000975 山金国际 — 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: ¥80.2万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -19.83%）
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 35 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 |
2015-02-25 |
2015-05-08 |
18.043431405999996 |
18.631349999999998 |
¥3.2万 |
+3.23% |
跌破离场 |
| 2 |
2015-10-13 |
2015-11-30 |
11.615083479999997 |
12.00798 |
¥3.4万 |
+3.35% |
跌破离场 |
| 3 |
2016-02-24 |
2016-12-14 |
10.493627144 |
13.786200000000001 |
¥32.8万 |
+31.34% |
跌破离场 |
| 4 |
2017-01-19 |
2017-03-06 |
16.191025851 |
15.784200000000002 |
¥-3.5万 |
-2.54% |
跌破离场 |
| 5 |
2017-07-10 |
2017-08-17 |
13.227176962999998 |
14.015969999999998 |
¥8.0万 |
+5.93% |
跌破离场 |
| 6 |
2018-04-12 |
2018-05-25 |
15.600258673999997 |
15.77 |
¥1.5万 |
+1.06% |
跌破离场 |
| 7 |
2018-11-06 |
2018-11-26 |
8.551104561999997 |
7.982010000000001 |
¥-9.7万 |
-6.68% |
跌破离场 |
| 8 |
2018-12-11 |
2019-01-22 |
8.951624682 |
9.70029 |
¥11.1万 |
+8.33% |
跌破离场 |
| 9 |
2019-02-13 |
2019-03-11 |
10.523666152999999 |
10.47 |
¥-7,811 |
-0.54% |
跌破离场 |
| 10 |
2019-06-10 |
2019-07-09 |
12.175811647999998 |
12.15783 |
¥-2,489 |
-0.18% |
跌破离场 |
| 11 |
2019-07-22 |
2019-09-27 |
15.0195045 |
13.87611 |
¥-10.7万 |
-7.64% |
跌破离场 |
| 12 |
2019-12-05 |
2020-01-17 |
13.036929906 |
13.2867 |
¥2.5万 |
+1.89% |
跌破离场 |
| 13 |
2020-02-25 |
2020-03-16 |
15.570219664999998 |
12.817170000000003 |
¥-23.3万 |
-17.71% |
跌破离场 |
| 14 |
2020-04-08 |
2020-06-10 |
15.52015465 |
15.13 |
¥-2.8万 |
-2.54% |
跌破离场 |
| 15 |
2020-07-10 |
2020-08-11 |
17.372560205000003 |
17.35263 |
¥-1,576 |
-0.14% |
跌破离场 |
| 16 |
2021-02-19 |
2021-04-29 |
9.111832729999998 |
8.90109 |
¥-2.6万 |
-2.34% |
跌破离场 |
| 17 |
2021-05-12 |
2021-06-03 |
10.483614140999999 |
10.1898 |
¥-3.1万 |
-2.83% |
跌破离场 |
| 18 |
2021-09-10 |
2021-09-28 |
9.502339847 |
8.42157 |
¥-11.9万 |
-11.40% |
跌破离场 |
| 19 |
2022-02-25 |
2022-03-16 |
9.131858736 |
8.191799999999999 |
¥-9.2万 |
-10.32% |
跌破离场 |
| 20 |
2022-04-12 |
2022-04-26 |
10.463588134999997 |
8.77122 |
¥-13.6万 |
-16.20% |
跌破离场 |
| 21 |
2022-05-31 |
2022-07-18 |
10.103120026999997 |
9.16 |
¥-6.6万 |
-9.36% |
跌破离场 |
| 22 |
2022-08-08 |
2022-08-22 |
11.735239515999998 |
11.04894 |
¥-3.7万 |
-5.88% |
跌破离场 |
| 23 |
2022-09-14 |
2022-12-12 |
12.896747863999998 |
14.2857 |
¥6.3万 |
+10.74% |
跌破离场 |
| 24 |
2023-01-30 |
2023-02-17 |
12.633789 |
11.678309999999998 |
¥-5.1万 |
-7.59% |
跌破离场 |
| 25 |
2023-03-21 |
2023-03-31 |
13.898048164 |
12.797189999999999 |
¥-4.8万 |
-7.95% |
跌破离场 |
| 26 |
2023-07-12 |
2023-09-25 |
12.646422788999997 |
14.01597 |
¥6.1万 |
+10.80% |
跌破离场 |
| 27 |
2023-11-30 |
2024-01-10 |
14.618984379999997 |
14.53545 |
¥-3,771 |
-0.60% |
跌破离场 |
| 28 |
2024-02-08 |
2024-04-24 |
15.119634529999999 |
18.19179 |
¥12.7万 |
+20.28% |
跌破离场 |
| 29 |
2024-05-21 |
2024-06-06 |
20.566708161999998 |
18.2 |
¥-8.6万 |
-11.53% |
跌破离场 |
| 30 |
2024-09-30 |
2024-11-08 |
17.492716240999997 |
17.26272 |
¥-8,843 |
-1.34% |
跌破离场 |
| 31 |
2025-02-06 |
2025-02-24 |
17.402599214 |
16.74324 |
¥-2.5万 |
-3.82% |
跌破离场 |
| 32 |
2025-04-14 |
2025-05-13 |
20.066058012 |
19.30068 |
¥-2.4万 |
-3.84% |
跌破离场 |
| 33 |
2025-09-10 |
2025-11-05 |
21.237579363 |
20.01 |
¥-3.4万 |
-5.81% |
跌破离场 |
| 34 |
2025-12-02 |
2026-03-20 |
22.316693 |
28.971 |
¥17.0万 |
+29.78% |
跌破离场 |
| 35 |
2026-07-23 |
2026-09-23 |
22.629386779999997 |
24.29568 |
¥5.5万 |
+7.33% |
跌破离场 |
逐笔成交记录（共 70 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-02-25 |
突破买入 |
买入 |
18.038019999999996 |
55300.0 |
¥99.8万 |
首仓入场 |
| 2015-05-08 |
跌破离场 |
卖出 |
18.631349999999998 |
55300.0 |
¥1.03M |
|
| 2015-10-13 |
突破买入 |
买入 |
11.611599999999997 |
87100.0 |
¥1.01M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
12.00798 |
87100.0 |
¥1.05M |
|
| 2016-02-24 |
突破买入 |
买入 |
10.49048 |
99800.0 |
¥1.05M |
首仓入场 |
| 2016-12-14 |
跌破离场 |
卖出 |
13.786200000000001 |
99800.0 |
¥1.38M |
|
| 2017-01-19 |
突破买入 |
买入 |
16.18617 |
83900.0 |
¥1.36M |
首仓入场 |
| 2017-03-06 |
跌破离场 |
卖出 |
15.784200000000002 |
83900.0 |
¥1.32M |
|
| 2017-07-10 |
突破买入 |
买入 |
13.22321 |
101500.0 |
¥1.34M |
首仓入场 |
| 2017-08-17 |
跌破离场 |
卖出 |
14.015969999999998 |
101500.0 |
¥1.42M |
|
| 2018-04-12 |
突破买入 |
买入 |
15.595579999999998 |
91600.0 |
¥1.43M |
首仓入场 |
| 2018-05-25 |
跌破离场 |
卖出 |
15.77 |
91600.0 |
¥1.44M |
|
| 2018-11-06 |
突破买入 |
买入 |
8.548539999999997 |
168900.0 |
¥1.44M |
首仓入场 |
| 2018-11-26 |
跌破离场 |
卖出 |
7.982010000000001 |
168900.0 |
¥1.35M |
|
| 2018-12-11 |
突破买入 |
买入 |
8.948939999999999 |
148500.0 |
¥1.33M |
首仓入场 |
| 2019-01-22 |
跌破离场 |
卖出 |
9.70029 |
148500.0 |
¥1.44M |
|
| 2019-02-13 |
突破买入 |
买入 |
10.520509999999998 |
137500.0 |
¥1.45M |
首仓入场 |
| 2019-03-11 |
跌破离场 |
卖出 |
10.47 |
137500.0 |
¥1.44M |
|
| 2019-06-10 |
突破买入 |
买入 |
12.172159999999998 |
115100.0 |
¥1.40M |
首仓入场 |
| 2019-07-09 |
跌破离场 |
卖出 |
12.15783 |
115100.0 |
¥1.40M |
|
| 2019-07-22 |
突破买入 |
买入 |
15.015 |
93300.0 |
¥1.40M |
首仓入场 |
| 2019-09-27 |
跌破离场 |
卖出 |
13.87611 |
93300.0 |
¥1.29M |
|
| 2019-12-05 |
突破买入 |
买入 |
13.033019999999999 |
101200.0 |
¥1.32M |
首仓入场 |
| 2020-01-17 |
跌破离场 |
卖出 |
13.2867 |
101200.0 |
¥1.34M |
|
| 2020-02-25 |
突破买入 |
买入 |
15.565549999999998 |
84600.0 |
¥1.32M |
首仓入场 |
| 2020-03-16 |
跌破离场 |
卖出 |
12.817170000000003 |
84600.0 |
¥1.08M |
|
| 2020-04-08 |
突破买入 |
买入 |
15.5155 |
71800.0 |
¥1.11M |
首仓入场 |
| 2020-06-10 |
跌破离场 |
卖出 |
15.13 |
71800.0 |
¥1.09M |
|
| 2020-07-10 |
突破买入 |
买入 |
17.36735 |
62700.0 |
¥1.09M |
首仓入场 |
| 2020-08-11 |
跌破离场 |
卖出 |
17.35263 |
62700.0 |
¥1.09M |
|
| 2021-02-19 |
突破买入 |
买入 |
9.109099999999998 |
120000.0 |
¥1.09M |
首仓入场 |
| 2021-04-29 |
跌破离场 |
卖出 |
8.90109 |
120000.0 |
¥1.07M |
|
| 2021-05-12 |
突破买入 |
买入 |
10.480469999999999 |
103500.0 |
¥1.09M |
首仓入场 |
| 2021-06-03 |
跌破离场 |
卖出 |
10.1898 |
103500.0 |
¥1.05M |
|
| 2021-09-10 |
突破买入 |
买入 |
9.49949 |
110200.0 |
¥1.05M |
首仓入场 |
| 2021-09-28 |
跌破离场 |
卖出 |
8.42157 |
110200.0 |
¥92.8万 |
|
| 2022-02-25 |
突破买入 |
买入 |
9.129119999999999 |
97900.0 |
¥89.4万 |
首仓入场 |
| 2022-03-16 |
跌破离场 |
卖出 |
8.191799999999999 |
97900.0 |
¥80.2万 |
|
| 2022-04-12 |
突破买入 |
买入 |
10.460449999999998 |
80100.0 |
¥83.8万 |
首仓入场 |
| 2022-04-26 |
跌破离场 |
卖出 |
8.77122 |
80100.0 |
¥70.2万 |
|
| 2022-05-31 |
突破买入 |
买入 |
10.100089999999998 |
69300.0 |
¥70.0万 |
首仓入场 |
| 2022-07-18 |
跌破离场 |
卖出 |
9.16 |
69300.0 |
¥63.5万 |
|
| 2022-08-08 |
突破买入 |
买入 |
11.731719999999997 |
54100.0 |
¥63.5万 |
首仓入场 |
| 2022-08-22 |
跌破离场 |
卖出 |
11.04894 |
54100.0 |
¥59.8万 |
|
| 2022-09-14 |
突破买入 |
买入 |
12.89288 |
45600.0 |
¥58.8万 |
首仓入场 |
| 2022-12-12 |
跌破离场 |
卖出 |
14.2857 |
45600.0 |
¥65.1万 |
|
| 2023-01-30 |
突破买入 |
买入 |
12.63 |
52900.0 |
¥66.8万 |
首仓入场 |
| 2023-02-17 |
跌破离场 |
卖出 |
11.678309999999998 |
52900.0 |
¥61.8万 |
|
| 2023-03-21 |
突破买入 |
买入 |
13.89388 |
43400.0 |
¥60.3万 |
首仓入场 |
| 2023-03-31 |
跌破离场 |
卖出 |
12.797189999999999 |
43400.0 |
¥55.5万 |
|
| 2023-07-12 |
突破买入 |
买入 |
12.642629999999999 |
44800.0 |
¥56.7万 |
首仓入场 |
| 2023-09-25 |
跌破离场 |
卖出 |
14.01597 |
44800.0 |
¥62.8万 |
|
| 2023-11-30 |
突破买入 |
买入 |
14.614599999999996 |
42900.0 |
¥62.7万 |
首仓入场 |
| 2024-01-10 |
跌破离场 |
卖出 |
14.53545 |
42900.0 |
¥62.3万 |
|
| 2024-02-08 |
突破买入 |
买入 |
15.115099999999998 |
41500.0 |
¥62.7万 |
首仓入场 |
| 2024-04-24 |
跌破离场 |
卖出 |
18.19179 |
41500.0 |
¥75.5万 |
|
| 2024-05-21 |
突破买入 |
买入 |
20.560539999999996 |
36300.0 |
¥74.7万 |
首仓入场 |
| 2024-06-06 |
跌破离场 |
卖出 |
18.2 |
36300.0 |
¥66.0万 |
|
| 2024-09-30 |
突破买入 |
买入 |
17.48747 |
37600.0 |
¥65.8万 |
首仓入场 |
| 2024-11-08 |
跌破离场 |
卖出 |
17.26272 |
37600.0 |
¥64.9万 |
|
| 2025-02-06 |
突破买入 |
买入 |
17.39738 |
37700.0 |
¥65.6万 |
首仓入场 |
| 2025-02-24 |
跌破离场 |
卖出 |
16.74324 |
37700.0 |
¥63.1万 |
|
| 2025-04-14 |
突破买入 |
买入 |
20.060039999999997 |
31600.0 |
¥63.4万 |
首仓入场 |
| 2025-05-13 |
跌破离场 |
卖出 |
19.30068 |
31600.0 |
¥61.0万 |
|
| 2025-09-10 |
突破买入 |
买入 |
21.231209999999997 |
27900.0 |
¥59.3万 |
首仓入场 |
| 2025-11-05 |
跌破离场 |
卖出 |
20.01 |
27900.0 |
¥55.8万 |
|
| 2025-12-02 |
突破买入 |
买入 |
22.31 |
25600.0 |
¥57.1万 |
首仓入场 |
| 2026-03-20 |
跌破离场 |
卖出 |
28.971 |
25600.0 |
¥74.1万 |
|
| 2026-07-23 |
突破买入 |
买入 |
22.6226 |
33000.0 |
¥74.7万 |
首仓入场 |
| 2026-09-23 |
跌破离场 |
卖出 |
24.29568 |
33000.0 |
¥80.2万 |
|