600009 上海机场 — 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: ¥1.07M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +7.19%）
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 |
2015-06-29 |
21.578021464999996 |
29.950020000000006 |
¥38.3万 |
+38.76% |
跌破离场 |
| 2 |
2015-10-19 |
2015-11-27 |
30.639789179999994 |
29.71026 |
¥-4.2万 |
-3.06% |
跌破离场 |
| 3 |
2016-07-13 |
2016-08-31 |
27.33549819 |
27.83214 |
¥2.4万 |
+1.79% |
跌破离场 |
| 4 |
2017-01-23 |
2017-06-16 |
27.195316148 |
35.844120000000004 |
¥43.2万 |
+31.76% |
跌破离场 |
| 5 |
2017-08-30 |
2017-09-21 |
39.55136185 |
38.5614 |
¥-4.5万 |
-2.53% |
跌破离场 |
| 6 |
2017-10-31 |
2018-01-09 |
43.24615995699999 |
43.03 |
¥-9,254 |
-0.53% |
跌破离场 |
| 7 |
2018-01-24 |
2018-02-12 |
46.89089304899999 |
43.256699999999995 |
¥-13.5万 |
-7.78% |
跌破离场 |
| 8 |
2018-05-03 |
2018-07-04 |
50.014949984999994 |
53.8461 |
¥12.0万 |
+7.63% |
跌破离场 |
| 9 |
2018-07-11 |
2018-08-06 |
59.907796948999994 |
58.0419 |
¥-5.4万 |
-3.14% |
跌破离场 |
| 10 |
2018-09-27 |
2018-10-19 |
58.205586438999994 |
49.2 |
¥-25.9万 |
-15.50% |
跌破离场 |
| 11 |
2019-02-15 |
2019-08-06 |
53.289201966 |
77.10282000000001 |
¥62.8万 |
+44.64% |
跌破离场 |
| 12 |
2019-08-26 |
2019-09-12 |
86.19192982399998 |
82.0 |
¥-9.8万 |
-4.89% |
跌破离场 |
| 13 |
2019-12-11 |
2020-01-07 |
78.65213856499999 |
75.3246 |
¥-8.2万 |
-4.26% |
跌破离场 |
| 14 |
2020-04-20 |
2020-05-15 |
67.818069319 |
67.02291000000001 |
¥-2.2万 |
-1.20% |
跌破离场 |
| 15 |
2020-06-01 |
2020-06-16 |
72.383998687 |
71.74817999999999 |
¥-1.7万 |
-0.91% |
跌破离场 |
| 16 |
2020-08-17 |
2020-09-10 |
75.19765252999998 |
74.67525 |
¥-1.3万 |
-0.72% |
跌破离场 |
| 17 |
2020-11-11 |
2020-12-10 |
74.0962222 |
75.93399000000001 |
¥4.4万 |
+2.45% |
跌破离场 |
| 18 |
2021-06-04 |
2021-07-05 |
51.266575360000004 |
45.94401 |
¥-18.9万 |
-10.41% |
跌破离场 |
| 19 |
2021-08-26 |
2021-09-17 |
41.724183501 |
41.8 |
¥2,499 |
+0.15% |
跌破离场 |
| 20 |
2021-10-11 |
2021-11-19 |
46.960984069999995 |
48.63132 |
¥5.8万 |
+3.53% |
跌破离场 |
| 21 |
2022-01-05 |
2022-02-25 |
48.54303854399999 |
53.42652 |
¥17.2万 |
+10.03% |
跌破离场 |
| 22 |
2022-06-28 |
2022-07-12 |
52.14771962399999 |
50.11983 |
¥-7.4万 |
-3.92% |
跌破离场 |
| 23 |
2022-08-15 |
2022-09-02 |
57.597274000000006 |
54.86508 |
¥-8.6万 |
-4.77% |
跌破离场 |
| 24 |
2022-09-20 |
2022-11-01 |
60.428473104999995 |
53.35659 |
¥-20.3万 |
-11.73% |
跌破离场 |
| 25 |
2023-01-17 |
2023-02-24 |
63.27216595699999 |
58.96098000000001 |
¥-10.5万 |
-6.84% |
跌破离场 |
| 26 |
2024-01-17 |
2024-03-28 |
33.269978 |
34.9 |
¥6.9万 |
+4.87% |
跌破离场 |
| 27 |
2024-04-29 |
2024-05-17 |
37.56878725599999 |
35.61435 |
¥-7.8万 |
-5.23% |
跌破离场 |
| 28 |
2024-07-12 |
2024-07-30 |
34.594925364999995 |
33.6663 |
¥-3.8万 |
-2.71% |
跌破离场 |
| 29 |
2024-10-09 |
2024-11-25 |
38.261475 |
34.57539 |
¥-13.0万 |
-9.66% |
跌破离场 |
| 30 |
2025-04-10 |
2025-06-16 |
33.243169959999996 |
32.02794 |
¥-4.6万 |
-3.68% |
跌破离场 |
| 31 |
2025-07-21 |
2025-08-11 |
32.191804645 |
31.8681 |
¥-1.2万 |
-1.04% |
跌破离场 |
| 32 |
2025-08-27 |
2025-11-25 |
33.09297491499999 |
31.57839 |
¥-5.5万 |
-4.61% |
跌破离场 |
| 33 |
2025-12-19 |
2026-01-15 |
33.072948909 |
31.78818 |
¥-4.4万 |
-3.91% |
跌破离场 |
| 34 |
2026-07-31 |
2026-08-12 |
24.712091403999995 |
23.4765 |
¥-5.4万 |
-5.03% |
跌破离场 |
| 35 |
2026-10-27 |
2026-11-13 |
23.730817109999997 |
24.46 |
¥3.2万 |
+3.04% |
强平 |
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 |
21.57155 |
45800.0 |
¥98.8万 |
首仓入场 |
| 2015-06-29 |
跌破离场 |
卖出 |
29.950020000000006 |
45800.0 |
¥1.37M |
|
| 2015-10-19 |
突破买入 |
买入 |
30.630599999999998 |
45100.0 |
¥1.38M |
首仓入场 |
| 2015-11-27 |
跌破离场 |
卖出 |
29.71026 |
45100.0 |
¥1.34M |
|
| 2016-07-13 |
突破买入 |
买入 |
27.3273 |
48800.0 |
¥1.33M |
首仓入场 |
| 2016-08-31 |
跌破离场 |
卖出 |
27.83214 |
48800.0 |
¥1.36M |
|
| 2017-01-23 |
突破买入 |
买入 |
27.18716 |
50000.0 |
¥1.36M |
首仓入场 |
| 2017-06-16 |
跌破离场 |
卖出 |
35.844120000000004 |
50000.0 |
¥1.79M |
|
| 2017-08-30 |
突破买入 |
买入 |
39.5395 |
45400.0 |
¥1.80M |
首仓入场 |
| 2017-09-21 |
跌破离场 |
卖出 |
38.5614 |
45400.0 |
¥1.75M |
|
| 2017-10-31 |
突破买入 |
买入 |
43.23318999999999 |
40400.0 |
¥1.75M |
首仓入场 |
| 2018-01-09 |
跌破离场 |
卖出 |
43.03 |
40400.0 |
¥1.74M |
|
| 2018-01-24 |
突破买入 |
买入 |
46.87682999999999 |
36900.0 |
¥1.73M |
首仓入场 |
| 2018-02-12 |
跌破离场 |
卖出 |
43.256699999999995 |
36900.0 |
¥1.60M |
|
| 2018-05-03 |
突破买入 |
买入 |
49.99995 |
31400.0 |
¥1.57M |
首仓入场 |
| 2018-07-04 |
跌破离场 |
卖出 |
53.8461 |
31400.0 |
¥1.69M |
|
| 2018-07-11 |
突破买入 |
买入 |
59.889829999999996 |
28600.0 |
¥1.71M |
首仓入场 |
| 2018-08-06 |
跌破离场 |
卖出 |
58.0419 |
28600.0 |
¥1.66M |
|
| 2018-09-27 |
突破买入 |
买入 |
58.188129999999994 |
28700.0 |
¥1.67M |
首仓入场 |
| 2018-10-19 |
跌破离场 |
卖出 |
49.2 |
28700.0 |
¥1.41M |
|
| 2019-02-15 |
突破买入 |
买入 |
53.273219999999995 |
26400.0 |
¥1.41M |
首仓入场 |
| 2019-08-06 |
跌破离场 |
卖出 |
77.10282000000001 |
26400.0 |
¥2.03M |
|
| 2019-08-26 |
突破买入 |
买入 |
86.16608 |
23300.0 |
¥2.01M |
首仓入场 |
| 2019-09-12 |
跌破离场 |
卖出 |
82.0 |
23300.0 |
¥1.91M |
|
| 2019-12-11 |
突破买入 |
买入 |
78.62854999999999 |
24600.0 |
¥1.93M |
首仓入场 |
| 2020-01-07 |
跌破离场 |
卖出 |
75.3246 |
24600.0 |
¥1.85M |
|
| 2020-04-20 |
突破买入 |
买入 |
67.79773 |
27300.0 |
¥1.85M |
首仓入场 |
| 2020-05-15 |
跌破离场 |
卖出 |
67.02291000000001 |
27300.0 |
¥1.83M |
|
| 2020-06-01 |
突破买入 |
买入 |
72.36229 |
25300.0 |
¥1.83M |
首仓入场 |
| 2020-06-16 |
跌破离场 |
卖出 |
71.74817999999999 |
25300.0 |
¥1.81M |
|
| 2020-08-17 |
突破买入 |
买入 |
75.17509999999999 |
24100.0 |
¥1.81M |
首仓入场 |
| 2020-09-10 |
跌破离场 |
卖出 |
74.67525 |
24100.0 |
¥1.80M |
|
| 2020-11-11 |
突破买入 |
买入 |
74.074 |
24200.0 |
¥1.79M |
首仓入场 |
| 2020-12-10 |
跌破离场 |
卖出 |
75.93399000000001 |
24200.0 |
¥1.84M |
|
| 2021-06-04 |
突破买入 |
买入 |
51.2512 |
35400.0 |
¥1.81M |
首仓入场 |
| 2021-07-05 |
跌破离场 |
卖出 |
45.94401 |
35400.0 |
¥1.63M |
|
| 2021-08-26 |
突破买入 |
买入 |
41.71167 |
39500.0 |
¥1.65M |
首仓入场 |
| 2021-09-17 |
跌破离场 |
卖出 |
41.8 |
39500.0 |
¥1.65M |
|
| 2021-10-11 |
突破买入 |
买入 |
46.94689999999999 |
35300.0 |
¥1.66M |
首仓入场 |
| 2021-11-19 |
跌破离场 |
卖出 |
48.63132 |
35300.0 |
¥1.72M |
|
| 2022-01-05 |
突破买入 |
买入 |
48.528479999999995 |
35400.0 |
¥1.72M |
首仓入场 |
| 2022-02-25 |
跌破离场 |
卖出 |
53.42652 |
35400.0 |
¥1.89M |
|
| 2022-06-28 |
突破买入 |
买入 |
52.132079999999995 |
36300.0 |
¥1.89M |
首仓入场 |
| 2022-07-12 |
跌破离场 |
卖出 |
50.11983 |
36300.0 |
¥1.82M |
|
| 2022-08-15 |
突破买入 |
买入 |
57.58 |
31300.0 |
¥1.80M |
首仓入场 |
| 2022-09-02 |
跌破离场 |
卖出 |
54.86508 |
31300.0 |
¥1.72M |
|
| 2022-09-20 |
突破买入 |
买入 |
60.410349999999994 |
28700.0 |
¥1.73M |
首仓入场 |
| 2022-11-01 |
跌破离场 |
卖出 |
53.35659 |
28700.0 |
¥1.53M |
|
| 2023-01-17 |
突破买入 |
买入 |
63.25319 |
24200.0 |
¥1.53M |
首仓入场 |
| 2023-02-24 |
跌破离场 |
卖出 |
58.96098000000001 |
24200.0 |
¥1.43M |
|
| 2024-01-17 |
突破买入 |
买入 |
33.26 |
42800.0 |
¥1.42M |
首仓入场 |
| 2024-03-28 |
跌破离场 |
卖出 |
34.9 |
42800.0 |
¥1.49M |
|
| 2024-04-29 |
突破买入 |
买入 |
37.55752 |
39800.0 |
¥1.50M |
首仓入场 |
| 2024-05-17 |
跌破离场 |
卖出 |
35.61435 |
39800.0 |
¥1.42M |
|
| 2024-07-12 |
突破买入 |
买入 |
34.58454999999999 |
40900.0 |
¥1.41M |
首仓入场 |
| 2024-07-30 |
跌破离场 |
卖出 |
33.6663 |
40900.0 |
¥1.38M |
|
| 2024-10-09 |
突破买入 |
买入 |
38.25 |
35300.0 |
¥1.35M |
首仓入场 |
| 2024-11-25 |
跌破离场 |
卖出 |
34.57539 |
35300.0 |
¥1.22M |
|
| 2025-04-10 |
突破买入 |
买入 |
33.2332 |
37600.0 |
¥1.25M |
首仓入场 |
| 2025-06-16 |
跌破离场 |
卖出 |
32.02794 |
37600.0 |
¥1.20M |
|
| 2025-07-21 |
突破买入 |
买入 |
32.18214999999999 |
37300.0 |
¥1.20M |
首仓入场 |
| 2025-08-11 |
跌破离场 |
卖出 |
31.8681 |
37300.0 |
¥1.19M |
|
| 2025-08-27 |
突破买入 |
买入 |
33.08304999999999 |
35800.0 |
¥1.18M |
首仓入场 |
| 2025-11-25 |
跌破离场 |
卖出 |
31.57839 |
35800.0 |
¥1.13M |
|
| 2025-12-19 |
突破买入 |
买入 |
33.06303 |
34200.0 |
¥1.13M |
首仓入场 |
| 2026-01-15 |
跌破离场 |
卖出 |
31.78818 |
34200.0 |
¥1.09M |
|
| 2026-07-31 |
突破买入 |
买入 |
24.704679999999996 |
43700.0 |
¥1.08M |
首仓入场 |
| 2026-08-12 |
跌破离场 |
卖出 |
23.4765 |
43700.0 |
¥1.03M |
|
| 2026-10-27 |
突破买入 |
买入 |
23.723699999999997 |
43700.0 |
¥1.04M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
24.46 |
43700 |
¥1.07M |
回测结束强平 |