300124 汇川技术 — 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: ¥2.42M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +142.24%）
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 36 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 |
2015-04-23 |
37.949281369999994 |
40.959 |
¥7.8万 |
+7.90% |
跌破离场 |
| 2 |
2015-05-06 |
2015-06-16 |
49.96488496999999 |
56.4435 |
¥13.9万 |
+12.93% |
跌破离场 |
| 3 |
2015-10-13 |
2015-11-30 |
41.55396244999999 |
44.325630000000004 |
¥8.0万 |
+6.64% |
跌破离场 |
| 4 |
2015-12-31 |
2016-01-05 |
48.574568 |
41.578379999999996 |
¥-18.6万 |
-14.43% |
跌破离场 |
| 5 |
2016-06-28 |
2016-07-12 |
19.605459873999997 |
18.76122 |
¥-4.8万 |
-4.33% |
跌破离场 |
| 6 |
2016-10-12 |
2016-12-07 |
19.505329844000002 |
20.62935 |
¥6.0万 |
+5.73% |
跌破离场 |
| 7 |
2017-02-13 |
2017-03-31 |
21.097397320999995 |
21.91806 |
¥4.3万 |
+3.86% |
跌破离场 |
| 8 |
2017-06-14 |
2017-11-08 |
24.031207199999994 |
28.581389999999995 |
¥22.0万 |
+18.90% |
跌破离场 |
| 9 |
2017-12-25 |
2018-01-12 |
28.50855 |
26.94303 |
¥-7.6万 |
-5.52% |
跌破离场 |
| 10 |
2018-02-27 |
2018-04-23 |
30.339399089999997 |
30.969 |
¥2.7万 |
+2.04% |
跌破离场 |
| 11 |
2018-05-15 |
2018-06-20 |
34.58491236199999 |
31.83 |
¥-10.6万 |
-7.99% |
跌破离场 |
| 12 |
2019-01-16 |
2019-02-01 |
22.749542815999995 |
21.95802 |
¥-4.3万 |
-3.51% |
跌破离场 |
| 13 |
2019-02-15 |
2019-04-26 |
24.682052395 |
25.8741 |
¥5.6万 |
+4.80% |
跌破离场 |
| 14 |
2019-07-25 |
2019-08-08 |
24.441740322999998 |
23.1768 |
¥-6.4万 |
-5.20% |
跌破离场 |
| 15 |
2019-09-16 |
2019-10-18 |
24.772169422 |
23.33664 |
¥-6.9万 |
-5.82% |
跌破离场 |
| 16 |
2019-11-20 |
2020-01-22 |
25.893625757999995 |
29.6703 |
¥16.2万 |
+14.55% |
跌破离场 |
| 17 |
2020-02-26 |
2020-03-02 |
31.951492572999992 |
28.62135 |
¥-13.1万 |
-10.45% |
跌破离场 |
| 18 |
2020-04-21 |
2020-05-29 |
30.109100020999993 |
33.81615 |
¥13.9万 |
+12.28% |
跌破离场 |
| 19 |
2020-06-29 |
2020-09-10 |
36.677629988999996 |
52.33761 |
¥54.0万 |
+42.65% |
跌破离场 |
| 20 |
2020-10-13 |
2020-11-27 |
62.99180187299999 |
78.94098 |
¥45.4万 |
+25.28% |
跌破离场 |
| 21 |
2020-12-22 |
2021-02-24 |
90.11702699999998 |
97.90199999999999 |
¥19.3万 |
+8.61% |
跌破离场 |
| 22 |
2021-05-27 |
2021-06-07 |
97.12612909999999 |
61.42851 |
¥-90.4万 |
-36.77% |
跌破离场 |
| 23 |
2021-11-09 |
2021-11-19 |
70.10103400300001 |
65.79414 |
¥-9.6万 |
-6.17% |
跌破离场 |
| 24 |
2022-05-05 |
2022-07-13 |
57.97528736999999 |
61.78815 |
¥9.6万 |
+6.54% |
跌破离场 |
| 25 |
2022-10-13 |
2022-11-28 |
61.610007458999995 |
67.2327 |
¥14.2万 |
+9.09% |
跌破离场 |
| 26 |
2023-02-14 |
2023-03-15 |
74.777106404 |
71.93799 |
¥-6.5万 |
-3.83% |
跌破离场 |
| 27 |
2023-06-16 |
2023-08-14 |
63.061892893999996 |
67.2327 |
¥10.8万 |
+6.58% |
跌破离场 |
| 28 |
2023-11-30 |
2023-12-07 |
65.044467488 |
59.39055000000001 |
¥-15.2万 |
-8.72% |
跌破离场 |
| 29 |
2024-02-08 |
2024-03-22 |
62.08061859999999 |
61.23869999999999 |
¥-2.2万 |
-1.39% |
跌破离场 |
| 30 |
2024-05-07 |
2024-05-27 |
63.0819189 |
59.4405 |
¥-9.1万 |
-5.80% |
跌破离场 |
| 31 |
2024-09-26 |
2024-12-17 |
48.07242740299999 |
59.460480000000004 |
¥35.0万 |
+23.65% |
跌破离场 |
| 32 |
2025-01-27 |
2025-03-18 |
63.22210094199999 |
70.34958 |
¥20.5万 |
+11.24% |
跌破离场 |
| 33 |
2025-08-15 |
2025-10-15 |
66.27606685699999 |
78.97095 |
¥38.6万 |
+19.12% |
跌破离场 |
| 34 |
2025-12-11 |
2026-01-29 |
74.83718442199998 |
76.36355999999999 |
¥4.9万 |
+2.01% |
跌破离场 |
| 35 |
2026-05-08 |
2026-06-01 |
74.76709340100001 |
73.926 |
¥-2.8万 |
-1.15% |
跌破离场 |
| 36 |
2026-10-27 |
2026-11-13 |
54.0702162 |
53.51643 |
¥-2.5万 |
-1.05% |
跌破离场 |
逐笔成交记录（共 72 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 |
37.93789999999999 |
26100.0 |
¥99.0万 |
首仓入场 |
| 2015-04-23 |
跌破离场 |
卖出 |
40.959 |
26100.0 |
¥1.07M |
|
| 2015-05-06 |
突破买入 |
买入 |
49.94989999999999 |
21500.0 |
¥1.07M |
首仓入场 |
| 2015-06-16 |
跌破离场 |
卖出 |
56.4435 |
21500.0 |
¥1.21M |
|
| 2015-10-13 |
突破买入 |
买入 |
41.54149999999999 |
29000.0 |
¥1.21M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
44.325630000000004 |
29000.0 |
¥1.29M |
|
| 2015-12-31 |
突破买入 |
买入 |
48.56 |
26600.0 |
¥1.29M |
首仓入场 |
| 2016-01-05 |
跌破离场 |
卖出 |
41.578379999999996 |
26600.0 |
¥1.11M |
|
| 2016-06-28 |
突破买入 |
买入 |
19.59958 |
55900.0 |
¥1.10M |
首仓入场 |
| 2016-07-12 |
跌破离场 |
卖出 |
18.76122 |
55900.0 |
¥1.05M |
|
| 2016-10-12 |
突破买入 |
买入 |
19.499480000000002 |
54100.0 |
¥1.06M |
首仓入场 |
| 2016-12-07 |
跌破离场 |
卖出 |
20.62935 |
54100.0 |
¥1.12M |
|
| 2017-02-13 |
突破买入 |
买入 |
21.091069999999995 |
53100.0 |
¥1.12M |
首仓入场 |
| 2017-03-31 |
跌破离场 |
卖出 |
21.91806 |
53100.0 |
¥1.16M |
|
| 2017-06-14 |
突破买入 |
买入 |
24.023999999999997 |
48400.0 |
¥1.16M |
首仓入场 |
| 2017-11-08 |
跌破离场 |
卖出 |
28.581389999999995 |
48400.0 |
¥1.38M |
|
| 2017-12-25 |
突破买入 |
买入 |
28.5 |
48400.0 |
¥1.38M |
首仓入场 |
| 2018-01-12 |
跌破离场 |
卖出 |
26.94303 |
48400.0 |
¥1.30M |
|
| 2018-02-27 |
突破买入 |
买入 |
30.330299999999998 |
42900.0 |
¥1.30M |
首仓入场 |
| 2018-04-23 |
跌破离场 |
卖出 |
30.969 |
42900.0 |
¥1.33M |
|
| 2018-05-15 |
突破买入 |
买入 |
34.57453999999999 |
38200.0 |
¥1.32M |
首仓入场 |
| 2018-06-20 |
跌破离场 |
卖出 |
31.83 |
38200.0 |
¥1.22M |
|
| 2019-01-16 |
突破买入 |
买入 |
22.742719999999995 |
54000.0 |
¥1.23M |
首仓入场 |
| 2019-02-01 |
跌破离场 |
卖出 |
21.95802 |
54000.0 |
¥1.19M |
|
| 2019-02-15 |
突破买入 |
买入 |
24.674649999999996 |
47600.0 |
¥1.17M |
首仓入场 |
| 2019-04-26 |
跌破离场 |
卖出 |
25.8741 |
47600.0 |
¥1.23M |
|
| 2019-07-25 |
突破买入 |
买入 |
24.434409999999996 |
50700.0 |
¥1.24M |
首仓入场 |
| 2019-08-08 |
跌破离场 |
卖出 |
23.1768 |
50700.0 |
¥1.17M |
|
| 2019-09-16 |
突破买入 |
买入 |
24.76474 |
47500.0 |
¥1.18M |
首仓入场 |
| 2019-10-18 |
跌破离场 |
卖出 |
23.33664 |
47500.0 |
¥1.11M |
|
| 2019-11-20 |
突破买入 |
买入 |
25.885859999999997 |
42900.0 |
¥1.11M |
首仓入场 |
| 2020-01-22 |
跌破离场 |
卖出 |
29.6703 |
42900.0 |
¥1.27M |
|
| 2020-02-26 |
突破买入 |
买入 |
31.941909999999996 |
39100.0 |
¥1.25M |
首仓入场 |
| 2020-03-02 |
跌破离场 |
卖出 |
28.62135 |
39100.0 |
¥1.12M |
|
| 2020-04-21 |
突破买入 |
买入 |
30.10006999999999 |
37700.0 |
¥1.14M |
首仓入场 |
| 2020-05-29 |
跌破离场 |
卖出 |
33.81615 |
37700.0 |
¥1.27M |
|
| 2020-06-29 |
突破买入 |
买入 |
36.66663 |
34500.0 |
¥1.27M |
首仓入场 |
| 2020-09-10 |
跌破离场 |
卖出 |
52.33761 |
34500.0 |
¥1.81M |
|
| 2020-10-13 |
突破买入 |
买入 |
62.97290999999999 |
28500.0 |
¥1.80M |
首仓入场 |
| 2020-11-27 |
跌破离场 |
卖出 |
78.94098 |
28500.0 |
¥2.25M |
|
| 2020-12-22 |
突破买入 |
买入 |
90.08999999999997 |
24900.0 |
¥2.24M |
首仓入场 |
| 2021-02-24 |
跌破离场 |
卖出 |
97.90199999999999 |
24900.0 |
¥2.44M |
|
| 2021-05-27 |
突破买入 |
买入 |
97.09699999999998 |
25300.0 |
¥2.46M |
首仓入场 |
| 2021-06-07 |
跌破离场 |
卖出 |
61.42851 |
25300.0 |
¥1.55M |
|
| 2021-11-09 |
突破买入 |
买入 |
70.08001 |
22100.0 |
¥1.55M |
首仓入场 |
| 2021-11-19 |
跌破离场 |
卖出 |
65.79414 |
22100.0 |
¥1.45M |
|
| 2022-05-05 |
突破买入 |
买入 |
57.957899999999995 |
25300.0 |
¥1.47M |
首仓入场 |
| 2022-07-13 |
跌破离场 |
卖出 |
61.78815 |
25300.0 |
¥1.56M |
|
| 2022-10-13 |
突破买入 |
买入 |
61.59152999999999 |
25300.0 |
¥1.56M |
首仓入场 |
| 2022-11-28 |
跌破离场 |
卖出 |
67.2327 |
25300.0 |
¥1.70M |
|
| 2023-02-14 |
突破买入 |
买入 |
74.75468 |
22800.0 |
¥1.70M |
首仓入场 |
| 2023-03-15 |
跌破离场 |
卖出 |
71.93799 |
22800.0 |
¥1.64M |
|
| 2023-06-16 |
突破买入 |
买入 |
63.04297999999999 |
26000.0 |
¥1.64M |
首仓入场 |
| 2023-08-14 |
跌破离场 |
卖出 |
67.2327 |
26000.0 |
¥1.75M |
|
| 2023-11-30 |
突破买入 |
买入 |
65.02496 |
26800.0 |
¥1.74M |
首仓入场 |
| 2023-12-07 |
跌破离场 |
卖出 |
59.39055000000001 |
26800.0 |
¥1.59M |
|
| 2024-02-08 |
突破买入 |
买入 |
62.06199999999999 |
25600.0 |
¥1.59M |
首仓入场 |
| 2024-03-22 |
跌破离场 |
卖出 |
61.23869999999999 |
25600.0 |
¥1.57M |
|
| 2024-05-07 |
突破买入 |
买入 |
63.062999999999995 |
24900.0 |
¥1.57M |
首仓入场 |
| 2024-05-27 |
跌破离场 |
卖出 |
59.4405 |
24900.0 |
¥1.48M |
|
| 2024-09-26 |
突破买入 |
买入 |
48.058009999999996 |
30800.0 |
¥1.48M |
首仓入场 |
| 2024-12-17 |
跌破离场 |
卖出 |
59.460480000000004 |
30800.0 |
¥1.83M |
|
| 2025-01-27 |
突破买入 |
买入 |
63.20313999999999 |
28900.0 |
¥1.83M |
首仓入场 |
| 2025-03-18 |
跌破离场 |
卖出 |
70.34958 |
28900.0 |
¥2.03M |
|
| 2025-08-15 |
突破买入 |
买入 |
66.25618999999999 |
30500.0 |
¥2.02M |
首仓入场 |
| 2025-10-15 |
跌破离场 |
卖出 |
78.97095 |
30500.0 |
¥2.41M |
|
| 2025-12-11 |
突破买入 |
买入 |
74.81473999999999 |
32300.0 |
¥2.42M |
首仓入场 |
| 2026-01-29 |
跌破离场 |
卖出 |
76.36355999999999 |
32300.0 |
¥2.47M |
|
| 2026-05-08 |
突破买入 |
买入 |
74.74467 |
32600.0 |
¥2.44M |
首仓入场 |
| 2026-06-01 |
跌破离场 |
卖出 |
73.926 |
32600.0 |
¥2.41M |
|
| 2026-10-27 |
突破买入 |
买入 |
54.053999999999995 |
44100.0 |
¥2.38M |
首仓入场 |
| 2026-11-13 |
跌破离场 |
卖出 |
53.51643 |
44100.0 |
¥2.36M |
|