000596 古井贡酒 — 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: ¥2.07M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +106.69%）
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 |
2015-03-25 |
2015-05-06 |
35.626264674 |
36.063900000000004 |
¥1.2万 |
+1.20% |
跌破离场 |
| 2 |
2015-05-28 |
2015-07-06 |
40.292324072 |
38.74122 |
¥-3.9万 |
-3.88% |
跌破离场 |
| 3 |
2015-08-05 |
2015-08-19 |
42.154742629999994 |
34.965 |
¥-16.3万 |
-17.08% |
跌破离场 |
| 4 |
2015-10-21 |
2015-11-30 |
30.319373084 |
31.91805 |
¥4.2万 |
+5.24% |
跌破离场 |
| 5 |
2015-12-23 |
2016-01-12 |
37.248371160000005 |
31.47849 |
¥-13.1万 |
-15.52% |
跌破离场 |
| 6 |
2016-03-03 |
2016-07-20 |
31.150452332999997 |
46.1 |
¥34.4万 |
+47.95% |
跌破离场 |
| 7 |
2016-10-12 |
2016-12-01 |
43.556563049999994 |
46.51 |
¥7.1万 |
+6.75% |
跌破离场 |
| 8 |
2017-02-21 |
2017-04-11 |
51.496874429 |
49.60035 |
¥-4.2万 |
-3.71% |
跌破离场 |
| 9 |
2017-07-31 |
2017-08-23 |
53.459423017 |
50.8491 |
¥-5.4万 |
-4.91% |
跌破离场 |
| 10 |
2017-09-20 |
2017-11-15 |
56.70363598899999 |
68.53139999999999 |
¥21.4万 |
+20.82% |
跌破离场 |
| 11 |
2017-12-21 |
2018-01-30 |
68.83939562500001 |
68.931 |
¥1,277 |
+0.10% |
跌破离场 |
| 12 |
2018-05-03 |
2018-08-03 |
65.475026617 |
86.07383999999999 |
¥38.9万 |
+31.42% |
跌破离场 |
| 13 |
2018-09-27 |
2018-10-12 |
83.10792489999999 |
71.90802000000001 |
¥-21.9万 |
-13.50% |
跌破离场 |
| 14 |
2018-12-04 |
2018-12-20 |
59.95786196399999 |
56.423519999999996 |
¥-8.4万 |
-5.92% |
跌破离场 |
| 15 |
2019-01-22 |
2019-05-10 |
61.479838419999986 |
105.92397 |
¥95.9万 |
+72.24% |
跌破离场 |
| 16 |
2019-05-17 |
2019-06-05 |
119.76552888299997 |
103.27662 |
¥-31.1万 |
-13.79% |
跌破离场 |
| 17 |
2019-06-28 |
2019-07-24 |
116.92183603099998 |
118.18169999999999 |
¥2.1万 |
+1.05% |
跌破离场 |
| 18 |
2019-12-09 |
2020-02-04 |
122.46903969299998 |
118.3815 |
¥-6.7万 |
-3.37% |
跌破离场 |
| 19 |
2020-04-16 |
2020-09-09 |
126.14381179399999 |
223.776 |
¥1.48M |
+77.34% |
跌破离场 |
| 20 |
2020-11-11 |
2020-11-26 |
235.80622064999997 |
208.67112 |
¥-39.2万 |
-11.53% |
跌破离场 |
| 21 |
2020-12-15 |
2021-01-12 |
260.338078 |
247.45229999999998 |
¥-15.0万 |
-4.98% |
跌破离场 |
| 22 |
2021-04-06 |
2021-05-06 |
227.74575323499997 |
223.78599 |
¥-5.0万 |
-1.77% |
跌破离场 |
| 23 |
2021-06-08 |
2021-06-09 |
252.12741554 |
228.29148000000004 |
¥-26.3万 |
-9.48% |
跌破离场 |
| 24 |
2021-09-02 |
2021-09-23 |
220.346144018 |
206.59320000000002 |
¥-15.9万 |
-6.27% |
跌破离场 |
| 25 |
2021-09-28 |
2021-12-30 |
236.83755995899998 |
244.74501 |
¥7.8万 |
+3.31% |
跌破离场 |
| 26 |
2022-02-14 |
2022-02-25 |
235.3055705 |
218.07171 |
¥-18.0万 |
-7.35% |
跌破离场 |
| 27 |
2022-05-31 |
2022-08-01 |
216.2808648 |
224.76501 |
¥8.8万 |
+3.89% |
跌破离场 |
| 28 |
2022-08-03 |
2022-08-25 |
250.33508800299995 |
244.61514 |
¥-5.5万 |
-2.31% |
跌破离场 |
| 29 |
2022-09-28 |
2022-10-18 |
273.3549819 |
226.773 |
¥-39.7万 |
-17.07% |
跌破离场 |
| 30 |
2022-11-16 |
2023-02-01 |
235.43573953899994 |
279.66006 |
¥36.2万 |
+18.75% |
跌破离场 |
| 31 |
2023-04-03 |
2023-04-21 |
293.401013906 |
271.57815000000005 |
¥-16.9万 |
-7.47% |
跌破离场 |
| 32 |
2023-07-26 |
2023-09-22 |
258.02507430699995 |
271.728 |
¥11.2万 |
+5.28% |
跌破离场 |
| 33 |
2024-02-07 |
2024-04-15 |
219.88554587999997 |
251.92782 |
¥32.6万 |
+14.54% |
跌破离场 |
| 34 |
2024-05-07 |
2024-05-24 |
279.352770697 |
254.91482999999997 |
¥-22.6万 |
-8.78% |
跌破离场 |
| 35 |
2024-10-09 |
2024-11-25 |
210.27306299999998 |
186.82299 |
¥-24.7万 |
-11.18% |
跌破离场 |
| 36 |
2025-03-10 |
2025-03-31 |
175.47787757499998 |
171.87795 |
¥-4.3万 |
-2.08% |
跌破离场 |
| 37 |
2025-07-23 |
2025-08-05 |
144.68789335 |
136.3 |
¥-12.0万 |
-5.83% |
跌破离场 |
| 38 |
2025-08-20 |
2025-09-24 |
152.79842577999997 |
156.12372 |
¥4.1万 |
+2.15% |
跌破离场 |
| 39 |
2025-11-03 |
2025-12-04 |
160.86890619799996 |
156.83301 |
¥-5.0万 |
-2.54% |
跌破离场 |
| 40 |
2026-07-16 |
2026-09-29 |
88.04433537899999 |
87.38253 |
¥-1.5万 |
-0.78% |
跌破离场 |
| 41 |
2026-11-03 |
2026-11-13 |
103.98503615499999 |
112.0 |
¥14.7万 |
+7.68% |
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 |
|---|
| 2015-03-25 |
突破买入 |
买入 |
35.615579999999994 |
27700.0 |
¥98.7万 |
首仓入场 |
| 2015-05-06 |
跌破离场 |
卖出 |
36.063900000000004 |
27700.0 |
¥99.9万 |
|
| 2015-05-28 |
突破买入 |
买入 |
40.28024 |
25000.0 |
¥1.01M |
首仓入场 |
| 2015-07-06 |
跌破离场 |
卖出 |
38.74122 |
25000.0 |
¥96.8万 |
|
| 2015-08-05 |
突破买入 |
买入 |
42.1421 |
22600.0 |
¥95.3万 |
首仓入场 |
| 2015-08-19 |
跌破离场 |
卖出 |
34.965 |
22600.0 |
¥79.0万 |
|
| 2015-10-21 |
突破买入 |
买入 |
30.31028 |
26400.0 |
¥80.0万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
31.91805 |
26400.0 |
¥84.2万 |
|
| 2015-12-23 |
突破买入 |
买入 |
37.2372 |
22700.0 |
¥84.6万 |
首仓入场 |
| 2016-01-12 |
跌破离场 |
卖出 |
31.47849 |
22700.0 |
¥71.4万 |
|
| 2016-03-03 |
突破买入 |
买入 |
31.141109999999998 |
23000.0 |
¥71.6万 |
首仓入场 |
| 2016-07-20 |
跌破离场 |
卖出 |
46.1 |
23000.0 |
¥1.06M |
|
| 2016-10-12 |
突破买入 |
买入 |
43.543499999999995 |
24300.0 |
¥1.06M |
首仓入场 |
| 2016-12-01 |
跌破离场 |
卖出 |
46.51 |
24300.0 |
¥1.13M |
|
| 2017-02-21 |
突破买入 |
买入 |
51.481429999999996 |
22000.0 |
¥1.13M |
首仓入场 |
| 2017-04-11 |
跌破离场 |
卖出 |
49.60035 |
22000.0 |
¥1.09M |
|
| 2017-07-31 |
突破买入 |
买入 |
53.44339 |
20400.0 |
¥1.09M |
首仓入场 |
| 2017-08-23 |
跌破离场 |
卖出 |
50.8491 |
20400.0 |
¥1.04M |
|
| 2017-09-20 |
突破买入 |
买入 |
56.686629999999994 |
18100.0 |
¥1.03M |
首仓入场 |
| 2017-11-15 |
跌破离场 |
卖出 |
68.53139999999999 |
18100.0 |
¥1.24M |
|
| 2017-12-21 |
突破买入 |
买入 |
68.81875 |
18000.0 |
¥1.24M |
首仓入场 |
| 2018-01-30 |
跌破离场 |
卖出 |
68.931 |
18000.0 |
¥1.24M |
|
| 2018-05-03 |
突破买入 |
买入 |
65.45539 |
18900.0 |
¥1.24M |
首仓入场 |
| 2018-08-03 |
跌破离场 |
卖出 |
86.07383999999999 |
18900.0 |
¥1.63M |
|
| 2018-09-27 |
突破买入 |
买入 |
83.08299999999998 |
19500.0 |
¥1.62M |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
71.90802000000001 |
19500.0 |
¥1.40M |
|
| 2018-12-04 |
突破买入 |
买入 |
59.939879999999995 |
23600.0 |
¥1.42M |
首仓入场 |
| 2018-12-20 |
跌破离场 |
卖出 |
56.423519999999996 |
23600.0 |
¥1.33M |
|
| 2019-01-22 |
突破买入 |
买入 |
61.46139999999999 |
21600.0 |
¥1.33M |
首仓入场 |
| 2019-05-10 |
跌破离场 |
卖出 |
105.92397 |
21600.0 |
¥2.29M |
|
| 2019-05-17 |
突破买入 |
买入 |
119.72960999999998 |
18800.0 |
¥2.25M |
首仓入场 |
| 2019-06-05 |
跌破离场 |
卖出 |
103.27662 |
18800.0 |
¥1.94M |
|
| 2019-06-28 |
突破买入 |
买入 |
116.88676999999998 |
16900.0 |
¥1.98M |
首仓入场 |
| 2019-07-24 |
跌破离场 |
卖出 |
118.18169999999999 |
16900.0 |
¥2.00M |
|
| 2019-12-09 |
突破买入 |
买入 |
122.43230999999999 |
16300.0 |
¥2.00M |
首仓入场 |
| 2020-02-04 |
跌破离场 |
卖出 |
118.3815 |
16300.0 |
¥1.93M |
|
| 2020-04-16 |
突破买入 |
买入 |
126.10597999999999 |
15200.0 |
¥1.92M |
首仓入场 |
| 2020-09-09 |
跌破离场 |
卖出 |
223.776 |
15200.0 |
¥3.40M |
|
| 2020-11-11 |
突破买入 |
买入 |
235.73549999999997 |
14400.0 |
¥3.40M |
首仓入场 |
| 2020-11-26 |
跌破离场 |
卖出 |
208.67112 |
14400.0 |
¥3.00M |
|
| 2020-12-15 |
突破买入 |
买入 |
260.26 |
11600.0 |
¥3.02M |
首仓入场 |
| 2021-01-12 |
跌破离场 |
卖出 |
247.45229999999998 |
11600.0 |
¥2.87M |
|
| 2021-04-06 |
突破买入 |
买入 |
227.67744999999996 |
12500.0 |
¥2.85M |
首仓入场 |
| 2021-05-06 |
跌破离场 |
卖出 |
223.78599 |
12500.0 |
¥2.80M |
|
| 2021-06-08 |
突破买入 |
买入 |
252.0518 |
11000.0 |
¥2.77M |
首仓入场 |
| 2021-06-09 |
跌破离场 |
卖出 |
228.29148000000004 |
11000.0 |
¥2.51M |
|
| 2021-09-02 |
突破买入 |
买入 |
220.28006 |
11500.0 |
¥2.53M |
首仓入场 |
| 2021-09-23 |
跌破离场 |
卖出 |
206.59320000000002 |
11500.0 |
¥2.38M |
|
| 2021-09-28 |
突破买入 |
买入 |
236.76653 |
10000.0 |
¥2.37M |
首仓入场 |
| 2021-12-30 |
跌破离场 |
卖出 |
244.74501 |
10000.0 |
¥2.45M |
|
| 2022-02-14 |
突破买入 |
买入 |
235.235 |
10400.0 |
¥2.45M |
首仓入场 |
| 2022-02-25 |
跌破离场 |
卖出 |
218.07171 |
10400.0 |
¥2.27M |
|
| 2022-05-31 |
突破买入 |
买入 |
216.216 |
10500.0 |
¥2.27M |
首仓入场 |
| 2022-08-01 |
跌破离场 |
卖出 |
224.76501 |
10500.0 |
¥2.36M |
|
| 2022-08-03 |
突破买入 |
买入 |
250.26000999999997 |
9500.0 |
¥2.38M |
首仓入场 |
| 2022-08-25 |
跌破离场 |
卖出 |
244.61514 |
9500.0 |
¥2.32M |
|
| 2022-09-28 |
突破买入 |
买入 |
273.27299999999997 |
8500.0 |
¥2.32M |
首仓入场 |
| 2022-10-18 |
跌破离场 |
卖出 |
226.773 |
8500.0 |
¥1.93M |
|
| 2022-11-16 |
突破买入 |
买入 |
235.36512999999997 |
8200.0 |
¥1.93M |
首仓入场 |
| 2023-02-01 |
跌破离场 |
卖出 |
279.66006 |
8200.0 |
¥2.29M |
|
| 2023-04-03 |
突破买入 |
买入 |
293.31301999999994 |
7700.0 |
¥2.26M |
首仓入场 |
| 2023-04-21 |
跌破离场 |
卖出 |
271.57815000000005 |
7700.0 |
¥2.09M |
|
| 2023-07-26 |
突破买入 |
买入 |
257.94768999999997 |
8200.0 |
¥2.12M |
首仓入场 |
| 2023-09-22 |
跌破离场 |
卖出 |
271.728 |
8200.0 |
¥2.23M |
|
| 2024-02-07 |
突破买入 |
买入 |
219.81959999999998 |
10200.0 |
¥2.24M |
首仓入场 |
| 2024-04-15 |
跌破离场 |
卖出 |
251.92782 |
10200.0 |
¥2.57M |
|
| 2024-05-07 |
突破买入 |
买入 |
279.26899 |
9200.0 |
¥2.57M |
首仓入场 |
| 2024-05-24 |
跌破离场 |
卖出 |
254.91482999999997 |
9200.0 |
¥2.34M |
|
| 2024-10-09 |
突破买入 |
买入 |
210.21 |
10500.0 |
¥2.21M |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
186.82299 |
10500.0 |
¥1.96M |
|
| 2025-03-10 |
突破买入 |
买入 |
175.42524999999998 |
11900.0 |
¥2.09M |
首仓入场 |
| 2025-03-31 |
跌破离场 |
卖出 |
171.87795 |
11900.0 |
¥2.04M |
|
| 2025-07-23 |
突破买入 |
买入 |
144.6445 |
14200.0 |
¥2.05M |
首仓入场 |
| 2025-08-05 |
跌破离场 |
卖出 |
136.3 |
14200.0 |
¥1.93M |
|
| 2025-08-20 |
突破买入 |
买入 |
152.75259999999997 |
12500.0 |
¥1.91M |
首仓入场 |
| 2025-09-24 |
跌破离场 |
卖出 |
156.12372 |
12500.0 |
¥1.95M |
|
| 2025-11-03 |
突破买入 |
买入 |
160.82065999999998 |
12200.0 |
¥1.96M |
首仓入场 |
| 2025-12-04 |
跌破离场 |
卖出 |
156.83301 |
12200.0 |
¥1.91M |
|
| 2026-07-16 |
突破买入 |
买入 |
88.01792999999999 |
21700.0 |
¥1.91M |
首仓入场 |
| 2026-09-29 |
跌破离场 |
卖出 |
87.38253 |
21700.0 |
¥1.90M |
|
| 2026-11-03 |
突破买入 |
买入 |
103.95384999999999 |
18400.0 |
¥1.91M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
112.0 |
18400 |
¥2.06M |
回测结束强平 |