600011 华能国际 — 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: ¥1.06M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +5.96%）
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 |
2015-07-06 |
8.100519426999998 |
11.23875 |
¥38.6万 |
+38.70% |
跌破离场 |
| 2 |
2015-11-06 |
2015-11-25 |
9.712612909999999 |
9.23076 |
¥-6.9万 |
-4.99% |
跌破离场 |
| 3 |
2016-03-16 |
2016-05-03 |
7.71001231 |
7.472519999999999 |
¥-4.0万 |
-3.11% |
跌破离场 |
| 4 |
2016-06-08 |
2016-07-11 |
7.539791259 |
7.1128800000000005 |
¥-7.2万 |
-5.69% |
跌破离场 |
| 5 |
2016-11-22 |
2016-12-13 |
7.3195051929999995 |
7.232759999999999 |
¥-1.5万 |
-1.21% |
跌破离场 |
| 6 |
2017-01-17 |
2017-03-20 |
7.312193000000001 |
7.57242 |
¥4.2万 |
+3.53% |
跌破离场 |
| 7 |
2017-06-06 |
2017-06-19 |
8.260727475 |
7.71228 |
¥-8.1万 |
-6.67% |
跌破离场 |
| 8 |
2018-01-30 |
2018-02-12 |
6.458386935 |
5.83 |
¥-11.1万 |
-9.76% |
跌破离场 |
| 9 |
2018-05-17 |
2018-06-08 |
6.518464953 |
6.56343 |
¥6,720 |
+0.66% |
跌破离场 |
| 10 |
2018-07-19 |
2018-08-13 |
7.3195051929999995 |
6.87312 |
¥-6.3万 |
-6.13% |
跌破离场 |
| 11 |
2018-09-17 |
2018-10-10 |
7.529778255999998 |
7.17282 |
¥-4.7万 |
-4.77% |
跌破离场 |
| 12 |
2018-12-04 |
2019-01-11 |
7.139271138999999 |
6.8 |
¥-4.5万 |
-4.78% |
跌破离场 |
| 13 |
2019-05-08 |
2019-05-17 |
6.788816034 |
6.43356 |
¥-4.6万 |
-5.26% |
跌破离场 |
| 14 |
2019-07-30 |
2019-08-27 |
6.518464953 |
6.48351 |
¥-4,749 |
-0.57% |
跌破离场 |
| 15 |
2019-11-26 |
2019-12-09 |
5.957736785 |
5.74425 |
¥-3.0万 |
-3.61% |
跌破离场 |
| 16 |
2020-07-06 |
2020-09-24 |
4.3957083169999995 |
5.43456 |
¥18.7万 |
+23.60% |
跌破离场 |
| 17 |
2021-03-09 |
2021-04-09 |
4.355656304999999 |
4.1958 |
¥-3.6万 |
-3.70% |
跌破离场 |
| 18 |
2021-06-29 |
2021-07-08 |
4.275552280999999 |
4.03596 |
¥-5.3万 |
-5.63% |
跌破离场 |
| 19 |
2021-08-17 |
2021-11-08 |
4.135370239 |
6.42357 |
¥49.9万 |
+55.29% |
跌破离场 |
| 20 |
2021-12-07 |
2022-01-10 |
7.289466183999999 |
7.78221 |
¥9.4万 |
+6.73% |
跌破离场 |
| 21 |
2022-07-05 |
2022-07-22 |
7.499739246999999 |
7.042949999999999 |
¥-9.1万 |
-6.12% |
跌破离场 |
| 22 |
2022-08-23 |
2022-10-28 |
7.970350387999999 |
7.1928 |
¥-13.8万 |
-9.78% |
跌破离场 |
| 23 |
2022-11-29 |
2022-12-08 |
8.240701469 |
7.2927 |
¥-14.5万 |
-11.53% |
跌破离场 |
| 24 |
2023-03-07 |
2023-05-25 |
8.681273601 |
9.13086 |
¥5.8万 |
+5.15% |
跌破离场 |
| 25 |
2024-01-04 |
2024-01-23 |
8.330818496000001 |
8.03196 |
¥-4.3万 |
-3.62% |
跌破离场 |
| 26 |
2024-01-29 |
2024-04-24 |
8.91157267 |
9.680309999999999 |
¥9.8万 |
+8.59% |
跌破离场 |
| 27 |
2024-07-01 |
2024-07-12 |
9.642521889 |
8.90109 |
¥-9.5万 |
-7.72% |
跌破离场 |
| 28 |
2024-10-09 |
2024-11-18 |
7.80234 |
7.13286 |
¥-9.6万 |
-8.61% |
跌破离场 |
| 29 |
2025-02-19 |
2025-05-29 |
6.578542970999999 |
7.222770000000001 |
¥10.1万 |
+9.76% |
跌破离场 |
| 30 |
2025-07-08 |
2025-07-14 |
7.549804262 |
7.03 |
¥-7.9万 |
-6.91% |
跌破离场 |
| 31 |
2025-07-31 |
2025-09-23 |
7.549804262 |
7.2127799999999995 |
¥-4.7万 |
-4.49% |
跌破离场 |
| 32 |
2025-10-24 |
2025-11-17 |
7.732319 |
7.91208 |
¥2.3万 |
+2.29% |
跌破离场 |
| 33 |
2025-12-29 |
2025-12-31 |
8.080493420999998 |
7.3726199999999995 |
¥-9.1万 |
-8.79% |
跌破离场 |
| 34 |
2026-03-09 |
2026-03-24 |
7.5498042619999985 |
7.5924 |
¥5,032 |
+0.53% |
跌破离场 |
| 35 |
2026-05-07 |
2026-06-17 |
7.159297145 |
7.85214 |
¥9.2万 |
+9.64% |
跌破离场 |
| 36 |
2026-09-10 |
2026-10-28 |
7.039141109 |
7.1 |
¥8,733 |
+0.83% |
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 |
8.09809 |
123200.0 |
¥99.8万 |
首仓入场 |
| 2015-07-06 |
跌破离场 |
卖出 |
11.23875 |
123200.0 |
¥1.38M |
|
| 2015-11-06 |
突破买入 |
买入 |
9.709699999999998 |
142400.0 |
¥1.38M |
首仓入场 |
| 2015-11-25 |
跌破离场 |
卖出 |
9.23076 |
142400.0 |
¥1.31M |
|
| 2016-03-16 |
突破买入 |
买入 |
7.707699999999999 |
168100.0 |
¥1.30M |
首仓入场 |
| 2016-05-03 |
跌破离场 |
卖出 |
7.472519999999999 |
168100.0 |
¥1.26M |
|
| 2016-06-08 |
突破买入 |
买入 |
7.53753 |
168700.0 |
¥1.27M |
首仓入场 |
| 2016-07-11 |
跌破离场 |
卖出 |
7.1128800000000005 |
168700.0 |
¥1.20M |
|
| 2016-11-22 |
突破买入 |
买入 |
7.317309999999999 |
164000.0 |
¥1.20M |
首仓入场 |
| 2016-12-13 |
跌破离场 |
卖出 |
7.232759999999999 |
164000.0 |
¥1.19M |
|
| 2017-01-17 |
突破买入 |
买入 |
7.31 |
161100.0 |
¥1.18M |
首仓入场 |
| 2017-03-20 |
跌破离场 |
卖出 |
7.57242 |
161100.0 |
¥1.22M |
|
| 2017-06-06 |
突破买入 |
买入 |
8.258249999999999 |
147800.0 |
¥1.22M |
首仓入场 |
| 2017-06-19 |
跌破离场 |
卖出 |
7.71228 |
147800.0 |
¥1.14M |
|
| 2018-01-30 |
突破买入 |
买入 |
6.456449999999999 |
176900.0 |
¥1.14M |
首仓入场 |
| 2018-02-12 |
跌破离场 |
卖出 |
5.83 |
176900.0 |
¥1.03M |
|
| 2018-05-17 |
突破买入 |
买入 |
6.516509999999999 |
156300.0 |
¥1.02M |
首仓入场 |
| 2018-06-08 |
跌破离场 |
卖出 |
6.56343 |
156300.0 |
¥1.03M |
|
| 2018-07-19 |
突破买入 |
买入 |
7.317309999999999 |
141100.0 |
¥1.03M |
首仓入场 |
| 2018-08-13 |
跌破离场 |
卖出 |
6.87312 |
141100.0 |
¥97.0万 |
|
| 2018-09-17 |
突破买入 |
买入 |
7.527519999999999 |
130100.0 |
¥98.0万 |
首仓入场 |
| 2018-10-10 |
跌破离场 |
卖出 |
7.17282 |
130100.0 |
¥93.3万 |
|
| 2018-12-04 |
突破买入 |
买入 |
7.137129999999999 |
130700.0 |
¥93.3万 |
首仓入场 |
| 2019-01-11 |
跌破离场 |
卖出 |
6.8 |
130700.0 |
¥88.8万 |
|
| 2019-05-08 |
突破买入 |
买入 |
6.786779999999999 |
129200.0 |
¥87.7万 |
首仓入场 |
| 2019-05-17 |
跌破离场 |
卖出 |
6.43356 |
129200.0 |
¥83.1万 |
|
| 2019-07-30 |
突破买入 |
买入 |
6.516509999999999 |
128700.0 |
¥83.9万 |
首仓入场 |
| 2019-08-27 |
跌破离场 |
卖出 |
6.48351 |
128700.0 |
¥83.4万 |
|
| 2019-11-26 |
突破买入 |
买入 |
5.95595 |
140600.0 |
¥83.8万 |
首仓入场 |
| 2019-12-09 |
跌破离场 |
卖出 |
5.74425 |
140600.0 |
¥80.7万 |
|
| 2020-07-06 |
突破买入 |
买入 |
4.39439 |
180500.0 |
¥79.3万 |
首仓入场 |
| 2020-09-24 |
跌破离场 |
卖出 |
5.43456 |
180500.0 |
¥98.1万 |
|
| 2021-03-09 |
突破买入 |
买入 |
4.354349999999999 |
226300.0 |
¥98.6万 |
首仓入场 |
| 2021-04-09 |
跌破离场 |
卖出 |
4.1958 |
226300.0 |
¥94.9万 |
|
| 2021-06-29 |
突破买入 |
买入 |
4.274269999999999 |
222000.0 |
¥94.9万 |
首仓入场 |
| 2021-07-08 |
跌破离场 |
卖出 |
4.03596 |
222000.0 |
¥89.6万 |
|
| 2021-08-17 |
突破买入 |
买入 |
4.13413 |
218300.0 |
¥90.3万 |
首仓入场 |
| 2021-11-08 |
跌破离场 |
卖出 |
6.42357 |
218300.0 |
¥1.40M |
|
| 2021-12-07 |
突破买入 |
买入 |
7.287279999999999 |
190900.0 |
¥1.39M |
首仓入场 |
| 2022-01-10 |
跌破离场 |
卖出 |
7.78221 |
190900.0 |
¥1.49M |
|
| 2022-07-05 |
突破买入 |
买入 |
7.497489999999999 |
198700.0 |
¥1.49M |
首仓入场 |
| 2022-07-22 |
跌破离场 |
卖出 |
7.042949999999999 |
198700.0 |
¥1.40M |
|
| 2022-08-23 |
突破买入 |
买入 |
7.96796 |
176700.0 |
¥1.41M |
首仓入场 |
| 2022-10-28 |
跌破离场 |
卖出 |
7.1928 |
176700.0 |
¥1.27M |
|
| 2022-11-29 |
突破买入 |
买入 |
8.23823 |
152500.0 |
¥1.26M |
首仓入场 |
| 2022-12-08 |
跌破离场 |
卖出 |
7.2927 |
152500.0 |
¥1.11M |
|
| 2023-03-07 |
突破买入 |
买入 |
8.678669999999999 |
128900.0 |
¥1.12M |
首仓入场 |
| 2023-05-25 |
跌破离场 |
卖出 |
9.13086 |
128900.0 |
¥1.18M |
|
| 2024-01-04 |
突破买入 |
买入 |
8.32832 |
141500.0 |
¥1.18M |
首仓入场 |
| 2024-01-23 |
跌破离场 |
卖出 |
8.03196 |
141500.0 |
¥1.14M |
|
| 2024-01-29 |
突破买入 |
买入 |
8.9089 |
128000.0 |
¥1.14M |
首仓入场 |
| 2024-04-24 |
跌破离场 |
卖出 |
9.680309999999999 |
128000.0 |
¥1.24M |
|
| 2024-07-01 |
突破买入 |
买入 |
9.63963 |
128300.0 |
¥1.24M |
首仓入场 |
| 2024-07-12 |
跌破离场 |
卖出 |
8.90109 |
128300.0 |
¥1.14M |
|
| 2024-10-09 |
突破买入 |
买入 |
7.8 |
143500.0 |
¥1.12M |
首仓入场 |
| 2024-11-18 |
跌破离场 |
卖出 |
7.13286 |
143500.0 |
¥1.02M |
|
| 2025-02-19 |
突破买入 |
买入 |
6.576569999999999 |
158000.0 |
¥1.04M |
首仓入场 |
| 2025-05-29 |
跌破离场 |
卖出 |
7.222770000000001 |
158000.0 |
¥1.14M |
|
| 2025-07-08 |
突破买入 |
买入 |
7.547539999999999 |
151900.0 |
¥1.15M |
首仓入场 |
| 2025-07-14 |
跌破离场 |
卖出 |
7.03 |
151900.0 |
¥1.07M |
|
| 2025-07-31 |
突破买入 |
买入 |
7.54754 |
139800.0 |
¥1.06M |
首仓入场 |
| 2025-09-23 |
跌破离场 |
卖出 |
7.2127799999999995 |
139800.0 |
¥1.01M |
|
| 2025-10-24 |
突破买入 |
买入 |
7.73 |
131500.0 |
¥1.02M |
首仓入场 |
| 2025-11-17 |
跌破离场 |
卖出 |
7.91208 |
131500.0 |
¥1.04M |
|
| 2025-12-29 |
突破买入 |
买入 |
8.078069999999999 |
128700.0 |
¥1.04M |
首仓入场 |
| 2025-12-31 |
跌破离场 |
卖出 |
7.3726199999999995 |
128700.0 |
¥94.9万 |
|
| 2026-03-09 |
突破买入 |
买入 |
7.547539999999999 |
124800.0 |
¥94.2万 |
首仓入场 |
| 2026-03-24 |
跌破离场 |
卖出 |
7.5924 |
124800.0 |
¥94.7万 |
|
| 2026-05-07 |
突破买入 |
买入 |
7.15715 |
133600.0 |
¥95.6万 |
首仓入场 |
| 2026-06-17 |
跌破离场 |
卖出 |
7.85214 |
133600.0 |
¥1.05M |
|
| 2026-09-10 |
突破买入 |
买入 |
7.03703 |
148700.0 |
¥1.05M |
首仓入场 |
| 2026-10-28 |
跌破离场 |
卖出 |
7.1 |
148700.0 |
¥1.06M |
|