000568 泸州老窖 — 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: ¥3.11M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +211.08%）
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 38 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 |
2015-02-16 |
2015-05-06 |
20.50615 |
24.34563 |
¥18.6万 |
+18.69% |
跌破离场 |
| 2 |
2015-05-27 |
2015-06-23 |
27.225355156999996 |
27.4725 |
¥1.0万 |
+0.88% |
跌破离场 |
| 3 |
2015-06-26 |
2015-07-06 |
30.940179269999994 |
26.973 |
¥-14.8万 |
-12.85% |
跌破离场 |
| 4 |
2015-08-17 |
2015-08-24 |
27.0351081 |
22.267709999999997 |
¥-18.2万 |
-17.66% |
跌破离场 |
| 5 |
2015-10-19 |
2015-11-30 |
22.609360774 |
23.2767 |
¥2.5万 |
+2.92% |
跌破离场 |
| 6 |
2015-12-21 |
2016-01-05 |
25.933677769999992 |
24.575400000000002 |
¥-4.7万 |
-5.27% |
跌破离场 |
| 7 |
2016-03-21 |
2016-07-25 |
23.420414017 |
30.03993 |
¥23.7万 |
+28.23% |
跌破离场 |
| 8 |
2016-10-26 |
2016-11-18 |
33.193104944999995 |
33.35661 |
¥4,958 |
+0.46% |
跌破离场 |
| 9 |
2017-02-14 |
2017-07-05 |
35.976719779 |
47.6523 |
¥35.0万 |
+32.41% |
跌破离场 |
| 10 |
2017-07-25 |
2017-08-23 |
52.778538813 |
54.32562 |
¥4.2万 |
+2.90% |
跌破离场 |
| 11 |
2017-09-26 |
2017-11-24 |
57.434585208 |
63.25668 |
¥14.9万 |
+10.10% |
跌破离场 |
| 12 |
2018-01-10 |
2018-01-30 |
70.381398087 |
64.83510000000001 |
¥-12.8万 |
-7.91% |
跌破离场 |
| 13 |
2018-05-08 |
2018-06-20 |
64.33354427499998 |
64.9 |
¥1.3万 |
+0.85% |
跌破离场 |
| 14 |
2018-09-25 |
2018-10-12 |
46.991023078999994 |
41.15 |
¥-18.6万 |
-12.46% |
跌破离场 |
| 15 |
2018-12-04 |
2018-12-20 |
42.975808876 |
41.08887 |
¥-5.8万 |
-4.42% |
跌破离场 |
| 16 |
2019-02-12 |
2019-05-10 |
46.86085404 |
68.7312 |
¥58.8万 |
+46.63% |
跌破离场 |
| 17 |
2019-05-17 |
2019-06-04 |
80.11403700299999 |
69.93 |
¥-23.3万 |
-12.74% |
跌破离场 |
| 18 |
2019-06-24 |
2019-07-24 |
76.018718776 |
81.3186 |
¥11.2万 |
+6.94% |
跌破离场 |
| 19 |
2019-08-19 |
2019-09-12 |
86.11182579999998 |
86.90301 |
¥1.5万 |
+0.89% |
跌破离场 |
| 20 |
2020-01-02 |
2020-02-03 |
86.11182579999998 |
74.39 |
¥-23.6万 |
-13.64% |
跌破离场 |
| 21 |
2020-04-29 |
2020-08-10 |
81.10532429999998 |
111.5883 |
¥55.4万 |
+37.54% |
跌破离场 |
| 22 |
2020-08-18 |
2020-12-01 |
123.55044401699999 |
183.816 |
¥99.9万 |
+48.73% |
跌破离场 |
| 23 |
2020-12-18 |
2021-02-25 |
205.06630144 |
247.8519 |
¥63.6万 |
+20.83% |
跌破离场 |
| 24 |
2021-04-29 |
2021-05-11 |
260.338078 |
224.69508 |
¥-50.4万 |
-13.72% |
跌破离场 |
| 25 |
2021-05-26 |
2021-06-09 |
284.429363218 |
259.74 |
¥-27.7万 |
-8.71% |
跌破离场 |
| 26 |
2021-09-28 |
2021-11-15 |
205.2665615 |
211.788 |
¥9.2万 |
+3.15% |
跌破离场 |
| 27 |
2021-12-24 |
2022-01-07 |
263.331965897 |
239.74001999999996 |
¥-27.0万 |
-8.99% |
跌破离场 |
| 28 |
2022-06-09 |
2022-08-01 |
221.507652366 |
220.38 |
¥-1.5万 |
-0.54% |
跌破离场 |
| 29 |
2022-12-02 |
2023-03-13 |
194.322349221 |
238.01175 |
¥60.6万 |
+22.45% |
跌破离场 |
| 30 |
2023-06-15 |
2023-08-14 |
228.79711854999996 |
229.77 |
¥1.3万 |
+0.40% |
跌破离场 |
| 31 |
2024-02-22 |
2024-04-10 |
161.21936130299997 |
177.83199 |
¥33.8万 |
+10.27% |
跌破离场 |
| 32 |
2024-10-09 |
2024-11-25 |
152.1976456 |
136.12374 |
¥-37.2万 |
-10.59% |
跌破离场 |
| 33 |
2025-02-28 |
2025-04-01 |
127.16513809999998 |
129.59028 |
¥6.2万 |
+1.88% |
跌破离场 |
| 34 |
2025-07-11 |
2025-09-26 |
116.04069176699998 |
128.70117000000002 |
¥36.4万 |
+10.88% |
跌破离场 |
| 35 |
2025-11-11 |
2025-12-05 |
141.1833423 |
127.55232000000001 |
¥-35.7万 |
-9.68% |
跌破离场 |
| 36 |
2026-01-30 |
2026-02-25 |
123.33015795099999 |
112.66722 |
¥-29.0万 |
-8.67% |
跌破离场 |
| 37 |
2026-07-17 |
2026-08-20 |
84.269433248 |
84.915 |
¥2.3万 |
+0.74% |
跌破离场 |
| 38 |
2026-11-03 |
2026-11-13 |
79.74355589199999 |
79.6 |
¥-6,513 |
-0.21% |
强平 |
逐笔成交记录（共 76 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-16 |
突破买入 |
买入 |
20.5 |
48500.0 |
¥99.5万 |
首仓入场 |
| 2015-05-06 |
跌破离场 |
卖出 |
24.34563 |
48500.0 |
¥1.18M |
|
| 2015-05-27 |
突破买入 |
买入 |
27.217189999999995 |
43400.0 |
¥1.18M |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
27.4725 |
43400.0 |
¥1.19M |
|
| 2015-06-26 |
突破买入 |
买入 |
30.930899999999994 |
37300.0 |
¥1.15M |
首仓入场 |
| 2015-07-06 |
跌破离场 |
卖出 |
26.973 |
37300.0 |
¥1.01M |
|
| 2015-08-17 |
突破买入 |
买入 |
27.026999999999997 |
38100.0 |
¥1.03M |
首仓入场 |
| 2015-08-24 |
跌破离场 |
卖出 |
22.267709999999997 |
38100.0 |
¥84.8万 |
|
| 2015-10-19 |
突破买入 |
买入 |
22.602579999999996 |
38200.0 |
¥86.4万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
23.2767 |
38200.0 |
¥88.9万 |
|
| 2015-12-21 |
突破买入 |
买入 |
25.925899999999995 |
34200.0 |
¥88.7万 |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
24.575400000000002 |
34200.0 |
¥84.0万 |
|
| 2016-03-21 |
突破买入 |
买入 |
23.41339 |
35900.0 |
¥84.1万 |
首仓入场 |
| 2016-07-25 |
跌破离场 |
卖出 |
30.03993 |
35900.0 |
¥1.08M |
|
| 2016-10-26 |
突破买入 |
买入 |
33.18315 |
32300.0 |
¥1.07M |
首仓入场 |
| 2016-11-18 |
跌破离场 |
卖出 |
33.35661 |
32300.0 |
¥1.08M |
|
| 2017-02-14 |
突破买入 |
买入 |
35.96593 |
30000.0 |
¥1.08M |
首仓入场 |
| 2017-07-05 |
跌破离场 |
卖出 |
47.6523 |
30000.0 |
¥1.43M |
|
| 2017-07-25 |
突破买入 |
买入 |
52.762710000000006 |
27200.0 |
¥1.44M |
首仓入场 |
| 2017-08-23 |
跌破离场 |
卖出 |
54.32562 |
27200.0 |
¥1.48M |
|
| 2017-09-26 |
突破买入 |
买入 |
57.41736 |
25600.0 |
¥1.47M |
首仓入场 |
| 2017-11-24 |
跌破离场 |
卖出 |
63.25668 |
25600.0 |
¥1.62M |
|
| 2018-01-10 |
突破买入 |
买入 |
70.36028999999999 |
23000.0 |
¥1.62M |
首仓入场 |
| 2018-01-30 |
跌破离场 |
卖出 |
64.83510000000001 |
23000.0 |
¥1.49M |
|
| 2018-05-08 |
突破买入 |
买入 |
64.31424999999999 |
23200.0 |
¥1.49M |
首仓入场 |
| 2018-06-20 |
跌破离场 |
卖出 |
64.9 |
23200.0 |
¥1.51M |
|
| 2018-09-25 |
突破买入 |
买入 |
46.976929999999996 |
31800.0 |
¥1.49M |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
41.15 |
31800.0 |
¥1.31M |
|
| 2018-12-04 |
突破买入 |
买入 |
42.96292 |
30700.0 |
¥1.32M |
首仓入场 |
| 2018-12-20 |
跌破离场 |
卖出 |
41.08887 |
30700.0 |
¥1.26M |
|
| 2019-02-12 |
突破买入 |
买入 |
46.846799999999995 |
26900.0 |
¥1.26M |
首仓入场 |
| 2019-05-10 |
跌破离场 |
卖出 |
68.7312 |
26900.0 |
¥1.85M |
|
| 2019-05-17 |
突破买入 |
买入 |
80.09000999999999 |
22800.0 |
¥1.83M |
首仓入场 |
| 2019-06-04 |
跌破离场 |
卖出 |
69.93 |
22800.0 |
¥1.59M |
|
| 2019-06-24 |
突破买入 |
买入 |
75.99592 |
21300.0 |
¥1.62M |
首仓入场 |
| 2019-07-24 |
跌破离场 |
卖出 |
81.3186 |
21300.0 |
¥1.73M |
|
| 2019-08-19 |
突破买入 |
买入 |
86.08599999999998 |
20100.0 |
¥1.73M |
首仓入场 |
| 2019-09-12 |
跌破离场 |
卖出 |
86.90301 |
20100.0 |
¥1.75M |
|
| 2020-01-02 |
突破买入 |
买入 |
86.08599999999998 |
20100.0 |
¥1.73M |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
74.39 |
20100.0 |
¥1.49M |
|
| 2020-04-29 |
突破买入 |
买入 |
81.08099999999999 |
18200.0 |
¥1.48M |
首仓入场 |
| 2020-08-10 |
跌破离场 |
卖出 |
111.5883 |
18200.0 |
¥2.03M |
|
| 2020-08-18 |
突破买入 |
买入 |
123.51338999999999 |
16600.0 |
¥2.05M |
首仓入场 |
| 2020-12-01 |
跌破离场 |
卖出 |
183.816 |
16600.0 |
¥3.05M |
|
| 2020-12-18 |
突破买入 |
买入 |
205.0048 |
14900.0 |
¥3.06M |
首仓入场 |
| 2021-02-25 |
跌破离场 |
卖出 |
247.8519 |
14900.0 |
¥3.69M |
|
| 2021-04-29 |
突破买入 |
买入 |
260.26 |
14100.0 |
¥3.67M |
首仓入场 |
| 2021-05-11 |
跌破离场 |
卖出 |
224.69508 |
14100.0 |
¥3.17M |
|
| 2021-05-26 |
突破买入 |
买入 |
284.34405999999996 |
11200.0 |
¥3.19M |
首仓入场 |
| 2021-06-09 |
跌破离场 |
卖出 |
259.74 |
11200.0 |
¥2.91M |
|
| 2021-09-28 |
突破买入 |
买入 |
205.205 |
14200.0 |
¥2.91M |
首仓入场 |
| 2021-11-15 |
跌破离场 |
卖出 |
211.788 |
14200.0 |
¥3.01M |
|
| 2021-12-24 |
突破买入 |
买入 |
263.25298999999995 |
11400.0 |
¥3.00M |
首仓入场 |
| 2022-01-07 |
跌破离场 |
卖出 |
239.74001999999996 |
11400.0 |
¥2.73M |
|
| 2022-06-09 |
突破买入 |
买入 |
221.44122000000002 |
12300.0 |
¥2.72M |
首仓入场 |
| 2022-08-01 |
跌破离场 |
卖出 |
220.38 |
12300.0 |
¥2.71M |
|
| 2022-12-02 |
突破买入 |
买入 |
194.26407 |
13900.0 |
¥2.70M |
首仓入场 |
| 2023-03-13 |
跌破离场 |
卖出 |
238.01175 |
13900.0 |
¥3.31M |
|
| 2023-06-15 |
突破买入 |
买入 |
228.72849999999997 |
14500.0 |
¥3.32M |
首仓入场 |
| 2023-08-14 |
跌破离场 |
卖出 |
229.77 |
14500.0 |
¥3.33M |
|
| 2024-02-22 |
突破买入 |
买入 |
161.17100999999997 |
20400.0 |
¥3.29M |
首仓入场 |
| 2024-04-10 |
跌破离场 |
卖出 |
177.83199 |
20400.0 |
¥3.63M |
|
| 2024-10-09 |
突破买入 |
买入 |
152.152 |
23100.0 |
¥3.52M |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
136.12374 |
23100.0 |
¥3.14M |
|
| 2025-02-28 |
突破买入 |
买入 |
127.12699999999998 |
25800.0 |
¥3.28M |
首仓入场 |
| 2025-04-01 |
跌破离场 |
卖出 |
129.59028 |
25800.0 |
¥3.34M |
|
| 2025-07-11 |
突破买入 |
买入 |
116.00589 |
28800.0 |
¥3.34M |
首仓入场 |
| 2025-09-26 |
跌破离场 |
卖出 |
128.70117000000002 |
28800.0 |
¥3.71M |
|
| 2025-11-11 |
突破买入 |
买入 |
141.141 |
26100.0 |
¥3.68M |
首仓入场 |
| 2025-12-05 |
跌破离场 |
卖出 |
127.55232000000001 |
26100.0 |
¥3.33M |
|
| 2026-01-30 |
突破买入 |
买入 |
123.29316999999999 |
27100.0 |
¥3.34M |
首仓入场 |
| 2026-02-25 |
跌破离场 |
卖出 |
112.66722 |
27100.0 |
¥3.05M |
|
| 2026-07-17 |
突破买入 |
买入 |
84.24416 |
36600.0 |
¥3.08M |
首仓入场 |
| 2026-08-20 |
跌破离场 |
卖出 |
84.915 |
36600.0 |
¥3.11M |
|
| 2026-11-03 |
突破买入 |
买入 |
79.71964 |
38900.0 |
¥3.10M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
79.6 |
38900 |
¥3.10M |
回测结束强平 |