000895 双汇发展 — 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: ¥92.2万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -7.78%）
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 39 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 |
2015-05-06 |
33.493495035 |
37.262699999999995 |
¥11.2万 |
+11.22% |
跌破离场 |
| 2 |
2015-10-26 |
2015-11-30 |
19.0247057 |
19.170810000000003 |
¥8,028 |
+0.74% |
跌破离场 |
| 3 |
2015-12-23 |
2016-01-13 |
21.527956449999998 |
18.37161 |
¥-16.3万 |
-14.69% |
跌破离场 |
| 4 |
2016-02-18 |
2016-03-01 |
18.654224589 |
17.4 |
¥-6.4万 |
-6.75% |
跌破离场 |
| 5 |
2016-03-11 |
2016-06-27 |
20.12613603 |
20.7792 |
¥2.9万 |
+3.21% |
跌破离场 |
| 6 |
2016-07-11 |
2016-09-05 |
22.379061704999998 |
23.81616 |
¥5.9万 |
+6.39% |
跌破离场 |
| 7 |
2016-10-27 |
2016-10-28 |
23.53055705 |
22.84713 |
¥-2.8万 |
-2.93% |
跌破离场 |
| 8 |
2016-11-30 |
2016-12-13 |
23.106930000000002 |
21.25872 |
¥-7.6万 |
-8.03% |
跌破离场 |
| 9 |
2017-01-23 |
2017-05-02 |
21.107410323999996 |
21.52845 |
¥1.7万 |
+1.96% |
跌破离场 |
| 10 |
2017-06-06 |
2017-07-14 |
22.018593596999995 |
22.12785 |
¥4,146 |
+0.47% |
跌破离场 |
| 11 |
2017-08-25 |
2017-11-30 |
22.328996689999997 |
24.975 |
¥10.5万 |
+11.82% |
跌破离场 |
| 12 |
2017-12-26 |
2018-01-30 |
27.70831 |
27.1728 |
¥-2.0万 |
-1.96% |
跌破离场 |
| 13 |
2018-05-16 |
2018-06-19 |
26.934978069999996 |
26.973 |
¥1,086 |
+0.11% |
跌破离场 |
| 14 |
2018-09-25 |
2018-10-16 |
25.943690773 |
22.977 |
¥-11.2万 |
-11.46% |
跌破离场 |
| 15 |
2019-01-08 |
2019-04-23 |
24.93237747 |
25.73424 |
¥2.8万 |
+3.19% |
跌破离场 |
| 16 |
2019-07-02 |
2019-07-19 |
25.893625758 |
24.20577 |
¥-5.8万 |
-6.55% |
跌破离场 |
| 17 |
2019-09-17 |
2019-12-05 |
24.80744 |
29.04093 |
¥14.2万 |
+17.03% |
跌破离场 |
| 18 |
2020-01-10 |
2020-02-03 |
31.510920440999996 |
26.33 |
¥-16.1万 |
-16.47% |
跌破离场 |
| 19 |
2020-02-10 |
2020-08-13 |
32.68244179199999 |
52.85709 |
¥50.2万 |
+61.68% |
跌破离场 |
| 20 |
2020-08-24 |
2020-09-08 |
59.437185807999995 |
56.07386999999999 |
¥-7.5万 |
-5.69% |
跌破离场 |
| 21 |
2021-09-27 |
2021-10-19 |
26.624574977 |
25.99398 |
¥-3.0万 |
-2.40% |
跌破离场 |
| 22 |
2021-10-20 |
2021-11-29 |
28.647201582999994 |
28.771200000000004 |
¥4,892 |
+0.40% |
跌破离场 |
| 23 |
2021-12-10 |
2022-01-17 |
31.490894434999994 |
30.27969 |
¥-4.7万 |
-3.88% |
跌破离场 |
| 24 |
2022-04-15 |
2022-05-31 |
29.588423865 |
28.181790000000003 |
¥-5.6万 |
-4.78% |
跌破离场 |
| 25 |
2022-07-05 |
2022-07-12 |
30.429516116999995 |
28.15182 |
¥-8.4万 |
-7.51% |
跌破离场 |
| 26 |
2022-11-18 |
2022-12-21 |
25.443040622999998 |
24.7752 |
¥-2.7万 |
-2.65% |
跌破离场 |
| 27 |
2023-02-22 |
2023-03-08 |
26.654613985999998 |
25.894080000000002 |
¥-2.9万 |
-2.88% |
跌破离场 |
| 28 |
2023-04-19 |
2023-04-27 |
26.657995 |
24.555419999999998 |
¥-7.7万 |
-7.91% |
跌破离场 |
| 29 |
2023-08-01 |
2023-08-15 |
25.272819572 |
25.03494 |
¥-8,736 |
-0.97% |
跌破离场 |
| 30 |
2023-08-17 |
2023-10-19 |
25.513131643999998 |
25.75422 |
¥8,098 |
+0.91% |
跌破离场 |
| 31 |
2023-12-28 |
2024-03-13 |
26.494405938 |
28.50147 |
¥6.8万 |
+7.54% |
跌破离场 |
| 32 |
2025-02-27 |
2025-03-19 |
26.844861042999998 |
25.924049999999998 |
¥-3.3万 |
-3.46% |
跌破离场 |
| 33 |
2025-04-10 |
2025-04-24 |
27.705979301 |
26.91306 |
¥-2.7万 |
-2.89% |
跌破离场 |
| 34 |
2025-07-15 |
2025-08-01 |
25.002468490999995 |
24.70527 |
¥-1.1万 |
-1.22% |
跌破离场 |
| 35 |
2025-09-02 |
2025-09-23 |
25.673339691999995 |
24.78519 |
¥-3.1万 |
-3.49% |
跌破离场 |
| 36 |
2025-11-04 |
2025-12-05 |
26.063846809 |
26.72325 |
¥2.2万 |
+2.50% |
跌破离场 |
| 37 |
2026-02-06 |
2026-04-30 |
26.614561973999994 |
27.592380000000002 |
¥3.2万 |
+3.64% |
跌破离场 |
| 38 |
2026-07-17 |
2026-08-10 |
24.441740322999998 |
24.14583 |
¥-1.1万 |
-1.24% |
跌破离场 |
| 39 |
2026-11-02 |
2026-11-13 |
24.331597289999998 |
24.67 |
¥1.2万 |
+1.36% |
强平 |
逐笔成交记录（共 78 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 |
33.48345 |
29800.0 |
¥99.8万 |
首仓入场 |
| 2015-05-06 |
跌破离场 |
卖出 |
37.262699999999995 |
29800.0 |
¥1.11M |
|
| 2015-10-26 |
突破买入 |
买入 |
19.019 |
57200.0 |
¥1.09M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
19.170810000000003 |
57200.0 |
¥1.10M |
|
| 2015-12-23 |
突破买入 |
买入 |
21.521499999999996 |
51700.0 |
¥1.11M |
首仓入场 |
| 2016-01-13 |
跌破离场 |
卖出 |
18.37161 |
51700.0 |
¥95.0万 |
|
| 2016-02-18 |
突破买入 |
买入 |
18.648629999999997 |
51200.0 |
¥95.5万 |
首仓入场 |
| 2016-03-01 |
跌破离场 |
卖出 |
17.4 |
51200.0 |
¥89.1万 |
|
| 2016-03-11 |
突破买入 |
买入 |
20.1201 |
44300.0 |
¥89.2万 |
首仓入场 |
| 2016-06-27 |
跌破离场 |
卖出 |
20.7792 |
44300.0 |
¥92.0万 |
|
| 2016-07-11 |
突破买入 |
买入 |
22.372349999999997 |
41100.0 |
¥92.0万 |
首仓入场 |
| 2016-09-05 |
跌破离场 |
卖出 |
23.81616 |
41100.0 |
¥97.9万 |
|
| 2016-10-27 |
突破买入 |
买入 |
23.5235 |
40000.0 |
¥94.1万 |
首仓入场 |
| 2016-10-28 |
跌破离场 |
卖出 |
22.84713 |
40000.0 |
¥91.4万 |
|
| 2016-11-30 |
突破买入 |
买入 |
23.1 |
41000.0 |
¥94.7万 |
首仓入场 |
| 2016-12-13 |
跌破离场 |
卖出 |
21.25872 |
41000.0 |
¥87.1万 |
|
| 2017-01-23 |
突破买入 |
买入 |
21.101079999999996 |
41300.0 |
¥87.2万 |
首仓入场 |
| 2017-05-02 |
跌破离场 |
卖出 |
21.52845 |
41300.0 |
¥88.9万 |
|
| 2017-06-06 |
突破买入 |
买入 |
22.011989999999997 |
40400.0 |
¥89.0万 |
首仓入场 |
| 2017-07-14 |
跌破离场 |
卖出 |
22.12785 |
40400.0 |
¥89.4万 |
|
| 2017-08-25 |
突破买入 |
买入 |
22.3223 |
39800.0 |
¥88.9万 |
首仓入场 |
| 2017-11-30 |
跌破离场 |
卖出 |
24.975 |
39800.0 |
¥99.4万 |
|
| 2017-12-26 |
突破买入 |
买入 |
27.7 |
35900.0 |
¥99.5万 |
首仓入场 |
| 2018-01-30 |
跌破离场 |
卖出 |
27.1728 |
35900.0 |
¥97.5万 |
|
| 2018-05-16 |
突破买入 |
买入 |
26.926899999999996 |
36300.0 |
¥97.8万 |
首仓入场 |
| 2018-06-19 |
跌破离场 |
卖出 |
26.973 |
36300.0 |
¥97.9万 |
|
| 2018-09-25 |
突破买入 |
买入 |
25.935909999999996 |
37600.0 |
¥97.5万 |
首仓入场 |
| 2018-10-16 |
跌破离场 |
卖出 |
22.977 |
37600.0 |
¥86.4万 |
|
| 2019-01-08 |
突破买入 |
买入 |
24.924899999999997 |
34800.0 |
¥86.8万 |
首仓入场 |
| 2019-04-23 |
跌破离场 |
卖出 |
25.73424 |
34800.0 |
¥89.5万 |
|
| 2019-07-02 |
突破买入 |
买入 |
25.885859999999997 |
34500.0 |
¥89.3万 |
首仓入场 |
| 2019-07-19 |
跌破离场 |
卖出 |
24.20577 |
34500.0 |
¥83.5万 |
|
| 2019-09-17 |
突破买入 |
买入 |
24.8 |
33500.0 |
¥83.1万 |
首仓入场 |
| 2019-12-05 |
跌破离场 |
卖出 |
29.04093 |
33500.0 |
¥97.3万 |
|
| 2020-01-10 |
突破买入 |
买入 |
31.501469999999994 |
31100.0 |
¥98.0万 |
首仓入场 |
| 2020-02-03 |
跌破离场 |
卖出 |
26.33 |
31100.0 |
¥81.9万 |
|
| 2020-02-10 |
突破买入 |
买入 |
32.672639999999994 |
24900.0 |
¥81.4万 |
首仓入场 |
| 2020-08-13 |
跌破离场 |
卖出 |
52.85709 |
24900.0 |
¥1.32M |
|
| 2020-08-24 |
突破买入 |
买入 |
59.41936 |
22200.0 |
¥1.32M |
首仓入场 |
| 2020-09-08 |
跌破离场 |
卖出 |
56.07386999999999 |
22200.0 |
¥1.24M |
|
| 2021-09-27 |
突破买入 |
买入 |
26.61659 |
46800.0 |
¥1.25M |
首仓入场 |
| 2021-10-19 |
跌破离场 |
卖出 |
25.99398 |
46800.0 |
¥1.22M |
|
| 2021-10-20 |
突破买入 |
买入 |
28.638609999999996 |
42400.0 |
¥1.21M |
首仓入场 |
| 2021-11-29 |
跌破离场 |
卖出 |
28.771200000000004 |
42400.0 |
¥1.22M |
|
| 2021-12-10 |
突破买入 |
买入 |
31.48144999999999 |
38500.0 |
¥1.21M |
首仓入场 |
| 2022-01-17 |
跌破离场 |
卖出 |
30.27969 |
38500.0 |
¥1.17M |
|
| 2022-04-15 |
突破买入 |
买入 |
29.57955 |
39400.0 |
¥1.17M |
首仓入场 |
| 2022-05-31 |
跌破离场 |
卖出 |
28.181790000000003 |
39400.0 |
¥1.11M |
|
| 2022-07-05 |
突破买入 |
买入 |
30.420389999999998 |
36700.0 |
¥1.12M |
首仓入场 |
| 2022-07-12 |
跌破离场 |
卖出 |
28.15182 |
36700.0 |
¥1.03M |
|
| 2022-11-18 |
突破买入 |
买入 |
25.435409999999997 |
40600.0 |
¥1.03M |
首仓入场 |
| 2022-12-21 |
跌破离场 |
卖出 |
24.7752 |
40600.0 |
¥1.01M |
|
| 2023-02-22 |
突破买入 |
买入 |
26.64662 |
37600.0 |
¥1.00M |
首仓入场 |
| 2023-03-08 |
跌破离场 |
卖出 |
25.894080000000002 |
37600.0 |
¥97.3万 |
|
| 2023-04-19 |
突破买入 |
买入 |
26.65 |
36600.0 |
¥97.6万 |
首仓入场 |
| 2023-04-27 |
跌破离场 |
卖出 |
24.555419999999998 |
36600.0 |
¥89.8万 |
|
| 2023-08-01 |
突破买入 |
买入 |
25.265239999999995 |
35600.0 |
¥90.0万 |
首仓入场 |
| 2023-08-15 |
跌破离场 |
卖出 |
25.03494 |
35600.0 |
¥89.1万 |
|
| 2023-08-17 |
突破买入 |
买入 |
25.50548 |
34700.0 |
¥88.5万 |
首仓入场 |
| 2023-10-19 |
跌破离场 |
卖出 |
25.75422 |
34700.0 |
¥89.3万 |
|
| 2023-12-28 |
突破买入 |
买入 |
26.486459999999997 |
33900.0 |
¥89.8万 |
首仓入场 |
| 2024-03-13 |
跌破离场 |
卖出 |
28.50147 |
33900.0 |
¥96.6万 |
|
| 2025-02-27 |
突破买入 |
买入 |
26.836809999999996 |
36000.0 |
¥96.6万 |
首仓入场 |
| 2025-03-19 |
跌破离场 |
卖出 |
25.924049999999998 |
36000.0 |
¥93.3万 |
|
| 2025-04-10 |
突破买入 |
买入 |
27.69767 |
33700.0 |
¥93.4万 |
首仓入场 |
| 2025-04-24 |
跌破离场 |
卖出 |
26.91306 |
33700.0 |
¥90.7万 |
|
| 2025-07-15 |
突破买入 |
买入 |
24.994969999999995 |
36300.0 |
¥90.8万 |
首仓入场 |
| 2025-08-01 |
跌破离场 |
卖出 |
24.70527 |
36300.0 |
¥89.7万 |
|
| 2025-09-02 |
突破买入 |
买入 |
25.665639999999996 |
34900.0 |
¥89.6万 |
首仓入场 |
| 2025-09-23 |
跌破离场 |
卖出 |
24.78519 |
34900.0 |
¥86.5万 |
|
| 2025-11-04 |
突破买入 |
买入 |
26.05603 |
33200.0 |
¥86.5万 |
首仓入场 |
| 2025-12-05 |
跌破离场 |
卖出 |
26.72325 |
33200.0 |
¥88.7万 |
|
| 2026-02-06 |
突破买入 |
买入 |
26.606579999999994 |
33100.0 |
¥88.1万 |
首仓入场 |
| 2026-04-30 |
跌破离场 |
卖出 |
27.592380000000002 |
33100.0 |
¥91.3万 |
|
| 2026-07-17 |
突破买入 |
买入 |
24.434409999999996 |
37600.0 |
¥91.9万 |
首仓入场 |
| 2026-08-10 |
跌破离场 |
卖出 |
24.14583 |
37600.0 |
¥90.8万 |
|
| 2026-11-02 |
突破买入 |
买入 |
24.324299999999997 |
37100.0 |
¥90.3万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
24.67 |
37100 |
¥91.5万 |
回测结束强平 |