001965 招商公路 — 海龟交易法则 回测明细
数据区间: 2017-12-25 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥51.7万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -48.28%）
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 33 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 |
2018-07-24 |
2018-09-11 |
8.330818496 |
8.03196 |
¥-3.6万 |
-3.62% |
跌破离场 |
| 2 |
2018-10-08 |
2018-10-12 |
8.442532 |
7.70229 |
¥-8.4万 |
-8.80% |
跌破离场 |
| 3 |
2018-11-13 |
2018-12-11 |
8.450974531999998 |
8.07192 |
¥-3.9万 |
-4.51% |
跌破离场 |
| 4 |
2019-01-29 |
2019-03-26 |
8.220675463 |
8.82117 |
¥6.1万 |
+7.27% |
跌破离场 |
| 5 |
2019-06-06 |
2019-07-15 |
8.360857504999998 |
8.121870000000001 |
¥-2.6万 |
-2.89% |
跌破离场 |
| 6 |
2019-09-17 |
2019-09-24 |
8.240701469 |
8.00199 |
¥-2.6万 |
-2.93% |
跌破离场 |
| 7 |
2019-12-06 |
2020-01-17 |
8.360857504999997 |
8.541450000000001 |
¥1.8万 |
+2.13% |
跌破离场 |
| 8 |
2020-07-07 |
2020-07-27 |
7.840181349000001 |
7.0529399999999995 |
¥-8.5万 |
-10.07% |
跌破离场 |
| 9 |
2020-11-06 |
2020-12-22 |
6.999089097 |
6.98301 |
¥-2,030 |
-0.26% |
跌破离场 |
| 10 |
2021-03-01 |
2021-04-14 |
7.109232129999999 |
7.38261 |
¥3.0万 |
+3.81% |
跌破离场 |
| 11 |
2021-04-19 |
2021-04-29 |
8.060467414999998 |
7.33266 |
¥-7.3万 |
-9.06% |
跌破离场 |
| 12 |
2021-05-11 |
2021-05-31 |
8.270740478 |
7.892100000000001 |
¥-3.4万 |
-4.61% |
跌破离场 |
| 13 |
2021-09-09 |
2021-09-16 |
7.60988228 |
7.34265 |
¥-2.5万 |
-3.54% |
跌破离场 |
| 14 |
2021-12-01 |
2022-02-25 |
7.369570208 |
8.091899999999999 |
¥6.6万 |
+9.77% |
跌破离场 |
| 15 |
2022-04-20 |
2022-04-26 |
8.120545432999997 |
7.53246 |
¥-5.4万 |
-7.27% |
跌破离场 |
| 16 |
2022-08-31 |
2022-09-26 |
7.629908286 |
7.42257 |
¥-1.9万 |
-2.75% |
跌破离场 |
| 17 |
2022-11-23 |
2022-12-05 |
8.020415403 |
7.742250000000001 |
¥-2.3万 |
-3.50% |
跌破离场 |
| 18 |
2022-12-06 |
2022-12-21 |
8.170610448 |
7.66233 |
¥-4.0万 |
-6.25% |
跌破离场 |
| 19 |
2023-02-13 |
2023-05-12 |
8.020415402999998 |
8.841149999999999 |
¥6.2万 |
+10.20% |
跌破离场 |
| 20 |
2023-06-08 |
2023-06-21 |
9.41222282 |
8.841149999999999 |
¥-4.0万 |
-6.10% |
跌破离场 |
| 21 |
2023-07-18 |
2023-07-19 |
9.422235823 |
9.1908 |
¥-1.5万 |
-2.49% |
跌破离场 |
| 22 |
2023-08-16 |
2023-09-25 |
9.492326843999999 |
9.67032 |
¥1.1万 |
+1.84% |
跌破离场 |
| 23 |
2023-11-28 |
2024-01-23 |
9.792716933999998 |
9.56043 |
¥-1.5万 |
-2.40% |
跌破离场 |
| 24 |
2024-01-30 |
2024-04-29 |
10.223276063 |
11.188799999999999 |
¥5.6万 |
+9.41% |
跌破离场 |
| 25 |
2024-06-06 |
2024-06-17 |
11.925486572999999 |
11.288700000000002 |
¥-3.6万 |
-5.37% |
跌破离场 |
| 26 |
2024-07-26 |
2024-08-30 |
12.456175731999997 |
12.13785 |
¥-1.6万 |
-2.58% |
跌破离场 |
| 27 |
2024-12-05 |
2025-01-22 |
12.255915671999999 |
12.74724 |
¥2.4万 |
+3.98% |
跌破离场 |
| 28 |
2025-02-27 |
2025-03-13 |
13.547593058999999 |
12.82716 |
¥-3.4万 |
-5.35% |
跌破离场 |
| 29 |
2025-10-15 |
2025-11-14 |
10.243302068999999 |
10.1 |
¥-8,604 |
-1.43% |
跌破离场 |
| 30 |
2026-03-09 |
2026-04-07 |
9.862807954999997 |
9.04095 |
¥-5.0万 |
-8.36% |
跌破离场 |
| 31 |
2026-05-13 |
2026-06-04 |
9.722625912999998 |
9.640350000000002 |
¥-4,786 |
-0.88% |
跌破离场 |
| 32 |
2026-07-29 |
2026-08-05 |
10.503640147 |
9.75024 |
¥-3.9万 |
-7.20% |
跌破离场 |
| 33 |
2026-09-16 |
2026-11-13 |
9.992976994 |
10.26 |
¥1.3万 |
+2.64% |
强平 |
逐笔成交记录（共 66 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2018-07-24 |
突破买入 |
买入 |
8.32832 |
119900.0 |
¥99.9万 |
首仓入场 |
| 2018-09-11 |
跌破离场 |
卖出 |
8.03196 |
119900.0 |
¥96.3万 |
|
| 2018-10-08 |
突破买入 |
买入 |
8.44 |
112600.0 |
¥95.1万 |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
7.70229 |
112600.0 |
¥86.7万 |
|
| 2018-11-13 |
突破买入 |
买入 |
8.448439999999998 |
102700.0 |
¥86.8万 |
首仓入场 |
| 2018-12-11 |
跌破离场 |
卖出 |
8.07192 |
102700.0 |
¥82.9万 |
|
| 2019-01-29 |
突破买入 |
买入 |
8.21821 |
101400.0 |
¥83.4万 |
首仓入场 |
| 2019-03-26 |
跌破离场 |
卖出 |
8.82117 |
101400.0 |
¥89.4万 |
|
| 2019-06-06 |
突破买入 |
买入 |
8.358349999999998 |
107300.0 |
¥89.7万 |
首仓入场 |
| 2019-07-15 |
跌破离场 |
卖出 |
8.121870000000001 |
107300.0 |
¥87.1万 |
|
| 2019-09-17 |
突破买入 |
买入 |
8.23823 |
105900.0 |
¥87.3万 |
首仓入场 |
| 2019-09-24 |
跌破离场 |
卖出 |
8.00199 |
105900.0 |
¥84.7万 |
|
| 2019-12-06 |
突破买入 |
买入 |
8.358349999999998 |
101300.0 |
¥84.7万 |
首仓入场 |
| 2020-01-17 |
跌破离场 |
卖出 |
8.541450000000001 |
101300.0 |
¥86.5万 |
|
| 2020-07-07 |
突破买入 |
买入 |
7.83783 |
107100.0 |
¥84.0万 |
首仓入场 |
| 2020-07-27 |
跌破离场 |
卖出 |
7.0529399999999995 |
107100.0 |
¥75.5万 |
|
| 2020-11-06 |
突破买入 |
买入 |
6.996989999999999 |
111700.0 |
¥78.2万 |
首仓入场 |
| 2020-12-22 |
跌破离场 |
卖出 |
6.98301 |
111700.0 |
¥78.0万 |
|
| 2021-03-01 |
突破买入 |
买入 |
7.107099999999999 |
109100.0 |
¥77.6万 |
首仓入场 |
| 2021-04-14 |
跌破离场 |
卖出 |
7.38261 |
109100.0 |
¥80.5万 |
|
| 2021-04-19 |
突破买入 |
买入 |
8.05805 |
100300.0 |
¥80.8万 |
首仓入场 |
| 2021-04-29 |
跌破离场 |
卖出 |
7.33266 |
100300.0 |
¥73.5万 |
|
| 2021-05-11 |
突破买入 |
买入 |
8.26826 |
89200.0 |
¥73.8万 |
首仓入场 |
| 2021-05-31 |
跌破离场 |
卖出 |
7.892100000000001 |
89200.0 |
¥70.4万 |
|
| 2021-09-09 |
突破买入 |
买入 |
7.6076 |
91800.0 |
¥69.9万 |
首仓入场 |
| 2021-09-16 |
跌破离场 |
卖出 |
7.34265 |
91800.0 |
¥67.4万 |
|
| 2021-12-01 |
突破买入 |
买入 |
7.36736 |
91700.0 |
¥67.6万 |
首仓入场 |
| 2022-02-25 |
跌破离场 |
卖出 |
8.091899999999999 |
91700.0 |
¥74.2万 |
|
| 2022-04-20 |
突破买入 |
买入 |
8.118109999999998 |
91100.0 |
¥74.0万 |
首仓入场 |
| 2022-04-26 |
跌破离场 |
卖出 |
7.53246 |
91100.0 |
¥68.6万 |
|
| 2022-08-31 |
突破买入 |
买入 |
7.627619999999999 |
89600.0 |
¥68.4万 |
首仓入场 |
| 2022-09-26 |
跌破离场 |
卖出 |
7.42257 |
89600.0 |
¥66.5万 |
|
| 2022-11-23 |
突破买入 |
买入 |
8.018009999999999 |
83200.0 |
¥66.7万 |
首仓入场 |
| 2022-12-05 |
跌破离场 |
卖出 |
7.742250000000001 |
83200.0 |
¥64.4万 |
|
| 2022-12-06 |
突破买入 |
买入 |
8.168159999999999 |
79100.0 |
¥64.6万 |
首仓入场 |
| 2022-12-21 |
跌破离场 |
卖出 |
7.66233 |
79100.0 |
¥60.6万 |
|
| 2023-02-13 |
突破买入 |
买入 |
8.018009999999999 |
75700.0 |
¥60.7万 |
首仓入场 |
| 2023-05-12 |
跌破离场 |
卖出 |
8.841149999999999 |
75700.0 |
¥66.9万 |
|
| 2023-06-08 |
突破买入 |
买入 |
9.4094 |
70500.0 |
¥66.4万 |
首仓入场 |
| 2023-06-21 |
跌破离场 |
卖出 |
8.841149999999999 |
70500.0 |
¥62.3万 |
|
| 2023-07-18 |
突破买入 |
买入 |
9.41941 |
64600.0 |
¥60.9万 |
首仓入场 |
| 2023-07-19 |
跌破离场 |
卖出 |
9.1908 |
64600.0 |
¥59.4万 |
|
| 2023-08-16 |
突破买入 |
买入 |
9.489479999999999 |
64400.0 |
¥61.1万 |
首仓入场 |
| 2023-09-25 |
跌破离场 |
卖出 |
9.67032 |
64400.0 |
¥62.3万 |
|
| 2023-11-28 |
突破买入 |
买入 |
9.789779999999999 |
64000.0 |
¥62.7万 |
首仓入场 |
| 2024-01-23 |
跌破离场 |
卖出 |
9.56043 |
64000.0 |
¥61.2万 |
|
| 2024-01-30 |
突破买入 |
买入 |
10.22021 |
58300.0 |
¥59.6万 |
首仓入场 |
| 2024-04-29 |
跌破离场 |
卖出 |
11.188799999999999 |
58300.0 |
¥65.2万 |
|
| 2024-06-06 |
突破买入 |
买入 |
11.921909999999999 |
55900.0 |
¥66.7万 |
首仓入场 |
| 2024-06-17 |
跌破离场 |
卖出 |
11.288700000000002 |
55900.0 |
¥63.1万 |
|
| 2024-07-26 |
突破买入 |
买入 |
12.452439999999998 |
50400.0 |
¥62.8万 |
首仓入场 |
| 2024-08-30 |
跌破离场 |
卖出 |
12.13785 |
50400.0 |
¥61.2万 |
|
| 2024-12-05 |
突破买入 |
买入 |
12.252239999999999 |
49900.0 |
¥61.2万 |
首仓入场 |
| 2025-01-22 |
跌破离场 |
卖出 |
12.74724 |
49900.0 |
¥63.6万 |
|
| 2025-02-27 |
突破买入 |
买入 |
13.543529999999999 |
47200.0 |
¥63.9万 |
首仓入场 |
| 2025-03-13 |
跌破离场 |
卖出 |
12.82716 |
47200.0 |
¥60.5万 |
|
| 2025-10-15 |
突破买入 |
买入 |
10.24023 |
58800.0 |
¥60.2万 |
首仓入场 |
| 2025-11-14 |
跌破离场 |
卖出 |
10.1 |
58800.0 |
¥59.4万 |
|
| 2026-03-09 |
突破买入 |
买入 |
9.859849999999998 |
60400.0 |
¥59.6万 |
首仓入场 |
| 2026-04-07 |
跌破离场 |
卖出 |
9.04095 |
60400.0 |
¥54.6万 |
|
| 2026-05-13 |
突破买入 |
买入 |
9.71971 |
56200.0 |
¥54.6万 |
首仓入场 |
| 2026-06-04 |
跌破离场 |
卖出 |
9.640350000000002 |
56200.0 |
¥54.2万 |
|
| 2026-07-29 |
突破买入 |
买入 |
10.50049 |
51500.0 |
¥54.1万 |
首仓入场 |
| 2026-08-05 |
跌破离场 |
卖出 |
9.75024 |
51500.0 |
¥50.2万 |
|
| 2026-09-16 |
突破买入 |
买入 |
9.98998 |
50200.0 |
¥50.2万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
10.26 |
50200 |
¥51.5万 |
回测结束强平 |