000617 中油资本 — 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: ¥35.2万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -64.83%）
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 36 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 |
2015-03-06 |
2015-05-08 |
11.655135492 |
13.496489999999998 |
¥15.6万 |
+15.76% |
跌破离场 |
| 2 |
2015-05-28 |
2015-06-23 |
19.825745939999997 |
16.6833 |
¥-17.9万 |
-15.88% |
跌破离场 |
| 3 |
2015-08-18 |
2015-08-25 |
15.520154649999997 |
9.71 |
¥-36.0万 |
-37.45% |
跌破离场 |
| 4 |
2015-10-19 |
2015-11-30 |
13.928087173 |
13.616370000000003 |
¥-1.4万 |
-2.27% |
跌破离场 |
| 5 |
2015-12-29 |
2016-01-05 |
15.530167653 |
12.96702 |
¥-9.9万 |
-16.53% |
跌破离场 |
| 6 |
2016-02-25 |
2016-10-24 |
10.693887204 |
16.95303 |
¥29.1万 |
+58.48% |
跌破离场 |
| 7 |
2017-01-04 |
2017-01-18 |
18.914562667 |
18.56142 |
¥-1.5万 |
-1.90% |
跌破离场 |
| 8 |
2017-07-07 |
2017-08-11 |
16.561506962 |
16.933049999999998 |
¥1.7万 |
+2.21% |
跌破离场 |
| 9 |
2018-03-13 |
2018-03-26 |
14.428737322999998 |
13.57641 |
¥-4.7万 |
-5.94% |
跌破离场 |
| 10 |
2018-05-21 |
2018-05-29 |
13.524056 |
12.65 |
¥-4.8万 |
-6.49% |
跌破离场 |
| 11 |
2018-11-16 |
2018-12-17 |
11.655135492 |
10.5894 |
¥-6.4万 |
-9.17% |
跌破离场 |
| 12 |
2019-02-14 |
2019-04-24 |
10.663848194999998 |
13.62636 |
¥17.5万 |
+27.74% |
跌破离场 |
| 13 |
2019-06-21 |
2019-07-08 |
12.616383779999998 |
12.21777 |
¥-2.6万 |
-3.19% |
跌破离场 |
| 14 |
2019-09-02 |
2019-09-24 |
12.386084710999999 |
12.57741 |
¥1.2万 |
+1.51% |
跌破离场 |
| 15 |
2020-06-23 |
2020-07-10 |
10.593757173999998 |
8.191799999999999 |
¥-18.1万 |
-22.70% |
跌破离场 |
| 16 |
2020-10-26 |
2020-11-02 |
7.252175 |
6.75324 |
¥-4.3万 |
-6.91% |
跌破离场 |
| 17 |
2021-04-01 |
2021-04-21 |
7.5598172649999995 |
6.24375 |
¥-9.4万 |
-17.43% |
跌破离场 |
| 18 |
2021-09-09 |
2021-09-30 |
5.587255673999999 |
5.34465 |
¥-2.1万 |
-4.37% |
跌破离场 |
| 19 |
2021-12-10 |
2022-01-26 |
5.066579517999999 |
5.004989999999999 |
¥-5,691 |
-1.25% |
跌破离场 |
| 20 |
2022-02-10 |
2022-02-25 |
5.386995613999999 |
5.09 |
¥-2.5万 |
-5.54% |
跌破离场 |
| 21 |
2022-03-01 |
2022-03-16 |
5.637320688999999 |
4.91508 |
¥-5.5万 |
-12.84% |
跌破离场 |
| 22 |
2022-06-15 |
2022-07-06 |
4.9864754940000005 |
4.72527 |
¥-2.0万 |
-5.27% |
跌破离场 |
| 23 |
2022-08-15 |
2022-09-20 |
4.991497000000001 |
4.75524 |
¥-1.7万 |
-4.76% |
跌破离场 |
| 24 |
2022-11-18 |
2022-12-20 |
4.986475494 |
5.97402 |
¥6.7万 |
+19.77% |
跌破离场 |
| 25 |
2023-01-19 |
2023-02-17 |
5.9176847729999995 |
5.7642299999999995 |
¥-1.0万 |
-2.62% |
跌破离场 |
| 26 |
2023-03-07 |
2023-04-25 |
6.358256904999999 |
7.042949999999999 |
¥4.2万 |
+10.74% |
跌破离场 |
| 27 |
2023-05-11 |
2023-05-23 |
9.662898 |
7.75224 |
¥-8.4万 |
-19.80% |
跌破离场 |
| 28 |
2023-08-07 |
2023-08-15 |
7.469700238 |
7.00299 |
¥-2.2万 |
-6.28% |
跌破离场 |
| 29 |
2024-01-26 |
2024-03-08 |
5.887645763999999 |
5.83416 |
¥-3,049 |
-0.94% |
跌破离场 |
| 30 |
2024-09-26 |
2024-11-18 |
6.087905823999999 |
8.01198 |
¥10.2万 |
+31.57% |
跌破离场 |
| 31 |
2025-04-11 |
2025-05-23 |
7.109232129999999 |
6.80319 |
¥-1.8万 |
-4.33% |
跌破离场 |
| 32 |
2025-07-09 |
2025-08-01 |
8.661247595 |
8.601389999999999 |
¥-2,966 |
-0.72% |
跌破离场 |
| 33 |
2025-08-22 |
2025-10-24 |
10.763978224999997 |
10.3 |
¥-1.8万 |
-4.34% |
跌破离场 |
| 34 |
2025-12-26 |
2026-01-21 |
9.502339847 |
9.270719999999999 |
¥-9,540 |
-2.47% |
跌破离场 |
| 35 |
2026-03-03 |
2026-04-20 |
9.542391859 |
9.390600000000001 |
¥-6,123 |
-1.62% |
跌破离场 |
| 36 |
2026-08-26 |
2026-09-14 |
7.309492189999999 |
6.82317 |
¥-2.5万 |
-6.68% |
跌破离场 |
逐笔成交记录（共 72 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-06 |
突破买入 |
买入 |
11.651639999999999 |
85100.0 |
¥99.2万 |
首仓入场 |
| 2015-05-08 |
跌破离场 |
卖出 |
13.496489999999998 |
85100.0 |
¥1.15M |
|
| 2015-05-28 |
突破买入 |
买入 |
19.819799999999997 |
56900.0 |
¥1.13M |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
16.6833 |
56900.0 |
¥94.9万 |
|
| 2015-08-18 |
突破买入 |
买入 |
15.515499999999998 |
62000.0 |
¥96.2万 |
首仓入场 |
| 2015-08-25 |
跌破离场 |
卖出 |
9.71 |
62000.0 |
¥60.2万 |
|
| 2015-10-19 |
突破买入 |
买入 |
13.923910000000001 |
43200.0 |
¥60.2万 |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
13.616370000000003 |
43200.0 |
¥58.8万 |
|
| 2015-12-29 |
突破买入 |
买入 |
15.525509999999997 |
38400.0 |
¥59.6万 |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
12.96702 |
38400.0 |
¥49.8万 |
|
| 2016-02-25 |
突破买入 |
买入 |
10.690679999999999 |
46500.0 |
¥49.7万 |
首仓入场 |
| 2016-10-24 |
跌破离场 |
卖出 |
16.95303 |
46500.0 |
¥78.8万 |
|
| 2017-01-04 |
突破买入 |
买入 |
18.90889 |
41600.0 |
¥78.7万 |
首仓入场 |
| 2017-01-18 |
跌破离场 |
卖出 |
18.56142 |
41600.0 |
¥77.2万 |
|
| 2017-07-07 |
突破买入 |
买入 |
16.55654 |
46700.0 |
¥77.3万 |
首仓入场 |
| 2017-08-11 |
跌破离场 |
卖出 |
16.933049999999998 |
46700.0 |
¥79.1万 |
|
| 2018-03-13 |
突破买入 |
买入 |
14.424409999999998 |
55100.0 |
¥79.5万 |
首仓入场 |
| 2018-03-26 |
跌破离场 |
卖出 |
13.57641 |
55100.0 |
¥74.8万 |
|
| 2018-05-21 |
突破买入 |
买入 |
13.52 |
55200.0 |
¥74.7万 |
首仓入场 |
| 2018-05-29 |
跌破离场 |
卖出 |
12.65 |
55200.0 |
¥69.8万 |
|
| 2018-11-16 |
突破买入 |
买入 |
11.651639999999999 |
60000.0 |
¥69.9万 |
首仓入场 |
| 2018-12-17 |
跌破离场 |
卖出 |
10.5894 |
60000.0 |
¥63.5万 |
|
| 2019-02-14 |
突破买入 |
买入 |
10.660649999999999 |
59300.0 |
¥63.2万 |
首仓入场 |
| 2019-04-24 |
跌破离场 |
卖出 |
13.62636 |
59300.0 |
¥80.8万 |
|
| 2019-06-21 |
突破买入 |
买入 |
12.612599999999999 |
63700.0 |
¥80.4万 |
首仓入场 |
| 2019-07-08 |
跌破离场 |
卖出 |
12.21777 |
63700.0 |
¥77.8万 |
|
| 2019-09-02 |
突破买入 |
买入 |
12.382369999999998 |
63400.0 |
¥78.5万 |
首仓入场 |
| 2019-09-24 |
跌破离场 |
卖出 |
12.57741 |
63400.0 |
¥79.7万 |
|
| 2020-06-23 |
突破买入 |
买入 |
10.59058 |
75300.0 |
¥79.8万 |
首仓入场 |
| 2020-07-10 |
跌破离场 |
卖出 |
8.191799999999999 |
75300.0 |
¥61.7万 |
|
| 2020-10-26 |
突破买入 |
买入 |
7.25 |
85000.0 |
¥61.6万 |
首仓入场 |
| 2020-11-02 |
跌破离场 |
卖出 |
6.75324 |
85000.0 |
¥57.4万 |
|
| 2021-04-01 |
突破买入 |
买入 |
7.557549999999999 |
71300.0 |
¥53.9万 |
首仓入场 |
| 2021-04-21 |
跌破离场 |
卖出 |
6.24375 |
71300.0 |
¥44.5万 |
|
| 2021-09-09 |
突破买入 |
买入 |
5.585579999999999 |
85900.0 |
¥48.0万 |
首仓入场 |
| 2021-09-30 |
跌破离场 |
卖出 |
5.34465 |
85900.0 |
¥45.9万 |
|
| 2021-12-10 |
突破买入 |
买入 |
5.065059999999999 |
90200.0 |
¥45.7万 |
首仓入场 |
| 2022-01-26 |
跌破离场 |
卖出 |
5.004989999999999 |
90200.0 |
¥45.1万 |
|
| 2022-02-10 |
突破买入 |
买入 |
5.38538 |
84000.0 |
¥45.3万 |
首仓入场 |
| 2022-02-25 |
跌破离场 |
卖出 |
5.09 |
84000.0 |
¥42.7万 |
|
| 2022-03-01 |
突破买入 |
买入 |
5.635629999999999 |
76100.0 |
¥42.9万 |
首仓入场 |
| 2022-03-16 |
跌破离场 |
卖出 |
4.91508 |
76100.0 |
¥37.4万 |
|
| 2022-06-15 |
突破买入 |
买入 |
4.98498 |
75200.0 |
¥37.5万 |
首仓入场 |
| 2022-07-06 |
跌破离场 |
卖出 |
4.72527 |
75200.0 |
¥35.5万 |
|
| 2022-08-15 |
突破买入 |
买入 |
4.99 |
70500.0 |
¥35.2万 |
首仓入场 |
| 2022-09-20 |
跌破离场 |
卖出 |
4.75524 |
70500.0 |
¥33.5万 |
|
| 2022-11-18 |
突破买入 |
买入 |
4.98498 |
67700.0 |
¥33.8万 |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
5.97402 |
67700.0 |
¥40.4万 |
|
| 2023-01-19 |
突破买入 |
买入 |
5.915909999999999 |
66400.0 |
¥39.3万 |
首仓入场 |
| 2023-02-17 |
跌破离场 |
卖出 |
5.7642299999999995 |
66400.0 |
¥38.3万 |
|
| 2023-03-07 |
突破买入 |
买入 |
6.356349999999999 |
61900.0 |
¥39.4万 |
首仓入场 |
| 2023-04-25 |
跌破离场 |
卖出 |
7.042949999999999 |
61900.0 |
¥43.6万 |
|
| 2023-05-11 |
突破买入 |
买入 |
9.66 |
44000.0 |
¥42.5万 |
首仓入场 |
| 2023-05-23 |
跌破离场 |
卖出 |
7.75224 |
44000.0 |
¥34.1万 |
|
| 2023-08-07 |
突破买入 |
买入 |
7.467459999999999 |
46500.0 |
¥34.7万 |
首仓入场 |
| 2023-08-15 |
跌破离场 |
卖出 |
7.00299 |
46500.0 |
¥32.6万 |
|
| 2024-01-26 |
突破买入 |
买入 |
5.885879999999999 |
55200.0 |
¥32.5万 |
首仓入场 |
| 2024-03-08 |
跌破离场 |
卖出 |
5.83416 |
55200.0 |
¥32.2万 |
|
| 2024-09-26 |
突破买入 |
买入 |
6.086079999999999 |
53200.0 |
¥32.4万 |
首仓入场 |
| 2024-11-18 |
跌破离场 |
卖出 |
8.01198 |
53200.0 |
¥42.6万 |
|
| 2025-04-11 |
突破买入 |
买入 |
7.107099999999999 |
58800.0 |
¥41.8万 |
首仓入场 |
| 2025-05-23 |
跌破离场 |
卖出 |
6.80319 |
58800.0 |
¥40.0万 |
|
| 2025-07-09 |
突破买入 |
买入 |
8.65865 |
47500.0 |
¥41.1万 |
首仓入场 |
| 2025-08-01 |
跌破离场 |
卖出 |
8.601389999999999 |
47500.0 |
¥40.8万 |
|
| 2025-08-22 |
突破买入 |
买入 |
10.760749999999998 |
37500.0 |
¥40.4万 |
首仓入场 |
| 2025-10-24 |
跌破离场 |
卖出 |
10.3 |
37500.0 |
¥38.6万 |
|
| 2025-12-26 |
突破买入 |
买入 |
9.49949 |
40700.0 |
¥38.7万 |
首仓入场 |
| 2026-01-21 |
跌破离场 |
卖出 |
9.270719999999999 |
40700.0 |
¥37.7万 |
|
| 2026-03-03 |
突破买入 |
买入 |
9.53953 |
39600.0 |
¥37.8万 |
首仓入场 |
| 2026-04-20 |
跌破离场 |
卖出 |
9.390600000000001 |
39600.0 |
¥37.2万 |
|
| 2026-08-26 |
突破买入 |
买入 |
7.307299999999999 |
50300.0 |
¥36.8万 |
首仓入场 |
| 2026-09-14 |
跌破离场 |
卖出 |
6.82317 |
50300.0 |
¥34.3万 |
|