000807 云铝股份 — 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: ¥93.9万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -6.10%）
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 |
2015-02-27 |
2015-05-06 |
7.3094921899999985 |
9.16083 |
¥25.3万 |
+25.29% |
跌破离场 |
| 2 |
2015-05-28 |
2015-06-23 |
9.802729936999997 |
9.580410000000002 |
¥-2.8万 |
-2.30% |
跌破离场 |
| 3 |
2015-10-20 |
2015-11-25 |
5.056566515 |
5.45454 |
¥9.4万 |
+7.84% |
跌破离场 |
| 4 |
2015-12-03 |
2016-01-05 |
6.298178886999999 |
5.9 |
¥-8.1万 |
-6.35% |
跌破离场 |
| 5 |
2016-03-03 |
2016-03-11 |
8.210662459999998 |
6.65334 |
¥-23.2万 |
-18.99% |
跌破离场 |
| 6 |
2016-07-06 |
2016-07-25 |
7.40962222 |
6.72327 |
¥-9.3万 |
-9.29% |
跌破离场 |
| 7 |
2016-10-27 |
2016-12-01 |
7.0691801179999985 |
7.50249 |
¥5.5万 |
+6.10% |
跌破离场 |
| 8 |
2017-02-20 |
2017-03-20 |
7.4196352229999984 |
7.24275 |
¥-2.3万 |
-2.41% |
跌破离场 |
| 9 |
2017-07-06 |
2017-08-25 |
7.7801033309999985 |
10.93905 |
¥38.0万 |
+40.56% |
跌破离场 |
| 10 |
2017-09-15 |
2017-10-12 |
15.720414709999996 |
12.4875 |
¥-26.6万 |
-20.59% |
跌破离场 |
| 11 |
2017-12-29 |
2018-01-16 |
10.283354080999999 |
9.99 |
¥-3.0万 |
-2.88% |
跌破离场 |
| 12 |
2018-04-20 |
2018-05-03 |
8.932679 |
7.28271 |
¥-19.0万 |
-18.50% |
跌破离场 |
| 13 |
2018-07-25 |
2018-09-11 |
5.687385703999998 |
5.07492 |
¥-9.0万 |
-10.80% |
跌破离场 |
| 14 |
2019-02-27 |
2019-03-27 |
4.615994383 |
4.77522 |
¥2.6万 |
+3.42% |
跌破离场 |
| 15 |
2019-04-09 |
2019-04-29 |
5.991796999999999 |
5.30469 |
¥-8.6万 |
-11.49% |
跌破离场 |
| 16 |
2019-08-21 |
2019-09-24 |
4.976462490999999 |
4.77522 |
¥-2.8万 |
-4.07% |
跌破离场 |
| 17 |
2019-11-26 |
2020-01-22 |
4.696098407 |
4.90509 |
¥2.9万 |
+4.42% |
跌破离场 |
| 18 |
2020-06-19 |
2020-08-11 |
4.3856953139999995 |
6.20379 |
¥28.4万 |
+41.41% |
跌破离场 |
| 19 |
2020-11-11 |
2020-12-14 |
7.40962222 |
7.9720200000000006 |
¥7.3万 |
+7.56% |
跌破离场 |
| 20 |
2021-02-09 |
2021-03-26 |
8.971650687999999 |
9.42057 |
¥5.2万 |
+4.97% |
跌破离场 |
| 21 |
2021-05-11 |
2021-06-17 |
14.849283449 |
12.24774 |
¥-18.4万 |
-17.54% |
跌破离场 |
| 22 |
2021-08-13 |
2021-09-28 |
15.279842577999998 |
15.96402 |
¥4.0万 |
+4.45% |
跌破离场 |
| 23 |
2022-02-23 |
2022-03-16 |
13.978152188000001 |
12.257729999999999 |
¥-11.5万 |
-12.33% |
跌破离场 |
| 24 |
2022-06-09 |
2022-06-22 |
11.825356542999998 |
10.39959 |
¥-10.1万 |
-12.08% |
跌破离场 |
| 25 |
2022-08-11 |
2022-09-01 |
10.31339309 |
10.17981 |
¥-9,742 |
-1.32% |
跌破离场 |
| 26 |
2022-11-08 |
2022-12-21 |
10.113133029999998 |
11.19879 |
¥7.7万 |
+10.70% |
跌破离场 |
| 27 |
2023-01-12 |
2023-02-13 |
12.526266753 |
12.7872 |
¥1.7万 |
+2.05% |
跌破离场 |
| 28 |
2023-04-13 |
2023-05-08 |
14.208451256999998 |
13.6 |
¥-3.5万 |
-4.31% |
跌破离场 |
| 29 |
2023-06-19 |
2023-06-26 |
13.617684079999997 |
12.4875 |
¥-6.5万 |
-8.33% |
跌破离场 |
| 30 |
2023-07-21 |
2023-08-24 |
13.587645070999999 |
14.15583 |
¥3.0万 |
+4.15% |
跌破离场 |
| 31 |
2023-09-04 |
2023-10-16 |
15.620284679999997 |
14.16582 |
¥-7.0万 |
-9.34% |
跌破离场 |
| 32 |
2024-03-05 |
2024-04-24 |
12.045642608999998 |
13.60638 |
¥8.8万 |
+12.92% |
跌破离场 |
| 33 |
2024-09-20 |
2024-11-19 |
12.326006693 |
13.8861 |
¥9.6万 |
+12.62% |
跌破离场 |
| 34 |
2025-01-17 |
2025-03-24 |
16.571519965 |
17.37261 |
¥4.1万 |
+4.80% |
跌破离场 |
| 35 |
2025-05-15 |
2025-05-28 |
15.890635760999999 |
14.43555 |
¥-8.3万 |
-9.18% |
跌破离场 |
| 36 |
2025-06-30 |
2025-07-17 |
16.201038854 |
15.55 |
¥-3.3万 |
-4.05% |
跌破离场 |
| 37 |
2025-08-14 |
2025-11-24 |
17.102209123999994 |
23.146829999999998 |
¥27.7万 |
+35.30% |
跌破离场 |
| 38 |
2025-12-08 |
2026-02-24 |
28.246681463 |
30.74922 |
¥9.4万 |
+8.83% |
跌破离场 |
| 39 |
2026-04-17 |
2026-04-24 |
35.896615755000006 |
33.966 |
¥-6.2万 |
-5.41% |
跌破离场 |
| 40 |
2026-07-24 |
2026-08-21 |
26.194015848 |
25.44453 |
¥-3.1万 |
-2.89% |
跌破离场 |
| 41 |
2026-09-10 |
2026-09-28 |
29.067747708999992 |
25.4745 |
¥-13.2万 |
-12.39% |
跌破离场 |
逐笔成交记录（共 82 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-27 |
突破买入 |
买入 |
7.307299999999999 |
136700.0 |
¥99.9万 |
首仓入场 |
| 2015-05-06 |
跌破离场 |
卖出 |
9.16083 |
136700.0 |
¥1.25M |
|
| 2015-05-28 |
突破买入 |
买入 |
9.799789999999998 |
125900.0 |
¥1.23M |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
9.580410000000002 |
125900.0 |
¥1.21M |
|
| 2015-10-20 |
突破买入 |
买入 |
5.05505 |
237800.0 |
¥1.20M |
首仓入场 |
| 2015-11-25 |
跌破离场 |
卖出 |
5.45454 |
237800.0 |
¥1.30M |
|
| 2015-12-03 |
突破买入 |
买入 |
6.296289999999999 |
203700.0 |
¥1.28M |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
5.9 |
203700.0 |
¥1.20M |
|
| 2016-03-03 |
突破买入 |
买入 |
8.208199999999998 |
148900.0 |
¥1.22M |
首仓入场 |
| 2016-03-11 |
跌破离场 |
卖出 |
6.65334 |
148900.0 |
¥99.0万 |
|
| 2016-07-06 |
突破买入 |
买入 |
7.4074 |
135100.0 |
¥1.00M |
首仓入场 |
| 2016-07-25 |
跌破离场 |
卖出 |
6.72327 |
135100.0 |
¥90.8万 |
|
| 2016-10-27 |
突破买入 |
买入 |
7.067059999999999 |
127600.0 |
¥90.2万 |
首仓入场 |
| 2016-12-01 |
跌破离场 |
卖出 |
7.50249 |
127600.0 |
¥95.7万 |
|
| 2017-02-20 |
突破买入 |
买入 |
7.417409999999999 |
130200.0 |
¥96.6万 |
首仓入场 |
| 2017-03-20 |
跌破离场 |
卖出 |
7.24275 |
130200.0 |
¥94.3万 |
|
| 2017-07-06 |
突破买入 |
买入 |
7.7777699999999985 |
120500.0 |
¥93.8万 |
首仓入场 |
| 2017-08-25 |
跌破离场 |
卖出 |
10.93905 |
120500.0 |
¥1.32M |
|
| 2017-09-15 |
突破买入 |
买入 |
15.715699999999998 |
82200.0 |
¥1.29M |
首仓入场 |
| 2017-10-12 |
跌破离场 |
卖出 |
12.4875 |
82200.0 |
¥1.03M |
|
| 2017-12-29 |
突破买入 |
买入 |
10.280269999999998 |
101800.0 |
¥1.05M |
首仓入场 |
| 2018-01-16 |
跌破离场 |
卖出 |
9.99 |
101800.0 |
¥1.02M |
|
| 2018-04-20 |
突破买入 |
买入 |
8.93 |
114700.0 |
¥1.02M |
首仓入场 |
| 2018-05-03 |
跌破离场 |
卖出 |
7.28271 |
114700.0 |
¥83.5万 |
|
| 2018-07-25 |
突破买入 |
买入 |
5.685679999999999 |
146500.0 |
¥83.3万 |
首仓入场 |
| 2018-09-11 |
跌破离场 |
卖出 |
5.07492 |
146500.0 |
¥74.3万 |
|
| 2019-02-27 |
突破买入 |
买入 |
4.61461 |
161700.0 |
¥74.6万 |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
4.77522 |
161700.0 |
¥77.2万 |
|
| 2019-04-09 |
突破买入 |
买入 |
5.99 |
124700.0 |
¥74.7万 |
首仓入场 |
| 2019-04-29 |
跌破离场 |
卖出 |
5.30469 |
124700.0 |
¥66.1万 |
|
| 2019-08-21 |
突破买入 |
买入 |
4.974969999999999 |
136000.0 |
¥67.7万 |
首仓入场 |
| 2019-09-24 |
跌破离场 |
卖出 |
4.77522 |
136000.0 |
¥64.9万 |
|
| 2019-11-26 |
突破买入 |
买入 |
4.69469 |
139100.0 |
¥65.3万 |
首仓入场 |
| 2020-01-22 |
跌破离场 |
卖出 |
4.90509 |
139100.0 |
¥68.2万 |
|
| 2020-06-19 |
突破买入 |
买入 |
4.384379999999999 |
156400.0 |
¥68.6万 |
首仓入场 |
| 2020-08-11 |
跌破离场 |
卖出 |
6.20379 |
156400.0 |
¥97.0万 |
|
| 2020-11-11 |
突破买入 |
买入 |
7.4074 |
131200.0 |
¥97.2万 |
首仓入场 |
| 2020-12-14 |
跌破离场 |
卖出 |
7.9720200000000006 |
131200.0 |
¥1.05M |
|
| 2021-02-09 |
突破买入 |
买入 |
8.96896 |
116500.0 |
¥1.05M |
首仓入场 |
| 2021-03-26 |
跌破离场 |
卖出 |
9.42057 |
116500.0 |
¥1.10M |
|
| 2021-05-11 |
突破买入 |
买入 |
14.844829999999998 |
70700.0 |
¥1.05M |
首仓入场 |
| 2021-06-17 |
跌破离场 |
卖出 |
12.24774 |
70700.0 |
¥86.6万 |
|
| 2021-08-13 |
突破买入 |
买入 |
15.275259999999998 |
59400.0 |
¥90.8万 |
首仓入场 |
| 2021-09-28 |
跌破离场 |
卖出 |
15.96402 |
59400.0 |
¥94.8万 |
|
| 2022-02-23 |
突破买入 |
买入 |
13.97396 |
66900.0 |
¥93.5万 |
首仓入场 |
| 2022-03-16 |
跌破离场 |
卖出 |
12.257729999999999 |
66900.0 |
¥82.0万 |
|
| 2022-06-09 |
突破买入 |
买入 |
11.82181 |
70700.0 |
¥83.6万 |
首仓入场 |
| 2022-06-22 |
跌破离场 |
卖出 |
10.39959 |
70700.0 |
¥73.5万 |
|
| 2022-08-11 |
突破买入 |
买入 |
10.3103 |
71300.0 |
¥73.5万 |
首仓入场 |
| 2022-09-01 |
跌破离场 |
卖出 |
10.17981 |
71300.0 |
¥72.6万 |
|
| 2022-11-08 |
突破买入 |
买入 |
10.1101 |
71600.0 |
¥72.4万 |
首仓入场 |
| 2022-12-21 |
跌破离场 |
卖出 |
11.19879 |
71600.0 |
¥80.2万 |
|
| 2023-01-12 |
突破买入 |
买入 |
12.522509999999999 |
64300.0 |
¥80.5万 |
首仓入场 |
| 2023-02-13 |
跌破离场 |
卖出 |
12.7872 |
64300.0 |
¥82.2万 |
|
| 2023-04-13 |
突破买入 |
买入 |
14.204189999999999 |
57500.0 |
¥81.7万 |
首仓入场 |
| 2023-05-08 |
跌破离场 |
卖出 |
13.6 |
57500.0 |
¥78.2万 |
|
| 2023-06-19 |
突破买入 |
买入 |
13.613599999999996 |
57000.0 |
¥77.6万 |
首仓入场 |
| 2023-06-26 |
跌破离场 |
卖出 |
12.4875 |
57000.0 |
¥71.2万 |
|
| 2023-07-21 |
突破买入 |
买入 |
13.583569999999998 |
53100.0 |
¥72.2万 |
首仓入场 |
| 2023-08-24 |
跌破离场 |
卖出 |
14.15583 |
53100.0 |
¥75.1万 |
|
| 2023-09-04 |
突破买入 |
买入 |
15.615599999999997 |
47800.0 |
¥74.7万 |
首仓入场 |
| 2023-10-16 |
跌破离场 |
卖出 |
14.16582 |
47800.0 |
¥67.7万 |
|
| 2024-03-05 |
突破买入 |
买入 |
12.042029999999999 |
56600.0 |
¥68.2万 |
首仓入场 |
| 2024-04-24 |
跌破离场 |
卖出 |
13.60638 |
56600.0 |
¥77.0万 |
|
| 2024-09-20 |
突破买入 |
买入 |
12.32231 |
62000.0 |
¥76.4万 |
首仓入场 |
| 2024-11-19 |
跌破离场 |
卖出 |
13.8861 |
62000.0 |
¥86.1万 |
|
| 2025-01-17 |
突破买入 |
买入 |
16.56655 |
52000.0 |
¥86.2万 |
首仓入场 |
| 2025-03-24 |
跌破离场 |
卖出 |
17.37261 |
52000.0 |
¥90.3万 |
|
| 2025-05-15 |
突破买入 |
买入 |
15.885869999999997 |
56800.0 |
¥90.3万 |
首仓入场 |
| 2025-05-28 |
跌破离场 |
卖出 |
14.43555 |
56800.0 |
¥82.0万 |
|
| 2025-06-30 |
突破买入 |
买入 |
16.19618 |
50800.0 |
¥82.3万 |
首仓入场 |
| 2025-07-17 |
跌破离场 |
卖出 |
15.55 |
50800.0 |
¥79.0万 |
|
| 2025-08-14 |
突破买入 |
买入 |
17.097079999999995 |
45900.0 |
¥78.5万 |
首仓入场 |
| 2025-11-24 |
跌破离场 |
卖出 |
23.146829999999998 |
45900.0 |
¥1.06M |
|
| 2025-12-08 |
突破买入 |
买入 |
28.23821 |
37600.0 |
¥1.06M |
首仓入场 |
| 2026-02-24 |
跌破离场 |
卖出 |
30.74922 |
37600.0 |
¥1.16M |
|
| 2026-04-17 |
突破买入 |
买入 |
35.88585 |
31800.0 |
¥1.14M |
首仓入场 |
| 2026-04-24 |
跌破离场 |
卖出 |
33.966 |
31800.0 |
¥1.08M |
|
| 2026-07-24 |
突破买入 |
买入 |
26.18616 |
40800.0 |
¥1.07M |
首仓入场 |
| 2026-08-21 |
跌破离场 |
卖出 |
25.44453 |
40800.0 |
¥1.04M |
|
| 2026-09-10 |
突破买入 |
买入 |
29.059029999999996 |
36700.0 |
¥1.07M |
首仓入场 |
| 2026-09-28 |
跌破离场 |
卖出 |
25.4745 |
36700.0 |
¥93.5万 |
|