000625 长安汽车 — 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: ¥1.14M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +13.87%）
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 |
2015-04-28 |
2015-05-15 |
25.332897589999998 |
22.327650000000002 |
¥-11.7万 |
-11.89% |
跌破离场 |
| 2 |
2015-10-09 |
2015-11-04 |
15.740440715999998 |
14.935049999999999 |
¥-4.5万 |
-5.15% |
跌破离场 |
| 3 |
2015-12-10 |
2016-01-05 |
16.621584979999998 |
15.194790000000001 |
¥-7.1万 |
-8.61% |
跌破离场 |
| 4 |
2016-04-01 |
2016-05-06 |
15.710401706999997 |
15.15483 |
¥-2.7万 |
-3.57% |
跌破离场 |
| 5 |
2016-07-13 |
2016-08-26 |
15.319894589999999 |
15.4845 |
¥7,630 |
+1.04% |
跌破离场 |
| 6 |
2016-10-11 |
2016-10-28 |
16.30489 |
15.614370000000001 |
¥-3.2万 |
-4.26% |
跌破离场 |
| 7 |
2016-11-25 |
2016-12-13 |
16.000778794 |
15.57441 |
¥-1.9万 |
-2.69% |
跌破离场 |
| 8 |
2017-02-03 |
2017-03-09 |
15.800518733999997 |
15.63435 |
¥-7,501 |
-1.08% |
跌破离场 |
| 9 |
2017-04-12 |
2017-04-20 |
16.080882818 |
15.414570000000001 |
¥-2.9万 |
-4.17% |
跌破离场 |
| 10 |
2017-06-14 |
2017-07-13 |
14.268529274999997 |
14.01597 |
¥-1.2万 |
-1.80% |
跌破离场 |
| 11 |
2017-07-20 |
2017-08-03 |
14.689075400999998 |
14.115870000000001 |
¥-2.5万 |
-3.93% |
跌破离场 |
| 12 |
2017-09-13 |
2017-10-27 |
14.004199999999999 |
13.786200000000001 |
¥-9,796 |
-1.59% |
跌破离场 |
| 13 |
2018-01-23 |
2018-02-01 |
13.404020000000001 |
12.79719 |
¥-2.8万 |
-4.56% |
跌破离场 |
| 14 |
2018-09-25 |
2018-10-12 |
7.259427174999999 |
6.473520000000001 |
¥-6.2万 |
-10.85% |
跌破离场 |
| 15 |
2018-11-19 |
2018-11-26 |
6.668659998 |
6.1938 |
¥-3.7万 |
-7.15% |
跌破离场 |
| 16 |
2019-01-04 |
2019-03-11 |
6.658646995 |
7.862130000000001 |
¥8.7万 |
+18.04% |
跌破离场 |
| 17 |
2019-07-24 |
2019-09-02 |
7.760077324999999 |
7.91 |
¥1.1万 |
+1.90% |
跌破离场 |
| 18 |
2019-11-11 |
2020-01-22 |
8.070480417999999 |
10.339649999999999 |
¥16.3万 |
+28.08% |
跌破离场 |
| 19 |
2020-02-24 |
2020-03-18 |
11.164498344999998 |
10.19979 |
¥-6.3万 |
-8.67% |
跌破离场 |
| 20 |
2020-05-07 |
2020-05-22 |
10.523666152999997 |
10.0899 |
¥-2.8万 |
-4.15% |
跌破离场 |
| 21 |
2020-06-15 |
2020-07-20 |
11.314693389999999 |
10.799190000000001 |
¥-2.9万 |
-4.58% |
跌破离场 |
| 22 |
2020-08-18 |
2021-01-15 |
11.925486572999997 |
19.60038 |
¥40.0万 |
+64.31% |
跌破离场 |
| 23 |
2021-04-21 |
2021-06-17 |
17.312482186999997 |
20.52 |
¥18.2万 |
+18.49% |
跌破离场 |
| 24 |
2021-08-13 |
2021-09-06 |
20.987254288 |
19.4805 |
¥-8.5万 |
-7.21% |
跌破离场 |
| 25 |
2021-11-15 |
2021-11-17 |
21.628086480000004 |
18.27171 |
¥-17.3万 |
-15.54% |
跌破离场 |
| 26 |
2022-05-09 |
2022-08-22 |
11.795317533999997 |
16.333650000000002 |
¥36.4万 |
+38.43% |
跌破离场 |
| 27 |
2022-12-02 |
2022-12-21 |
13.727827113 |
13.13685 |
¥-5.7万 |
-4.33% |
跌破离场 |
| 28 |
2023-01-31 |
2023-02-17 |
13.978152188000001 |
13.386599999999998 |
¥-5.3万 |
-4.26% |
跌破离场 |
| 29 |
2023-04-18 |
2023-04-24 |
12.205850657 |
11.22876 |
¥-9.6万 |
-8.03% |
跌破离场 |
| 30 |
2023-05-11 |
2023-06-08 |
12.696487803999997 |
11.59839 |
¥-9.6万 |
-8.68% |
跌破离场 |
| 31 |
2023-07-04 |
2023-08-15 |
13.868009154999998 |
13.97601 |
¥7,547 |
+0.75% |
跌破离场 |
| 32 |
2023-10-10 |
2023-12-19 |
13.978152188000001 |
17.972009999999997 |
¥29.0万 |
+28.53% |
跌破离场 |
| 33 |
2024-02-27 |
2024-04-26 |
14.869309455 |
15.854129999999998 |
¥8.6万 |
+6.59% |
跌破离场 |
| 34 |
2024-07-12 |
2024-08-02 |
15.099608523999995 |
13.986 |
¥-10.2万 |
-7.40% |
跌破离场 |
| 35 |
2024-09-26 |
2024-11-25 |
12.496227743999999 |
14.07591 |
¥16.2万 |
+12.61% |
跌破离场 |
| 36 |
2025-07-22 |
2025-07-24 |
12.976851887999999 |
12.67731 |
¥-3.4万 |
-2.34% |
跌破离场 |
| 37 |
2025-07-29 |
2025-08-28 |
13.404020000000001 |
12.69729 |
¥-7.5万 |
-5.30% |
跌破离场 |
| 38 |
2025-10-17 |
2025-11-19 |
13.076981918 |
12.10788 |
¥-9.8万 |
-7.44% |
跌破离场 |
| 39 |
2026-07-30 |
2026-08-17 |
7.50975225 |
7.14285 |
¥-6.1万 |
-4.91% |
跌破离场 |
| 40 |
2026-11-06 |
2026-11-13 |
7.169310147999998 |
6.88 |
¥-4.7万 |
-4.06% |
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 |
|---|
| 2015-04-28 |
突破买入 |
买入 |
25.3253 |
38900.0 |
¥98.5万 |
首仓入场 |
| 2015-05-15 |
跌破离场 |
卖出 |
22.327650000000002 |
38900.0 |
¥86.8万 |
|
| 2015-10-09 |
突破买入 |
买入 |
15.735719999999999 |
55900.0 |
¥88.0万 |
首仓入场 |
| 2015-11-04 |
跌破离场 |
卖出 |
14.935049999999999 |
55900.0 |
¥83.5万 |
|
| 2015-12-10 |
突破买入 |
买入 |
16.6166 |
49800.0 |
¥82.8万 |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
15.194790000000001 |
49800.0 |
¥75.6万 |
|
| 2016-04-01 |
突破买入 |
买入 |
15.705689999999997 |
48400.0 |
¥76.0万 |
首仓入场 |
| 2016-05-06 |
跌破离场 |
卖出 |
15.15483 |
48400.0 |
¥73.3万 |
|
| 2016-07-13 |
突破买入 |
买入 |
15.315299999999999 |
47700.0 |
¥73.1万 |
首仓入场 |
| 2016-08-26 |
跌破离场 |
卖出 |
15.4845 |
47700.0 |
¥73.8万 |
|
| 2016-10-11 |
突破买入 |
买入 |
16.3 |
45700.0 |
¥74.5万 |
首仓入场 |
| 2016-10-28 |
跌破离场 |
卖出 |
15.614370000000001 |
45700.0 |
¥71.3万 |
|
| 2016-11-25 |
突破买入 |
买入 |
15.99598 |
44500.0 |
¥71.2万 |
首仓入场 |
| 2016-12-13 |
跌破离场 |
卖出 |
15.57441 |
44500.0 |
¥69.3万 |
|
| 2017-02-03 |
突破买入 |
买入 |
15.795779999999997 |
43900.0 |
¥69.4万 |
首仓入场 |
| 2017-03-09 |
跌破离场 |
卖出 |
15.63435 |
43900.0 |
¥68.6万 |
|
| 2017-04-12 |
突破买入 |
买入 |
16.07606 |
42600.0 |
¥68.5万 |
首仓入场 |
| 2017-04-20 |
跌破离场 |
卖出 |
15.414570000000001 |
42600.0 |
¥65.6万 |
|
| 2017-06-14 |
突破买入 |
买入 |
14.264249999999999 |
45800.0 |
¥65.3万 |
首仓入场 |
| 2017-07-13 |
跌破离场 |
卖出 |
14.01597 |
45800.0 |
¥64.2万 |
|
| 2017-07-20 |
突破买入 |
买入 |
14.684669999999999 |
44000.0 |
¥64.6万 |
首仓入场 |
| 2017-08-03 |
跌破离场 |
卖出 |
14.115870000000001 |
44000.0 |
¥62.1万 |
|
| 2017-09-13 |
突破买入 |
买入 |
14.0 |
44100.0 |
¥61.8万 |
首仓入场 |
| 2017-10-27 |
跌破离场 |
卖出 |
13.786200000000001 |
44100.0 |
¥60.8万 |
|
| 2018-01-23 |
突破买入 |
买入 |
13.4 |
45700.0 |
¥61.3万 |
首仓入场 |
| 2018-02-01 |
跌破离场 |
卖出 |
12.79719 |
45700.0 |
¥58.5万 |
|
| 2018-09-25 |
突破买入 |
买入 |
7.257249999999999 |
79300.0 |
¥57.6万 |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
6.473520000000001 |
79300.0 |
¥51.3万 |
|
| 2018-11-19 |
突破买入 |
买入 |
6.666659999999999 |
77900.0 |
¥51.9万 |
首仓入场 |
| 2018-11-26 |
跌破离场 |
卖出 |
6.1938 |
77900.0 |
¥48.2万 |
|
| 2019-01-04 |
突破买入 |
买入 |
6.65665 |
72100.0 |
¥48.0万 |
首仓入场 |
| 2019-03-11 |
跌破离场 |
卖出 |
7.862130000000001 |
72100.0 |
¥56.7万 |
|
| 2019-07-24 |
突破买入 |
买入 |
7.75775 |
73300.0 |
¥56.9万 |
首仓入场 |
| 2019-09-02 |
跌破离场 |
卖出 |
7.91 |
73300.0 |
¥58.0万 |
|
| 2019-11-11 |
突破买入 |
买入 |
8.06806 |
72100.0 |
¥58.2万 |
首仓入场 |
| 2020-01-22 |
跌破离场 |
卖出 |
10.339649999999999 |
72100.0 |
¥74.5万 |
|
| 2020-02-24 |
突破买入 |
买入 |
11.16115 |
65600.0 |
¥73.2万 |
首仓入场 |
| 2020-03-18 |
跌破离场 |
卖出 |
10.19979 |
65600.0 |
¥66.9万 |
|
| 2020-05-07 |
突破买入 |
买入 |
10.520509999999998 |
64600.0 |
¥68.0万 |
首仓入场 |
| 2020-05-22 |
跌破离场 |
卖出 |
10.0899 |
64600.0 |
¥65.2万 |
|
| 2020-06-15 |
突破买入 |
买入 |
11.3113 |
56800.0 |
¥64.3万 |
首仓入场 |
| 2020-07-20 |
跌破离场 |
卖出 |
10.799190000000001 |
56800.0 |
¥61.3万 |
|
| 2020-08-18 |
突破买入 |
买入 |
11.921909999999999 |
52200.0 |
¥62.3万 |
首仓入场 |
| 2021-01-15 |
跌破离场 |
卖出 |
19.60038 |
52200.0 |
¥1.02M |
|
| 2021-04-21 |
突破买入 |
买入 |
17.30729 |
56700.0 |
¥98.2万 |
首仓入场 |
| 2021-06-17 |
跌破离场 |
卖出 |
20.52 |
56700.0 |
¥1.16M |
|
| 2021-08-13 |
突破买入 |
买入 |
20.98096 |
56200.0 |
¥1.18M |
首仓入场 |
| 2021-09-06 |
跌破离场 |
卖出 |
19.4805 |
56200.0 |
¥1.09M |
|
| 2021-11-15 |
突破买入 |
买入 |
21.6216 |
51600.0 |
¥1.12M |
首仓入场 |
| 2021-11-17 |
跌破离场 |
卖出 |
18.27171 |
51600.0 |
¥94.3万 |
|
| 2022-05-09 |
突破买入 |
买入 |
11.791779999999997 |
80200.0 |
¥94.6万 |
首仓入场 |
| 2022-08-22 |
跌破离场 |
卖出 |
16.333650000000002 |
80200.0 |
¥1.31M |
|
| 2022-12-02 |
突破买入 |
买入 |
13.723709999999999 |
95000.0 |
¥1.30M |
首仓入场 |
| 2022-12-21 |
跌破离场 |
卖出 |
13.13685 |
95000.0 |
¥1.25M |
|
| 2023-01-31 |
突破买入 |
买入 |
13.973960000000002 |
89600.0 |
¥1.25M |
首仓入场 |
| 2023-02-17 |
跌破离场 |
卖出 |
13.386599999999998 |
89600.0 |
¥1.20M |
|
| 2023-04-18 |
突破买入 |
买入 |
12.202189999999998 |
98300.0 |
¥1.20M |
首仓入场 |
| 2023-04-24 |
跌破离场 |
卖出 |
11.22876 |
98300.0 |
¥1.10M |
|
| 2023-05-11 |
突破买入 |
买入 |
12.692679999999998 |
86900.0 |
¥1.10M |
首仓入场 |
| 2023-06-08 |
跌破离场 |
卖出 |
11.59839 |
86900.0 |
¥1.01M |
|
| 2023-07-04 |
突破买入 |
买入 |
13.863849999999998 |
72700.0 |
¥1.01M |
首仓入场 |
| 2023-08-15 |
跌破离场 |
卖出 |
13.97601 |
72700.0 |
¥1.02M |
|
| 2023-10-10 |
突破买入 |
买入 |
13.97396 |
72700.0 |
¥1.02M |
首仓入场 |
| 2023-12-19 |
跌破离场 |
卖出 |
17.972009999999997 |
72700.0 |
¥1.31M |
|
| 2024-02-27 |
突破买入 |
买入 |
14.86485 |
87700.0 |
¥1.30M |
首仓入场 |
| 2024-04-26 |
跌破离场 |
卖出 |
15.854129999999998 |
87700.0 |
¥1.39M |
|
| 2024-07-12 |
突破买入 |
买入 |
15.095079999999996 |
91400.0 |
¥1.38M |
首仓入场 |
| 2024-08-02 |
跌破离场 |
卖出 |
13.986 |
91400.0 |
¥1.28M |
|
| 2024-09-26 |
突破买入 |
买入 |
12.492479999999999 |
103100.0 |
¥1.29M |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
14.07591 |
103100.0 |
¥1.45M |
|
| 2025-07-22 |
突破买入 |
买入 |
12.972959999999999 |
111600.0 |
¥1.45M |
首仓入场 |
| 2025-07-24 |
跌破离场 |
卖出 |
12.67731 |
111600.0 |
¥1.41M |
|
| 2025-07-29 |
突破买入 |
买入 |
13.4 |
105800.0 |
¥1.42M |
首仓入场 |
| 2025-08-28 |
跌破离场 |
卖出 |
12.69729 |
105800.0 |
¥1.34M |
|
| 2025-10-17 |
突破买入 |
买入 |
13.07306 |
100500.0 |
¥1.31M |
首仓入场 |
| 2025-11-19 |
跌破离场 |
卖出 |
12.10788 |
100500.0 |
¥1.22M |
|
| 2026-07-30 |
突破买入 |
买入 |
7.5075 |
165200.0 |
¥1.24M |
首仓入场 |
| 2026-08-17 |
跌破离场 |
卖出 |
7.14285 |
165200.0 |
¥1.18M |
|
| 2026-11-06 |
突破买入 |
买入 |
7.167159999999999 |
163000.0 |
¥1.17M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
6.88 |
163000 |
¥1.12M |
回测结束强平 |