破离场 |
卖出 |
55.49445 |
8700.0 |
¥48.3万 |
|
| 2023-07-14 |
突破买入 |
买入 |
54.50445 |
8900.0 |
¥48.5万 |
首仓入场 |
| 2023-08-03 |
跌破离场 |
卖出 |
52.71 |
8900.0 |
¥46.9万 |
|
| 2024-03-04 |
突破买入 |
买入 |
50.54049 |
9300.0 |
¥47.0万 |
首仓入场 |
| 2024-05-13 |
跌破离场 |
卖出 |
53.01 |
9300.0 |
¥49.3万 |
|
| 2024-07-22 |
突破买入 |
买入 |
53.47342 |
9200.0 |
¥49.2万 |
首仓入场 |
| 2024-07-30 |
跌破离场 |
卖出 |
50.52942 |
9200.0 |
¥46.5万 |
|
| 2024-08-13 |
突破买入 |
买入 |
53.89384 |
8600.0 |
¥46.4万 |
首仓入场 |
| 2024-09-13 |
跌破离场 |
卖出 |
50.62932 |
8600.0 |
¥43.5万 |
|
| 2024-10-09 |
突破买入 |
买入 |
62.0 |
6900.0 |
¥42.8万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
57.12282 |
6900.0 |
¥39.4万 |
|
| 2025-03-28 |
突破买入 |
买入 |
56.13607999999999 |
7100.0 |
¥39.9万 |
首仓入场 |
| 2025-05-20 |
跌破离场 |
卖出 |
56.57 |
7100.0 |
¥40.2万 |
|
| 2025-07-23 |
突破买入 |
买入 |
56.686629999999994 |
7100.0 |
¥40.3万 |
首仓入场 |
| 2025-10-29 |
跌破离场 |
卖出 |
56.0439 |
7100.0 |
¥39.8万 |
|
| 2025-12-19 |
突破买入 |
买入 |
56.75 |
7000.0 |
¥39.7万 |
首仓入场 |
| 2026-01-19 |
跌破离场 |
卖出 |
56.13381 |
7000.0 |
¥39.3万 |
|
| 2026-07-16 |
突破买入 |
买入 |
50.870819999999995 |
7800.0 |
¥39.7万 |
首仓入场 |
| 2026-08-17 |
跌破离场 |
卖出 |
49.91004 |
7800.0 |
¥38.9万 |
|
| 2026-09-18 |
突破买入 |
买入 |
51.351299999999995 |
7500.0 |
¥38.5万 |
首仓入场 |
| 2026-09-28 |
跌破离场 |
卖出 |
49.82013 |
7500.0 |
¥37.4万 |
|
| 2026-10-13 |
突破买入 |
买入 |
52.05199999999999 |
7200.0 |
¥37.5万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
55.22 |
7200 |
¥39.7万 |
回测结束强平 |