000858 五粮液 — 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 +13.81%）
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 42 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 |
2015-03-18 |
2015-05-06 |
22.519243746999997 |
25.56441 |
¥13.5万 |
+13.49% |
跌破离场 |
| 2 |
2015-05-27 |
2015-07-03 |
27.93627836999999 |
26.46351 |
¥-6.0万 |
-5.30% |
跌破离场 |
| 3 |
2015-12-22 |
2016-01-12 |
27.756044315999997 |
24.4755 |
¥-12.7万 |
-11.85% |
跌破离场 |
| 4 |
2016-03-29 |
2016-04-20 |
28.13653843 |
26.65332 |
¥-5.0万 |
-5.30% |
跌破离场 |
| 5 |
2016-05-04 |
2016-07-26 |
30.94017926999999 |
34.52544 |
¥10.3万 |
+11.55% |
跌破离场 |
| 6 |
2016-10-26 |
2016-12-26 |
34.394665305 |
34.11585 |
¥-8,382 |
-0.84% |
跌破离场 |
| 7 |
2017-02-14 |
2017-04-11 |
38.75032161000001 |
41.44851 |
¥6.9万 |
+6.93% |
跌破离场 |
| 8 |
2017-04-21 |
2017-05-09 |
45.719371697999996 |
42.48747 |
¥-7.5万 |
-7.10% |
跌破离场 |
| 9 |
2017-05-24 |
2017-07-10 |
48.312739474999994 |
51.538410000000006 |
¥6.5万 |
+6.64% |
跌破离场 |
| 10 |
2017-10-10 |
2017-11-24 |
58.616119561999994 |
67.50242999999999 |
¥15.8万 |
+15.13% |
跌破离场 |
| 11 |
2017-12-19 |
2018-01-30 |
76.59947294999999 |
81.01889999999999 |
¥6.9万 |
+5.74% |
跌破离场 |
| 12 |
2018-04-25 |
2018-05-25 |
72.00350457299999 |
74.01 |
¥3.5万 |
+2.76% |
跌破离场 |
| 13 |
2018-06-05 |
2018-06-28 |
82.10662459999999 |
75.14478 |
¥-11.1万 |
-8.51% |
跌破离场 |
| 14 |
2018-09-25 |
2018-10-11 |
65.90558574599999 |
58.41153 |
¥-13.5万 |
-11.40% |
跌破离场 |
| 15 |
2018-12-04 |
2018-12-21 |
55.07151649999999 |
51.3486 |
¥-7.2万 |
-6.79% |
跌破离场 |
| 16 |
2019-01-22 |
2019-05-07 |
56.0168 |
93.3 |
¥65.6万 |
+66.51% |
跌破离场 |
| 17 |
2019-05-16 |
2019-06-10 |
108.90142062800001 |
97.2027 |
¥-17.5万 |
-10.77% |
跌破离场 |
| 18 |
2019-06-21 |
2019-07-24 |
112.20571161799998 |
120.09978 |
¥10.2万 |
+7.00% |
跌破离场 |
| 19 |
2019-08-15 |
2019-09-12 |
124.06110716999999 |
127.5 |
¥4.2万 |
+2.74% |
跌破离场 |
| 20 |
2020-01-14 |
2020-02-03 |
140.28217203 |
113.54 |
¥-30.8万 |
-19.09% |
跌破离场 |
| 21 |
2020-03-06 |
2020-03-17 |
132.1716396 |
114.3855 |
¥-17.5万 |
-13.48% |
跌破离场 |
| 22 |
2020-04-24 |
2020-06-18 |
131.41065137200002 |
156.4434 |
¥21.5万 |
+19.01% |
跌破离场 |
| 23 |
2020-06-22 |
2020-09-09 |
164.0492 |
218.59119 |
¥44.1万 |
+33.21% |
跌破离场 |
| 24 |
2020-10-13 |
2021-01-18 |
242.06434752499993 |
284.715 |
¥31.1万 |
+17.58% |
跌破离场 |
| 25 |
2021-04-06 |
2021-04-16 |
286.32182078499994 |
255.8 |
¥-22.3万 |
-10.69% |
跌破离场 |
| 26 |
2021-04-30 |
2021-06-09 |
287.3731861 |
296.703 |
¥5.9万 |
+3.22% |
跌破离场 |
| 27 |
2021-09-28 |
2021-11-02 |
220.60648209599998 |
203.77602 |
¥-14.7万 |
-7.66% |
跌破离场 |
| 28 |
2021-12-06 |
2021-12-30 |
231.30036929999994 |
224.84493 |
¥-5.0万 |
-2.82% |
跌破离场 |
| 29 |
2022-06-08 |
2022-08-01 |
174.52664229 |
178.3215 |
¥3.7万 |
+2.14% |
跌破离场 |
| 30 |
2022-09-28 |
2022-10-25 |
170.771766165 |
140.60925 |
¥-31.1万 |
-17.69% |
跌破离场 |
| 31 |
2022-12-02 |
2023-02-27 |
165.01428944 |
198.86094 |
¥29.7万 |
+20.48% |
跌破离场 |
| 32 |
2023-06-16 |
2023-08-14 |
182.83743477999997 |
169.83 |
¥-12.5万 |
-7.14% |
跌破离场 |
| 33 |
2023-11-02 |
2023-11-14 |
160.28815202400003 |
155.72412 |
¥-4.7万 |
-2.88% |
跌破离场 |
| 34 |
2024-02-08 |
2024-04-09 |
134.97528044 |
146.3535 |
¥13.4万 |
+8.40% |
跌破离场 |
| 35 |
2024-07-22 |
2024-07-30 |
133.57346002000003 |
122.87700000000001 |
¥-13.8万 |
-8.04% |
跌破离场 |
| 36 |
2024-10-09 |
2024-11-25 |
160.048 |
145.74410999999998 |
¥-13.8万 |
-8.96% |
跌破离场 |
| 37 |
2025-05-15 |
2025-05-26 |
135.185553503 |
127.84203 |
¥-7.8万 |
-5.46% |
跌破离场 |
| 38 |
2025-07-14 |
2025-08-01 |
124.52170530799998 |
121.01886 |
¥-3.9万 |
-2.84% |
跌破离场 |
| 39 |
2025-08-26 |
2025-09-19 |
130.09894797899997 |
123.80607 |
¥-6.5万 |
-4.87% |
跌破离场 |
| 40 |
2026-01-30 |
2026-02-27 |
110.813234 |
103.88 |
¥-7.9万 |
-6.28% |
跌破离场 |
| 41 |
2026-07-31 |
2026-08-17 |
77.090110097 |
72.31761000000002 |
¥-7.2万 |
-6.22% |
跌破离场 |
| 42 |
2026-10-19 |
2026-11-13 |
72.05356958799999 |
73.38 |
¥2.0万 |
+1.81% |
强平 |
逐笔成交记录（共 84 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-18 |
突破买入 |
买入 |
22.512489999999996 |
44300.0 |
¥99.8万 |
首仓入场 |
| 2015-05-06 |
跌破离场 |
卖出 |
25.56441 |
44300.0 |
¥1.13M |
|
| 2015-05-27 |
突破买入 |
买入 |
27.927899999999994 |
40500.0 |
¥1.13M |
首仓入场 |
| 2015-07-03 |
跌破离场 |
卖出 |
26.46351 |
40500.0 |
¥1.07M |
|
| 2015-12-22 |
突破买入 |
买入 |
27.747719999999997 |
38600.0 |
¥1.07M |
首仓入场 |
| 2016-01-12 |
跌破离场 |
卖出 |
24.4755 |
38600.0 |
¥94.4万 |
|
| 2016-03-29 |
突破买入 |
买入 |
28.1281 |
33600.0 |
¥94.5万 |
首仓入场 |
| 2016-04-20 |
跌破离场 |
卖出 |
26.65332 |
33600.0 |
¥89.5万 |
|
| 2016-05-04 |
突破买入 |
买入 |
30.930899999999994 |
28800.0 |
¥89.1万 |
首仓入场 |
| 2016-07-26 |
跌破离场 |
卖出 |
34.52544 |
28800.0 |
¥99.4万 |
|
| 2016-10-26 |
突破买入 |
买入 |
34.38435 |
29000.0 |
¥99.7万 |
首仓入场 |
| 2016-12-26 |
跌破离场 |
卖出 |
34.11585 |
29000.0 |
¥98.9万 |
|
| 2017-02-14 |
突破买入 |
买入 |
38.7387 |
25600.0 |
¥99.2万 |
首仓入场 |
| 2017-04-11 |
跌破离场 |
卖出 |
41.44851 |
25600.0 |
¥1.06M |
|
| 2017-04-21 |
突破买入 |
买入 |
45.705659999999995 |
23100.0 |
¥1.06M |
首仓入场 |
| 2017-05-09 |
跌破离场 |
卖出 |
42.48747 |
23100.0 |
¥98.1万 |
|
| 2017-05-24 |
突破买入 |
买入 |
48.298249999999996 |
20300.0 |
¥98.1万 |
首仓入场 |
| 2017-07-10 |
跌破离场 |
卖出 |
51.538410000000006 |
20300.0 |
¥1.05M |
|
| 2017-10-10 |
突破买入 |
买入 |
58.59853999999999 |
17800.0 |
¥1.04M |
首仓入场 |
| 2017-11-24 |
跌破离场 |
卖出 |
67.50242999999999 |
17800.0 |
¥1.20M |
|
| 2017-12-19 |
突破买入 |
买入 |
76.5765 |
15600.0 |
¥1.19M |
首仓入场 |
| 2018-01-30 |
跌破离场 |
卖出 |
81.01889999999999 |
15600.0 |
¥1.26M |
|
| 2018-04-25 |
突破买入 |
买入 |
71.98190999999998 |
17500.0 |
¥1.26M |
首仓入场 |
| 2018-05-25 |
跌破离场 |
卖出 |
74.01 |
17500.0 |
¥1.29M |
|
| 2018-06-05 |
突破买入 |
买入 |
82.082 |
15900.0 |
¥1.31M |
首仓入场 |
| 2018-06-28 |
跌破离场 |
卖出 |
75.14478 |
15900.0 |
¥1.19M |
|
| 2018-09-25 |
突破买入 |
买入 |
65.88581999999998 |
18000.0 |
¥1.19M |
首仓入场 |
| 2018-10-11 |
跌破离场 |
卖出 |
58.41153 |
18000.0 |
¥1.05M |
|
| 2018-12-04 |
突破买入 |
买入 |
55.054999999999986 |
19200.0 |
¥1.06M |
首仓入场 |
| 2018-12-21 |
跌破离场 |
卖出 |
51.3486 |
19200.0 |
¥98.6万 |
|
| 2019-01-22 |
突破买入 |
买入 |
56.0 |
17600.0 |
¥98.6万 |
首仓入场 |
| 2019-05-07 |
跌破离场 |
卖出 |
93.3 |
17600.0 |
¥1.64M |
|
| 2019-05-16 |
突破买入 |
买入 |
108.86876 |
14900.0 |
¥1.62M |
首仓入场 |
| 2019-06-10 |
跌破离场 |
卖出 |
97.2027 |
14900.0 |
¥1.45M |
|
| 2019-06-21 |
突破买入 |
买入 |
112.17205999999999 |
13000.0 |
¥1.46M |
首仓入场 |
| 2019-07-24 |
跌破离场 |
卖出 |
120.09978 |
13000.0 |
¥1.56M |
|
| 2019-08-15 |
突破买入 |
买入 |
124.02389999999998 |
12400.0 |
¥1.54M |
首仓入场 |
| 2019-09-12 |
跌破离场 |
卖出 |
127.5 |
12400.0 |
¥1.58M |
|
| 2020-01-14 |
突破买入 |
买入 |
140.24009999999998 |
11500.0 |
¥1.61M |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
113.54 |
11500.0 |
¥1.31M |
|
| 2020-03-06 |
突破买入 |
买入 |
132.13199999999998 |
9800.0 |
¥1.30M |
首仓入场 |
| 2020-03-17 |
跌破离场 |
卖出 |
114.3855 |
9800.0 |
¥1.12M |
|
| 2020-04-24 |
突破买入 |
买入 |
131.37124 |
8600.0 |
¥1.13M |
首仓入场 |
| 2020-06-18 |
跌破离场 |
卖出 |
156.4434 |
8600.0 |
¥1.35M |
|
| 2020-06-22 |
突破买入 |
买入 |
164.0 |
8100.0 |
¥1.33M |
首仓入场 |
| 2020-09-09 |
跌破离场 |
卖出 |
218.59119 |
8100.0 |
¥1.77M |
|
| 2020-10-13 |
突破买入 |
买入 |
241.99174999999997 |
7300.0 |
¥1.77M |
首仓入场 |
| 2021-01-18 |
跌破离场 |
卖出 |
284.715 |
7300.0 |
¥2.08M |
|
| 2021-04-06 |
突破买入 |
买入 |
286.23594999999995 |
7300.0 |
¥2.09M |
首仓入场 |
| 2021-04-16 |
跌破离场 |
卖出 |
255.8 |
7300.0 |
¥1.87M |
|
| 2021-04-30 |
突破买入 |
买入 |
287.287 |
6400.0 |
¥1.84M |
首仓入场 |
| 2021-06-09 |
跌破离场 |
卖出 |
296.703 |
6400.0 |
¥1.90M |
|
| 2021-09-28 |
突破买入 |
买入 |
220.54031999999998 |
8700.0 |
¥1.92M |
首仓入场 |
| 2021-11-02 |
跌破离场 |
卖出 |
203.77602 |
8700.0 |
¥1.77M |
|
| 2021-12-06 |
突破买入 |
买入 |
231.23099999999997 |
7700.0 |
¥1.78M |
首仓入场 |
| 2021-12-30 |
跌破离场 |
卖出 |
224.84493 |
7700.0 |
¥1.73M |
|
| 2022-06-08 |
突破买入 |
买入 |
174.4743 |
9900.0 |
¥1.73M |
首仓入场 |
| 2022-08-01 |
跌破离场 |
卖出 |
178.3215 |
9900.0 |
¥1.76M |
|
| 2022-09-28 |
突破买入 |
买入 |
170.72055 |
10300.0 |
¥1.76M |
首仓入场 |
| 2022-10-25 |
跌破离场 |
卖出 |
140.60925 |
10300.0 |
¥1.45M |
|
| 2022-12-02 |
突破买入 |
买入 |
164.9648 |
8800.0 |
¥1.45M |
首仓入场 |
| 2023-02-27 |
跌破离场 |
卖出 |
198.86094 |
8800.0 |
¥1.75M |
|
| 2023-06-16 |
突破买入 |
买入 |
182.78259999999997 |
9600.0 |
¥1.76M |
首仓入场 |
| 2023-08-14 |
跌破离场 |
卖出 |
169.83 |
9600.0 |
¥1.63M |
|
| 2023-11-02 |
突破买入 |
买入 |
160.24008 |
10200.0 |
¥1.63M |
首仓入场 |
| 2023-11-14 |
跌破离场 |
卖出 |
155.72412 |
10200.0 |
¥1.59M |
|
| 2024-02-08 |
突破买入 |
买入 |
134.9348 |
11800.0 |
¥1.59M |
首仓入场 |
| 2024-04-09 |
跌破离场 |
卖出 |
146.3535 |
11800.0 |
¥1.73M |
|
| 2024-07-22 |
突破买入 |
买入 |
133.5334 |
12900.0 |
¥1.72M |
首仓入场 |
| 2024-07-30 |
跌破离场 |
卖出 |
122.87700000000001 |
12900.0 |
¥1.58M |
|
| 2024-10-09 |
突破买入 |
买入 |
160.0 |
9600.0 |
¥1.54M |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
145.74410999999998 |
9600.0 |
¥1.40M |
|
| 2025-05-15 |
突破买入 |
买入 |
135.14500999999998 |
10600.0 |
¥1.43M |
首仓入场 |
| 2025-05-26 |
跌破离场 |
卖出 |
127.84203 |
10600.0 |
¥1.35M |
|
| 2025-07-14 |
突破买入 |
买入 |
124.48435999999998 |
11000.0 |
¥1.37M |
首仓入场 |
| 2025-08-01 |
跌破离场 |
卖出 |
121.01886 |
11000.0 |
¥1.33M |
|
| 2025-08-26 |
突破买入 |
买入 |
130.05992999999998 |
10200.0 |
¥1.33M |
首仓入场 |
| 2025-09-19 |
跌破离场 |
卖出 |
123.80607 |
10200.0 |
¥1.26M |
|
| 2026-01-30 |
突破买入 |
买入 |
110.78 |
11400.0 |
¥1.26M |
首仓入场 |
| 2026-02-27 |
跌破离场 |
卖出 |
103.88 |
11400.0 |
¥1.18M |
|
| 2026-07-31 |
突破买入 |
买入 |
77.06698999999999 |
15000.0 |
¥1.16M |
首仓入场 |
| 2026-08-17 |
跌破离场 |
卖出 |
72.31761000000002 |
15000.0 |
¥1.08M |
|
| 2026-10-19 |
突破买入 |
买入 |
72.03195999999998 |
15400.0 |
¥1.11M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
73.38 |
15400 |
¥1.13M |
回测结束强平 |