000651 格力电器 — 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: ¥82.7万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -17.34%）
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 |
2015-04-20 |
2015-06-23 |
46.590502959 |
53.21 |
¥14.0万 |
+14.17% |
跌破离场 |
| 2 |
2015-12-03 |
2016-01-05 |
20.566708161999994 |
19.8801 |
¥-3.7万 |
-3.37% |
跌破离场 |
| 3 |
2016-09-07 |
2016-12-20 |
22.929776869999998 |
24.00597 |
¥5.1万 |
+4.66% |
跌破离场 |
| 4 |
2017-02-13 |
2017-05-09 |
26.003768791 |
31.51845 |
¥24.3万 |
+21.17% |
跌破离场 |
| 5 |
2017-06-08 |
2017-07-28 |
34.74512041 |
39.29067 |
¥18.2万 |
+13.05% |
跌破离场 |
| 6 |
2017-10-12 |
2017-11-30 |
40.031985993999996 |
42.4575 |
¥9.5万 |
+6.03% |
跌破离场 |
| 7 |
2018-01-10 |
2018-02-08 |
49.36410478999999 |
50.2497 |
¥2.9万 |
+1.76% |
跌破离场 |
| 8 |
2018-04-25 |
2018-05-02 |
50.065015 |
44.22 |
¥-19.8万 |
-11.70% |
跌破离场 |
| 9 |
2018-06-13 |
2018-06-28 |
50.26527506 |
44.8551 |
¥-16.1万 |
-10.79% |
跌破离场 |
| 10 |
2019-01-16 |
2019-05-07 |
38.85045163999999 |
52.05 |
¥45.5万 |
+33.94% |
跌破离场 |
| 11 |
2019-07-02 |
2019-07-18 |
58.405846498999985 |
54.435509999999994 |
¥-12.2万 |
-6.83% |
跌破离场 |
| 12 |
2019-09-05 |
2019-09-30 |
59.98790097299999 |
56.8431 |
¥-8.8万 |
-5.27% |
跌破离场 |
| 13 |
2019-11-05 |
2019-11-22 |
64.543817338 |
57.4425 |
¥-17.4万 |
-11.03% |
跌破离场 |
| 14 |
2019-12-18 |
2020-02-03 |
64.47372631699999 |
57.942 |
¥-14.3万 |
-10.16% |
跌破离场 |
| 15 |
2020-09-22 |
2020-09-28 |
56.22301184499999 |
54.06588 |
¥-4.9万 |
-3.87% |
跌破离场 |
| 16 |
2020-10-15 |
2020-12-09 |
57.80506631899999 |
65.55438000000001 |
¥16.3万 |
+13.37% |
跌破离场 |
| 17 |
2021-10-25 |
2021-10-28 |
40.10207701499999 |
36.43353 |
¥-12.5万 |
-9.18% |
跌破离场 |
| 18 |
2021-12-28 |
2022-01-28 |
37.638878276999996 |
37.49 |
¥-5,348 |
-0.43% |
跌破离场 |
| 19 |
2022-05-06 |
2022-05-24 |
33.78387212199999 |
32.18778 |
¥-5.9万 |
-4.75% |
跌破离场 |
| 20 |
2022-06-27 |
2022-08-02 |
33.743820109999994 |
32.67729 |
¥-3.8万 |
-3.19% |
跌破离场 |
| 21 |
2022-09-13 |
2022-09-30 |
34.715081401 |
32.417550000000006 |
¥-7.7万 |
-6.65% |
跌破离场 |
| 22 |
2022-11-30 |
2022-12-21 |
32.472168728999996 |
32.24 |
¥-8,029 |
-0.74% |
跌破离场 |
| 23 |
2023-01-06 |
2023-02-07 |
34.20441824799999 |
34.00596 |
¥-6,531 |
-0.61% |
跌破离场 |
| 24 |
2023-02-22 |
2023-05-05 |
36.126914823999996 |
35.364599999999996 |
¥-2.3万 |
-2.14% |
跌破离场 |
| 25 |
2023-07-26 |
2023-08-10 |
38.60012656499999 |
36.982980000000005 |
¥-4.4万 |
-4.22% |
跌破离场 |
| 26 |
2023-12-13 |
2023-12-21 |
33.30999 |
31.068900000000003 |
¥-6.7万 |
-6.76% |
跌破离场 |
| 27 |
2024-01-10 |
2024-03-18 |
33.393365005 |
38.801159999999996 |
¥14.9万 |
+16.16% |
跌破离场 |
| 28 |
2024-05-07 |
2024-05-24 |
43.146029927 |
40.959 |
¥-5.5万 |
-5.10% |
跌破离场 |
| 29 |
2024-08-02 |
2024-08-29 |
40.542649147 |
38.78 |
¥-4.5万 |
-4.38% |
跌破离场 |
| 30 |
2024-09-26 |
2024-10-31 |
42.75552281 |
44.4555 |
¥3.9万 |
+3.94% |
跌破离场 |
| 31 |
2024-12-24 |
2025-01-23 |
44.577889356 |
44.20575 |
¥-8,826 |
-0.86% |
跌破离场 |
| 32 |
2025-03-19 |
2025-06-04 |
43.90701815499999 |
45.004949999999994 |
¥2.5万 |
+2.47% |
跌破离场 |
| 33 |
2025-07-07 |
2025-07-30 |
46.954082 |
46.09386 |
¥-1.9万 |
-1.86% |
跌破离场 |
| 34 |
2026-01-21 |
2026-01-26 |
41.352402000000005 |
39.39057 |
¥-4.9万 |
-4.77% |
跌破离场 |
| 35 |
2026-03-18 |
2026-03-24 |
38.990633681999995 |
37.11285 |
¥-4.7万 |
-4.84% |
跌破离场 |
| 36 |
2026-04-30 |
2026-05-22 |
40.542649147 |
38.8611 |
¥-3.8万 |
-4.18% |
跌破离场 |
| 37 |
2026-07-15 |
2026-08-28 |
39.09076371199999 |
39.060900000000004 |
¥-936 |
-0.11% |
跌破离场 |
| 38 |
2026-10-13 |
2026-10-22 |
39.621452870999995 |
37.01295 |
¥-5.8万 |
-6.61% |
跌破离场 |
逐笔成交记录（共 76 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-20 |
突破买入 |
买入 |
46.57653 |
21200.0 |
¥98.8万 |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
53.21 |
21200.0 |
¥1.13M |
|
| 2015-12-03 |
突破买入 |
买入 |
20.560539999999992 |
54100.0 |
¥1.11M |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
19.8801 |
54100.0 |
¥1.08M |
|
| 2016-09-07 |
突破买入 |
买入 |
22.922899999999995 |
47700.0 |
¥1.09M |
首仓入场 |
| 2016-12-20 |
跌破离场 |
卖出 |
24.00597 |
47700.0 |
¥1.14M |
|
| 2017-02-13 |
突破买入 |
买入 |
25.995969999999996 |
44200.0 |
¥1.15M |
首仓入场 |
| 2017-05-09 |
跌破离场 |
卖出 |
31.51845 |
44200.0 |
¥1.39M |
|
| 2017-06-08 |
突破买入 |
买入 |
34.7347 |
40200.0 |
¥1.40M |
首仓入场 |
| 2017-07-28 |
跌破离场 |
卖出 |
39.29067 |
40200.0 |
¥1.58M |
|
| 2017-10-12 |
突破买入 |
买入 |
40.01997999999999 |
39300.0 |
¥1.57M |
首仓入场 |
| 2017-11-30 |
跌破离场 |
卖出 |
42.4575 |
39300.0 |
¥1.67M |
|
| 2018-01-10 |
突破买入 |
买入 |
49.34929999999999 |
33700.0 |
¥1.66M |
首仓入场 |
| 2018-02-08 |
跌破离场 |
卖出 |
50.2497 |
33700.0 |
¥1.69M |
|
| 2018-04-25 |
突破买入 |
买入 |
50.05 |
33800.0 |
¥1.69M |
首仓入场 |
| 2018-05-02 |
跌破离场 |
卖出 |
44.22 |
33800.0 |
¥1.49M |
|
| 2018-06-13 |
突破买入 |
买入 |
50.2502 |
29700.0 |
¥1.49M |
首仓入场 |
| 2018-06-28 |
跌破离场 |
卖出 |
44.8551 |
29700.0 |
¥1.33M |
|
| 2019-01-16 |
突破买入 |
买入 |
38.83879999999999 |
34500.0 |
¥1.34M |
首仓入场 |
| 2019-05-07 |
跌破离场 |
卖出 |
52.05 |
34500.0 |
¥1.80M |
|
| 2019-07-02 |
突破买入 |
买入 |
58.38832999999999 |
30600.0 |
¥1.79M |
首仓入场 |
| 2019-07-18 |
跌破离场 |
卖出 |
54.435509999999994 |
30600.0 |
¥1.67M |
|
| 2019-09-05 |
突破买入 |
买入 |
59.96990999999999 |
27900.0 |
¥1.67M |
首仓入场 |
| 2019-09-30 |
跌破离场 |
卖出 |
56.8431 |
27900.0 |
¥1.59M |
|
| 2019-11-05 |
突破买入 |
买入 |
64.52445999999999 |
24500.0 |
¥1.58M |
首仓入场 |
| 2019-11-22 |
跌破离场 |
卖出 |
57.4425 |
24500.0 |
¥1.41M |
|
| 2019-12-18 |
突破买入 |
买入 |
64.45438999999999 |
21900.0 |
¥1.41M |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
57.942 |
21900.0 |
¥1.27M |
|
| 2020-09-22 |
突破买入 |
买入 |
56.20614999999999 |
22400.0 |
¥1.26M |
首仓入场 |
| 2020-09-28 |
跌破离场 |
卖出 |
54.06588 |
22400.0 |
¥1.21M |
|
| 2020-10-15 |
突破买入 |
买入 |
57.787729999999996 |
21100.0 |
¥1.22M |
首仓入场 |
| 2020-12-09 |
跌破离场 |
卖出 |
65.55438000000001 |
21100.0 |
¥1.38M |
|
| 2021-10-25 |
突破买入 |
买入 |
40.09004999999999 |
33900.0 |
¥1.36M |
首仓入场 |
| 2021-10-28 |
跌破离场 |
卖出 |
36.43353 |
33900.0 |
¥1.23M |
|
| 2021-12-28 |
突破买入 |
买入 |
37.62759 |
33400.0 |
¥1.26M |
首仓入场 |
| 2022-01-28 |
跌破离场 |
卖出 |
37.49 |
33400.0 |
¥1.25M |
|
| 2022-05-06 |
突破买入 |
买入 |
33.77374 |
36500.0 |
¥1.23M |
首仓入场 |
| 2022-05-24 |
跌破离场 |
卖出 |
32.18778 |
36500.0 |
¥1.17M |
|
| 2022-06-27 |
突破买入 |
买入 |
33.7337 |
35100.0 |
¥1.18M |
首仓入场 |
| 2022-08-02 |
跌破离场 |
卖出 |
32.67729 |
35100.0 |
¥1.15M |
|
| 2022-09-13 |
突破买入 |
买入 |
34.70467 |
33300.0 |
¥1.16M |
首仓入场 |
| 2022-09-30 |
跌破离场 |
卖出 |
32.417550000000006 |
33300.0 |
¥1.08M |
|
| 2022-11-30 |
突破买入 |
买入 |
32.46243 |
33200.0 |
¥1.08M |
首仓入场 |
| 2022-12-21 |
跌破离场 |
卖出 |
32.24 |
33200.0 |
¥1.07M |
|
| 2023-01-06 |
突破买入 |
买入 |
34.19415999999999 |
31300.0 |
¥1.07M |
首仓入场 |
| 2023-02-07 |
跌破离场 |
卖出 |
34.00596 |
31300.0 |
¥1.06M |
|
| 2023-02-22 |
突破买入 |
买入 |
36.11608 |
29400.0 |
¥1.06M |
首仓入场 |
| 2023-05-05 |
跌破离场 |
卖出 |
35.364599999999996 |
29400.0 |
¥1.04M |
|
| 2023-07-26 |
突破买入 |
买入 |
38.58854999999999 |
26900.0 |
¥1.04M |
首仓入场 |
| 2023-08-10 |
跌破离场 |
卖出 |
36.982980000000005 |
26900.0 |
¥99.5万 |
|
| 2023-12-13 |
突破买入 |
买入 |
33.3 |
29900.0 |
¥99.6万 |
首仓入场 |
| 2023-12-21 |
跌破离场 |
卖出 |
31.068900000000003 |
29900.0 |
¥92.9万 |
|
| 2024-01-10 |
突破买入 |
买入 |
33.38335 |
27700.0 |
¥92.5万 |
首仓入场 |
| 2024-03-18 |
跌破离场 |
卖出 |
38.801159999999996 |
27700.0 |
¥1.07M |
|
| 2024-05-07 |
突破买入 |
买入 |
43.13309 |
24800.0 |
¥1.07M |
首仓入场 |
| 2024-05-24 |
跌破离场 |
卖出 |
40.959 |
24800.0 |
¥1.02M |
|
| 2024-08-02 |
突破买入 |
买入 |
40.53049 |
25200.0 |
¥1.02M |
首仓入场 |
| 2024-08-29 |
跌破离场 |
卖出 |
38.78 |
25200.0 |
¥97.7万 |
|
| 2024-09-26 |
突破买入 |
买入 |
42.7427 |
23000.0 |
¥98.3万 |
首仓入场 |
| 2024-10-31 |
跌破离场 |
卖出 |
44.4555 |
23000.0 |
¥1.02M |
|
| 2024-12-24 |
突破买入 |
买入 |
44.56452 |
22900.0 |
¥1.02M |
首仓入场 |
| 2025-01-23 |
跌破离场 |
卖出 |
44.20575 |
22900.0 |
¥1.01M |
|
| 2025-03-19 |
突破买入 |
买入 |
43.89384999999999 |
23000.0 |
¥1.01M |
首仓入场 |
| 2025-06-04 |
跌破离场 |
卖出 |
45.004949999999994 |
23000.0 |
¥1.03M |
|
| 2025-07-07 |
突破买入 |
买入 |
46.94 |
22100.0 |
¥1.04M |
首仓入场 |
| 2025-07-30 |
跌破离场 |
卖出 |
46.09386 |
22100.0 |
¥1.02M |
|
| 2026-01-21 |
突破买入 |
买入 |
41.34 |
24600.0 |
¥1.02M |
首仓入场 |
| 2026-01-26 |
跌破离场 |
卖出 |
39.39057 |
24600.0 |
¥96.9万 |
|
| 2026-03-18 |
突破买入 |
买入 |
38.978939999999994 |
24800.0 |
¥96.7万 |
首仓入场 |
| 2026-03-24 |
跌破离场 |
卖出 |
37.11285 |
24800.0 |
¥92.0万 |
|
| 2026-04-30 |
突破买入 |
买入 |
40.53049 |
22700.0 |
¥92.0万 |
首仓入场 |
| 2026-05-22 |
跌破离场 |
卖出 |
38.8611 |
22700.0 |
¥88.2万 |
|
| 2026-07-15 |
突破买入 |
买入 |
39.07903999999999 |
22500.0 |
¥88.0万 |
首仓入场 |
| 2026-08-28 |
跌破离场 |
卖出 |
39.060900000000004 |
22500.0 |
¥87.9万 |
|
| 2026-10-13 |
突破买入 |
买入 |
39.60957 |
22200.0 |
¥88.0万 |
首仓入场 |
| 2026-10-22 |
跌破离场 |
卖出 |
37.01295 |
22200.0 |
¥82.1万 |
|