000999 华润三九 — 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: ¥56.3万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -43.69%）
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 46 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 |
2015-03-16 |
2015-06-23 |
25.012481493999996 |
34.7652 |
¥38.8万 |
+38.95% |
跌破离场 |
| 2 |
2015-08-11 |
2015-08-24 |
32.71248080099999 |
26.733240000000002 |
¥-25.3万 |
-18.30% |
跌破离场 |
| 3 |
2015-10-19 |
2015-11-30 |
25.883612754999998 |
25.3746 |
¥-2.3万 |
-2.00% |
跌破离场 |
| 4 |
2015-12-22 |
2016-01-05 |
27.916252363999995 |
24.575400000000002 |
¥-13.3万 |
-11.99% |
跌破离场 |
| 5 |
2016-03-25 |
2016-04-29 |
22.729516809999996 |
21.63834 |
¥-4.7万 |
-4.83% |
跌破离场 |
| 6 |
2016-06-06 |
2016-10-10 |
23.310270983999995 |
25.66 |
¥9.3万 |
+10.05% |
跌破离场 |
| 7 |
2016-11-03 |
2016-11-22 |
27.185303144999992 |
26.2737 |
¥-3.5万 |
-3.38% |
跌破离场 |
| 8 |
2017-02-06 |
2017-03-10 |
25.372949601999995 |
25.16 |
¥-8,555 |
-0.87% |
跌破离场 |
| 9 |
2017-03-22 |
2017-07-07 |
26.944991072999997 |
29.7702 |
¥10.2万 |
+10.45% |
跌破离场 |
| 10 |
2017-08-22 |
2017-09-08 |
29.558384855999993 |
27.91 |
¥-6.1万 |
-5.61% |
跌破离场 |
| 11 |
2017-10-11 |
2017-11-01 |
28.737318609999996 |
28.03194 |
¥-2.5万 |
-2.48% |
跌破离场 |
| 12 |
2017-12-28 |
2018-02-02 |
26.33419789 |
26.183790000000002 |
¥-5,982 |
-0.60% |
跌破离场 |
| 13 |
2018-03-21 |
2018-04-16 |
27.215342154 |
26.15382 |
¥-3.9万 |
-3.93% |
跌破离场 |
| 14 |
2018-05-09 |
2018-06-20 |
27.936278369999993 |
27.65 |
¥-1.0万 |
-1.05% |
跌破离场 |
| 15 |
2018-08-28 |
2018-09-13 |
26.464366928999997 |
25.2747 |
¥-4.3万 |
-4.52% |
跌破离场 |
| 16 |
2018-11-14 |
2018-12-10 |
24.882312455 |
23.3766 |
¥-5.4万 |
-6.08% |
跌破离场 |
| 17 |
2019-02-19 |
2019-06-05 |
24.211441253999997 |
26.70327 |
¥8.6万 |
+10.26% |
跌破离场 |
| 18 |
2019-06-25 |
2019-07-26 |
29.34811179299999 |
28.831139999999998 |
¥-1.7万 |
-1.79% |
跌破离场 |
| 19 |
2019-08-27 |
2019-09-30 |
30.84004924 |
29.290680000000002 |
¥-4.6万 |
-5.05% |
跌破离场 |
| 20 |
2019-10-17 |
2019-10-31 |
32.111700621 |
30.05991 |
¥-5.6万 |
-6.42% |
跌破离场 |
| 21 |
2019-12-19 |
2020-02-14 |
30.419503113999998 |
32.967 |
¥6.8万 |
+8.34% |
跌破离场 |
| 22 |
2020-04-21 |
2020-05-19 |
30.960205276 |
28.231740000000002 |
¥-7.7万 |
-8.84% |
跌破离场 |
| 23 |
2020-06-18 |
2020-07-27 |
29.127825726999994 |
29.090880000000002 |
¥-1,261 |
-0.16% |
跌破离场 |
| 24 |
2020-11-02 |
2020-12-08 |
26.784783025 |
25.974 |
¥-2.4万 |
-3.06% |
跌破离场 |
| 25 |
2021-01-07 |
2021-01-29 |
26.484392934999992 |
25.13484 |
¥-4.0万 |
-5.12% |
跌破离场 |
| 26 |
2021-04-30 |
2021-06-15 |
25.002468491 |
25.35462 |
¥1.0万 |
+1.38% |
跌破离场 |
| 27 |
2021-07-02 |
2021-07-23 |
28.106499420999995 |
24.625349999999997 |
¥-9.3万 |
-12.41% |
跌破离场 |
| 28 |
2021-08-25 |
2021-09-22 |
26.063846808999998 |
27.13284 |
¥2.6万 |
+4.07% |
跌破离场 |
| 29 |
2021-12-21 |
2022-01-28 |
26.985043084999994 |
34.265699999999995 |
¥18.2万 |
+26.94% |
跌破离场 |
| 30 |
2022-03-30 |
2022-04-14 |
43.236146954 |
37.372589999999995 |
¥-11.7万 |
-13.59% |
跌破离场 |
| 31 |
2022-05-31 |
2022-07-14 |
43.12600392099999 |
40.58 |
¥-4.4万 |
-5.93% |
跌破离场 |
| 32 |
2022-08-24 |
2022-09-06 |
40.342389086999994 |
38.27169 |
¥-3.5万 |
-5.16% |
跌破离场 |
| 33 |
2022-10-14 |
2022-12-14 |
40.59271416199999 |
51.11883 |
¥17.3万 |
+25.89% |
跌破离场 |
| 34 |
2023-02-17 |
2023-03-27 |
51.787251516 |
51.13881 |
¥-1.1万 |
-1.28% |
跌破离场 |
| 35 |
2023-05-08 |
2023-06-08 |
65.78542971 |
61.98795 |
¥-4.8万 |
-5.80% |
跌破离场 |
| 36 |
2023-09-26 |
2023-10-17 |
49.484260826 |
46.953 |
¥-4.0万 |
-5.14% |
跌破离场 |
| 37 |
2024-01-03 |
2024-03-26 |
51.937446560999994 |
51.5484 |
¥-5,744 |
-0.78% |
跌破离场 |
| 38 |
2024-04-16 |
2024-05-23 |
56.182959833 |
59.75019 |
¥4.6万 |
+6.32% |
跌破离场 |
| 39 |
2024-08-29 |
2024-09-11 |
44.748110407 |
40.17978 |
¥-8.0万 |
-10.24% |
跌破离场 |
| 40 |
2024-10-09 |
2024-11-25 |
50.26527505999999 |
45.64431 |
¥-6.3万 |
-9.22% |
跌破离场 |
| 41 |
2025-04-02 |
2025-04-28 |
43.346289987 |
42.92703 |
¥-6,352 |
-1.00% |
跌破离场 |
| 42 |
2025-11-11 |
2025-11-24 |
30.299347078 |
28.371599999999997 |
¥-4.0万 |
-6.39% |
跌破离场 |
| 43 |
2025-12-26 |
2026-01-23 |
28.907539661 |
28.36161 |
¥-1.1万 |
-1.92% |
跌破离场 |
| 44 |
2026-02-10 |
2026-03-24 |
29.438228819999992 |
28.961009999999998 |
¥-9,524 |
-1.65% |
跌破离场 |
| 45 |
2026-07-16 |
2026-08-18 |
25.032507499999998 |
24.21576 |
¥-1.9万 |
-3.29% |
跌破离场 |
| 46 |
2026-10-13 |
2026-11-13 |
25.162676539 |
25.45 |
¥6,125 |
+1.11% |
强平 |
逐笔成交记录（共 92 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-16 |
突破买入 |
买入 |
25.004979999999996 |
39800.0 |
¥99.5万 |
首仓入场 |
| 2015-06-23 |
跌破离场 |
卖出 |
34.7652 |
39800.0 |
¥1.38M |
|
| 2015-08-11 |
突破买入 |
买入 |
32.70267 |
42300.0 |
¥1.38M |
首仓入场 |
| 2015-08-24 |
跌破离场 |
卖出 |
26.733240000000002 |
42300.0 |
¥1.13M |
|
| 2015-10-19 |
突破买入 |
买入 |
25.87585 |
43800.0 |
¥1.13M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
25.3746 |
43800.0 |
¥1.11M |
|
| 2015-12-22 |
突破买入 |
买入 |
27.90788 |
39700.0 |
¥1.11M |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
24.575400000000002 |
39700.0 |
¥97.5万 |
|
| 2016-03-25 |
突破买入 |
买入 |
22.722699999999996 |
42700.0 |
¥97.1万 |
首仓入场 |
| 2016-04-29 |
跌破离场 |
卖出 |
21.63834 |
42700.0 |
¥92.4万 |
|
| 2016-06-06 |
突破买入 |
买入 |
23.303279999999997 |
39900.0 |
¥93.0万 |
首仓入场 |
| 2016-10-10 |
跌破离场 |
卖出 |
25.66 |
39900.0 |
¥1.02M |
|
| 2016-11-03 |
突破买入 |
买入 |
27.177149999999994 |
37600.0 |
¥1.02M |
首仓入场 |
| 2016-11-22 |
跌破离场 |
卖出 |
26.2737 |
37600.0 |
¥98.8万 |
|
| 2017-02-06 |
突破买入 |
买入 |
25.365339999999996 |
38800.0 |
¥98.4万 |
首仓入场 |
| 2017-03-10 |
跌破离场 |
卖出 |
25.16 |
38800.0 |
¥97.6万 |
|
| 2017-03-22 |
突破买入 |
买入 |
26.936909999999997 |
36100.0 |
¥97.3万 |
首仓入场 |
| 2017-07-07 |
跌破离场 |
卖出 |
29.7702 |
36100.0 |
¥1.07M |
|
| 2017-08-22 |
突破买入 |
买入 |
29.549519999999994 |
36600.0 |
¥1.08M |
首仓入场 |
| 2017-09-08 |
跌破离场 |
卖出 |
27.91 |
36600.0 |
¥1.02M |
|
| 2017-10-11 |
突破买入 |
买入 |
28.728699999999996 |
35500.0 |
¥1.02M |
首仓入场 |
| 2017-11-01 |
跌破离场 |
卖出 |
28.03194 |
35500.0 |
¥99.5万 |
|
| 2017-12-28 |
突破买入 |
买入 |
26.326299999999996 |
37800.0 |
¥99.5万 |
首仓入场 |
| 2018-02-02 |
跌破离场 |
卖出 |
26.183790000000002 |
37800.0 |
¥98.9万 |
|
| 2018-03-21 |
突破买入 |
买入 |
27.207179999999997 |
36300.0 |
¥98.8万 |
首仓入场 |
| 2018-04-16 |
跌破离场 |
卖出 |
26.15382 |
36300.0 |
¥94.9万 |
|
| 2018-05-09 |
突破买入 |
买入 |
27.927899999999994 |
34000.0 |
¥95.0万 |
首仓入场 |
| 2018-06-20 |
跌破离场 |
卖出 |
27.65 |
34000.0 |
¥94.0万 |
|
| 2018-08-28 |
突破买入 |
买入 |
26.456429999999997 |
35500.0 |
¥93.9万 |
首仓入场 |
| 2018-09-13 |
跌破离场 |
卖出 |
25.2747 |
35500.0 |
¥89.7万 |
|
| 2018-11-14 |
突破买入 |
买入 |
24.87485 |
36000.0 |
¥89.6万 |
首仓入场 |
| 2018-12-10 |
跌破离场 |
卖出 |
23.3766 |
36000.0 |
¥84.1万 |
|
| 2019-02-19 |
突破买入 |
买入 |
24.204179999999997 |
34800.0 |
¥84.3万 |
首仓入场 |
| 2019-06-05 |
跌破离场 |
卖出 |
26.70327 |
34800.0 |
¥92.9万 |
|
| 2019-06-25 |
突破买入 |
买入 |
29.339309999999994 |
31600.0 |
¥92.7万 |
首仓入场 |
| 2019-07-26 |
跌破离场 |
卖出 |
28.831139999999998 |
31600.0 |
¥91.1万 |
|
| 2019-08-27 |
突破买入 |
买入 |
30.830799999999996 |
29600.0 |
¥91.3万 |
首仓入场 |
| 2019-09-30 |
跌破离场 |
卖出 |
29.290680000000002 |
29600.0 |
¥86.7万 |
|
| 2019-10-17 |
突破买入 |
买入 |
32.10207 |
27000.0 |
¥86.7万 |
首仓入场 |
| 2019-10-31 |
跌破离场 |
卖出 |
30.05991 |
27000.0 |
¥81.1万 |
|
| 2019-12-19 |
突破买入 |
买入 |
30.410379999999996 |
26700.0 |
¥81.2万 |
首仓入场 |
| 2020-02-14 |
跌破离场 |
卖出 |
32.967 |
26700.0 |
¥88.0万 |
|
| 2020-04-21 |
突破买入 |
买入 |
30.95092 |
28000.0 |
¥86.7万 |
首仓入场 |
| 2020-05-19 |
跌破离场 |
卖出 |
28.231740000000002 |
28000.0 |
¥79.0万 |
|
| 2020-06-18 |
突破买入 |
买入 |
29.119089999999993 |
27600.0 |
¥80.4万 |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
29.090880000000002 |
27600.0 |
¥80.3万 |
|
| 2020-11-02 |
突破买入 |
买入 |
26.776749999999996 |
29600.0 |
¥79.3万 |
首仓入场 |
| 2020-12-08 |
跌破离场 |
卖出 |
25.974 |
29600.0 |
¥76.9万 |
|
| 2021-01-07 |
突破买入 |
买入 |
26.476449999999996 |
29200.0 |
¥77.3万 |
首仓入场 |
| 2021-01-29 |
跌破离场 |
卖出 |
25.13484 |
29200.0 |
¥73.4万 |
|
| 2021-04-30 |
突破买入 |
买入 |
24.994969999999995 |
29500.0 |
¥73.8万 |
首仓入场 |
| 2021-06-15 |
跌破离场 |
卖出 |
25.35462 |
29500.0 |
¥74.8万 |
|
| 2021-07-02 |
突破买入 |
买入 |
28.098069999999996 |
26600.0 |
¥74.8万 |
首仓入场 |
| 2021-07-23 |
跌破离场 |
卖出 |
24.625349999999997 |
26600.0 |
¥65.5万 |
|
| 2021-08-25 |
突破买入 |
买入 |
26.05603 |
24700.0 |
¥64.4万 |
首仓入场 |
| 2021-09-22 |
跌破离场 |
卖出 |
27.13284 |
24700.0 |
¥67.0万 |
|
| 2021-12-21 |
突破买入 |
买入 |
26.97694999999999 |
25100.0 |
¥67.7万 |
首仓入场 |
| 2022-01-28 |
跌破离场 |
卖出 |
34.265699999999995 |
25100.0 |
¥86.0万 |
|
| 2022-03-30 |
突破买入 |
买入 |
43.22317999999999 |
19900.0 |
¥86.0万 |
首仓入场 |
| 2022-04-14 |
跌破离场 |
卖出 |
37.372589999999995 |
19900.0 |
¥74.3万 |
|
| 2022-05-31 |
突破买入 |
买入 |
43.11306999999999 |
17200.0 |
¥74.2万 |
首仓入场 |
| 2022-07-14 |
跌破离场 |
卖出 |
40.58 |
17200.0 |
¥69.8万 |
|
| 2022-08-24 |
突破买入 |
买入 |
40.33029 |
16900.0 |
¥68.2万 |
首仓入场 |
| 2022-09-06 |
跌破离场 |
卖出 |
38.27169 |
16900.0 |
¥64.7万 |
|
| 2022-10-14 |
突破买入 |
买入 |
40.58053999999999 |
16500.0 |
¥67.0万 |
首仓入场 |
| 2022-12-14 |
跌破离场 |
卖出 |
51.11883 |
16500.0 |
¥84.3万 |
|
| 2023-02-17 |
突破买入 |
买入 |
51.771719999999995 |
16200.0 |
¥83.9万 |
首仓入场 |
| 2023-03-27 |
跌破离场 |
卖出 |
51.13881 |
16200.0 |
¥82.8万 |
|
| 2023-05-08 |
突破买入 |
买入 |
65.7657 |
12500.0 |
¥82.2万 |
首仓入场 |
| 2023-06-08 |
跌破离场 |
卖出 |
61.98795 |
12500.0 |
¥77.5万 |
|
| 2023-09-26 |
突破买入 |
买入 |
49.46942 |
15800.0 |
¥78.2万 |
首仓入场 |
| 2023-10-17 |
跌破离场 |
卖出 |
46.953 |
15800.0 |
¥74.2万 |
|
| 2024-01-03 |
突破买入 |
买入 |
51.92186999999999 |
14200.0 |
¥73.8万 |
首仓入场 |
| 2024-03-26 |
跌破离场 |
卖出 |
51.5484 |
14200.0 |
¥73.2万 |
|
| 2024-04-16 |
突破买入 |
买入 |
56.166109999999996 |
13000.0 |
¥73.0万 |
首仓入场 |
| 2024-05-23 |
跌破离场 |
卖出 |
59.75019 |
13000.0 |
¥77.7万 |
|
| 2024-08-29 |
突破买入 |
买入 |
44.73468999999999 |
17400.0 |
¥77.9万 |
首仓入场 |
| 2024-09-11 |
跌破离场 |
卖出 |
40.17978 |
17400.0 |
¥69.9万 |
|
| 2024-10-09 |
突破买入 |
买入 |
50.2502 |
13500.0 |
¥67.9万 |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
45.64431 |
13500.0 |
¥61.6万 |
|
| 2025-04-02 |
突破买入 |
买入 |
43.33328999999999 |
14700.0 |
¥63.7万 |
首仓入场 |
| 2025-04-28 |
跌破离场 |
卖出 |
42.92703 |
14700.0 |
¥63.1万 |
|
| 2025-11-11 |
突破买入 |
买入 |
30.29026 |
20900.0 |
¥63.3万 |
首仓入场 |
| 2025-11-24 |
跌破离场 |
卖出 |
28.371599999999997 |
20900.0 |
¥59.3万 |
|
| 2025-12-26 |
突破买入 |
买入 |
28.89887 |
20500.0 |
¥59.3万 |
首仓入场 |
| 2026-01-23 |
跌破离场 |
卖出 |
28.36161 |
20500.0 |
¥58.1万 |
|
| 2026-02-10 |
突破买入 |
买入 |
29.429399999999994 |
19600.0 |
¥57.7万 |
首仓入场 |
| 2026-03-24 |
跌破离场 |
卖出 |
28.961009999999998 |
19600.0 |
¥56.7万 |
|
| 2026-07-16 |
突破买入 |
买入 |
25.025 |
22700.0 |
¥56.8万 |
首仓入场 |
| 2026-08-18 |
跌破离场 |
卖出 |
24.21576 |
22700.0 |
¥55.0万 |
|
| 2026-10-13 |
突破买入 |
买入 |
25.155129999999996 |
21900.0 |
¥55.1万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
25.45 |
21900 |
¥55.7万 |
回测结束强平 |