600015 华夏银行 — 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: ¥1.04M
策略: 海龟交易法则
K线 & 交易信号（策略收益 +3.96%）
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 |
2015-03-19 |
2015-05-06 |
12.81664384 |
15.184799999999997 |
¥18.2万 |
+18.44% |
跌破离场 |
| 2 |
2015-11-06 |
2015-11-30 |
10.974251288 |
10.81917 |
¥-1.7万 |
-1.44% |
跌破离场 |
| 3 |
2016-03-07 |
2016-06-17 |
10.183224051 |
9.93006 |
¥-2.9万 |
-2.52% |
跌破离场 |
| 4 |
2016-08-08 |
2016-09-13 |
10.043042008999999 |
10.12986 |
¥9,434 |
+0.83% |
跌破离场 |
| 5 |
2016-10-24 |
2016-12-16 |
10.393497113999999 |
11.04894 |
¥7.2万 |
+6.27% |
跌破离场 |
| 6 |
2017-01-25 |
2017-03-03 |
11.504940446999997 |
11.37861 |
¥-1.4万 |
-1.13% |
跌破离场 |
| 7 |
2017-06-29 |
2017-06-30 |
9.362157804999999 |
9.260729999999999 |
¥-1.1万 |
-1.11% |
跌破离场 |
| 8 |
2018-01-11 |
2018-02-09 |
9.342131798999999 |
9.43056 |
¥1.1万 |
+0.92% |
跌破离场 |
| 9 |
2018-09-25 |
2018-10-12 |
7.960337384999999 |
7.5324599999999995 |
¥-6.4万 |
-5.40% |
跌破离场 |
| 10 |
2019-02-12 |
2019-03-27 |
7.659947295 |
8.10189 |
¥6.5万 |
+5.74% |
跌破离场 |
| 11 |
2019-06-12 |
2019-07-11 |
7.6522950000000005 |
7.4925 |
¥-2.5万 |
-2.12% |
跌破离场 |
| 12 |
2019-09-05 |
2019-10-08 |
7.429648225999999 |
7.3726199999999995 |
¥-9,395 |
-0.80% |
跌破离场 |
| 13 |
2019-10-15 |
2019-11-01 |
7.770090327999999 |
7.47252 |
¥-4.5万 |
-3.86% |
跌破离场 |
| 14 |
2019-12-18 |
2020-01-17 |
7.6399212889999975 |
7.582409999999999 |
¥-8,765 |
-0.78% |
跌破离场 |
| 15 |
2020-11-24 |
2020-12-11 |
6.448373932 |
6.313680000000001 |
¥-2.4万 |
-2.12% |
跌破离场 |
| 16 |
2021-05-18 |
2021-06-11 |
6.428347926 |
6.323670000000001 |
¥-1.8万 |
-1.66% |
跌破离场 |
| 17 |
2021-09-02 |
2021-09-22 |
5.6773727009999995 |
5.51448 |
¥-3.1万 |
-2.90% |
跌破离场 |
| 18 |
2022-01-11 |
2022-01-26 |
5.747463722 |
5.64435 |
¥-1.9万 |
-1.82% |
跌破离场 |
| 19 |
2022-02-09 |
2022-02-25 |
5.827567745999999 |
5.63436 |
¥-3.4万 |
-3.34% |
跌破离场 |
| 20 |
2022-04-07 |
2022-04-22 |
5.727437715999999 |
5.50449 |
¥-3.9万 |
-3.92% |
跌破离场 |
| 21 |
2022-06-07 |
2022-06-09 |
5.397008616999999 |
5.04495 |
¥-6.2万 |
-6.55% |
跌破离场 |
| 22 |
2022-09-06 |
2022-09-27 |
5.226787566 |
5.06493 |
¥-2.8万 |
-3.13% |
跌破离场 |
| 23 |
2022-11-24 |
2022-12-21 |
5.096618526999999 |
5.1748199999999995 |
¥1.3万 |
+1.50% |
跌破离场 |
| 24 |
2023-03-02 |
2023-05-25 |
5.266839578 |
5.724270000000001 |
¥7.6万 |
+8.65% |
跌破离场 |
| 25 |
2023-07-26 |
2023-08-14 |
5.607281679999999 |
5.57442 |
¥-5,829 |
-0.62% |
跌破离场 |
| 26 |
2023-11-28 |
2023-12-29 |
5.747463721999999 |
5.65434 |
¥-1.6万 |
-1.65% |
跌破离场 |
| 27 |
2024-01-08 |
2024-06-07 |
5.907671769999999 |
6.743250000000001 |
¥13.1万 |
+14.11% |
跌破离场 |
| 28 |
2024-09-09 |
2024-10-28 |
6.538490959000001 |
7.14285 |
¥9.8万 |
+9.21% |
跌破离场 |
| 29 |
2024-11-19 |
2025-01-06 |
7.449674232 |
7.672320000000001 |
¥3.4万 |
+2.96% |
跌破离场 |
| 30 |
2025-03-17 |
2025-04-08 |
7.599869276999999 |
7.4325600000000005 |
¥-2.6万 |
-2.23% |
跌破离场 |
| 31 |
2025-04-17 |
2025-05-06 |
7.950324381999999 |
7.25274 |
¥-10.2万 |
-8.80% |
跌破离场 |
| 32 |
2025-06-11 |
2025-07-23 |
7.840181349000001 |
8.15 |
¥4.2万 |
+3.92% |
跌破离场 |
| 33 |
2026-03-11 |
2026-04-20 |
6.928998075999999 |
7.132860000000001 |
¥3.2万 |
+2.91% |
跌破离场 |
| 34 |
2026-06-15 |
2026-06-22 |
6.989076094 |
6.633360000000001 |
¥-5.8万 |
-5.12% |
跌破离场 |
| 35 |
2026-07-16 |
2026-08-14 |
6.989076094 |
6.63336 |
¥-5.5万 |
-5.12% |
跌破离场 |
| 36 |
2026-11-03 |
2026-11-13 |
6.558516964999999 |
6.66 |
¥1.6万 |
+1.52% |
强平 |
逐笔成交记录（共 72 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-19 |
突破买入 |
买入 |
12.8128 |
77200.0 |
¥98.9万 |
首仓入场 |
| 2015-05-06 |
跌破离场 |
卖出 |
15.184799999999997 |
77200.0 |
¥1.17M |
|
| 2015-11-06 |
突破买入 |
买入 |
10.97096 |
106600.0 |
¥1.17M |
首仓入场 |
| 2015-11-30 |
跌破离场 |
卖出 |
10.81917 |
106600.0 |
¥1.15M |
|
| 2016-03-07 |
突破买入 |
买入 |
10.18017 |
113100.0 |
¥1.15M |
首仓入场 |
| 2016-06-17 |
跌破离场 |
卖出 |
9.93006 |
113100.0 |
¥1.12M |
|
| 2016-08-08 |
突破买入 |
买入 |
10.040029999999998 |
112600.0 |
¥1.13M |
首仓入场 |
| 2016-09-13 |
跌破离场 |
卖出 |
10.12986 |
112600.0 |
¥1.14M |
|
| 2016-10-24 |
突破买入 |
买入 |
10.39038 |
110100.0 |
¥1.14M |
首仓入场 |
| 2016-12-16 |
跌破离场 |
卖出 |
11.04894 |
110100.0 |
¥1.22M |
|
| 2017-01-25 |
突破买入 |
买入 |
11.501489999999999 |
105600.0 |
¥1.21M |
首仓入场 |
| 2017-03-03 |
跌破离场 |
卖出 |
11.37861 |
105600.0 |
¥1.20M |
|
| 2017-06-29 |
突破买入 |
买入 |
9.35935 |
105700.0 |
¥99.0万 |
首仓入场 |
| 2017-06-30 |
跌破离场 |
卖出 |
9.260729999999999 |
105700.0 |
¥97.9万 |
|
| 2018-01-11 |
突破买入 |
买入 |
9.339329999999999 |
127100.0 |
¥1.19M |
首仓入场 |
| 2018-02-09 |
跌破离场 |
卖出 |
9.43056 |
127100.0 |
¥1.20M |
|
| 2018-09-25 |
突破买入 |
买入 |
7.95795 |
149400.0 |
¥1.19M |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
7.5324599999999995 |
149400.0 |
¥1.13M |
|
| 2019-02-12 |
突破买入 |
买入 |
7.65765 |
148400.0 |
¥1.14M |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
8.10189 |
148400.0 |
¥1.20M |
|
| 2019-06-12 |
突破买入 |
买入 |
7.65 |
156700.0 |
¥1.20M |
首仓入场 |
| 2019-07-11 |
跌破离场 |
卖出 |
7.4925 |
156700.0 |
¥1.17M |
|
| 2019-09-05 |
突破买入 |
买入 |
7.42742 |
158600.0 |
¥1.18M |
首仓入场 |
| 2019-10-08 |
跌破离场 |
卖出 |
7.3726199999999995 |
158600.0 |
¥1.17M |
|
| 2019-10-15 |
突破买入 |
买入 |
7.767759999999999 |
150100.0 |
¥1.17M |
首仓入场 |
| 2019-11-01 |
跌破离场 |
卖出 |
7.47252 |
150100.0 |
¥1.12M |
|
| 2019-12-18 |
突破买入 |
买入 |
7.637629999999998 |
146600.0 |
¥1.12M |
首仓入场 |
| 2020-01-17 |
跌破离场 |
卖出 |
7.582409999999999 |
146600.0 |
¥1.11M |
|
| 2020-11-24 |
突破买入 |
买入 |
6.446440000000001 |
172700.0 |
¥1.11M |
首仓入场 |
| 2020-12-11 |
跌破离场 |
卖出 |
6.313680000000001 |
172700.0 |
¥1.09M |
|
| 2021-05-18 |
突破买入 |
买入 |
6.42642 |
169100.0 |
¥1.09M |
首仓入场 |
| 2021-06-11 |
跌破离场 |
卖出 |
6.323670000000001 |
169100.0 |
¥1.07M |
|
| 2021-09-02 |
突破买入 |
买入 |
5.675669999999999 |
188900.0 |
¥1.07M |
首仓入场 |
| 2021-09-22 |
跌破离场 |
卖出 |
5.51448 |
188900.0 |
¥1.04M |
|
| 2022-01-11 |
突破买入 |
买入 |
5.74574 |
181200.0 |
¥1.04M |
首仓入场 |
| 2022-01-26 |
跌破离场 |
卖出 |
5.64435 |
181200.0 |
¥1.02M |
|
| 2022-02-09 |
突破买入 |
买入 |
5.825819999999999 |
174800.0 |
¥1.02M |
首仓入场 |
| 2022-02-25 |
跌破离场 |
卖出 |
5.63436 |
174800.0 |
¥98.5万 |
|
| 2022-04-07 |
突破买入 |
买入 |
5.725719999999999 |
172300.0 |
¥98.7万 |
首仓入场 |
| 2022-04-22 |
跌破离场 |
卖出 |
5.50449 |
172300.0 |
¥94.8万 |
|
| 2022-06-07 |
突破买入 |
买入 |
5.395389999999999 |
176000.0 |
¥95.0万 |
首仓入场 |
| 2022-06-09 |
跌破离场 |
卖出 |
5.04495 |
176000.0 |
¥88.8万 |
|
| 2022-09-06 |
突破买入 |
买入 |
5.225219999999999 |
169800.0 |
¥88.8万 |
首仓入场 |
| 2022-09-27 |
跌破离场 |
卖出 |
5.06493 |
169800.0 |
¥86.0万 |
|
| 2022-11-24 |
突破买入 |
买入 |
5.095089999999999 |
168700.0 |
¥86.0万 |
首仓入场 |
| 2022-12-21 |
跌破离场 |
卖出 |
5.1748199999999995 |
168700.0 |
¥87.3万 |
|
| 2023-03-02 |
突破买入 |
买入 |
5.26526 |
165700.0 |
¥87.3万 |
首仓入场 |
| 2023-05-25 |
跌破离场 |
卖出 |
5.724270000000001 |
165700.0 |
¥94.8万 |
|
| 2023-07-26 |
突破买入 |
买入 |
5.605599999999999 |
168800.0 |
¥94.7万 |
首仓入场 |
| 2023-08-14 |
跌破离场 |
卖出 |
5.57442 |
168800.0 |
¥94.1万 |
|
| 2023-11-28 |
突破买入 |
买入 |
5.74574 |
164300.0 |
¥94.4万 |
首仓入场 |
| 2023-12-29 |
跌破离场 |
卖出 |
5.65434 |
164300.0 |
¥92.9万 |
|
| 2024-01-08 |
突破买入 |
买入 |
5.9059 |
156900.0 |
¥92.7万 |
首仓入场 |
| 2024-06-07 |
跌破离场 |
卖出 |
6.743250000000001 |
156900.0 |
¥1.06M |
|
| 2024-09-09 |
突破买入 |
买入 |
6.536530000000001 |
162000.0 |
¥1.06M |
首仓入场 |
| 2024-10-28 |
跌破离场 |
卖出 |
7.14285 |
162000.0 |
¥1.16M |
|
| 2024-11-19 |
突破买入 |
买入 |
7.447439999999999 |
155000.0 |
¥1.15M |
首仓入场 |
| 2025-01-06 |
跌破离场 |
卖出 |
7.672320000000001 |
155000.0 |
¥1.19M |
|
| 2025-03-17 |
突破买入 |
买入 |
7.5975899999999985 |
156000.0 |
¥1.19M |
首仓入场 |
| 2025-04-08 |
跌破离场 |
卖出 |
7.4325600000000005 |
156000.0 |
¥1.16M |
|
| 2025-04-17 |
突破买入 |
买入 |
7.947939999999998 |
145800.0 |
¥1.16M |
首仓入场 |
| 2025-05-06 |
跌破离场 |
卖出 |
7.25274 |
145800.0 |
¥1.06M |
|
| 2025-06-11 |
突破买入 |
买入 |
7.83783 |
135400.0 |
¥1.06M |
首仓入场 |
| 2025-07-23 |
跌破离场 |
卖出 |
8.15 |
135400.0 |
¥1.10M |
|
| 2026-03-11 |
突破买入 |
买入 |
6.926919999999999 |
159100.0 |
¥1.10M |
首仓入场 |
| 2026-04-20 |
跌破离场 |
卖出 |
7.132860000000001 |
159100.0 |
¥1.13M |
|
| 2026-06-15 |
突破买入 |
买入 |
6.98698 |
162000.0 |
¥1.13M |
首仓入场 |
| 2026-06-22 |
跌破离场 |
卖出 |
6.633360000000001 |
162000.0 |
¥1.07M |
|
| 2026-07-16 |
突破买入 |
买入 |
6.986979999999999 |
154000.0 |
¥1.08M |
首仓入场 |
| 2026-08-14 |
跌破离场 |
卖出 |
6.63336 |
154000.0 |
¥1.02M |
|
| 2026-11-03 |
突破买入 |
买入 |
6.556549999999999 |
156000.0 |
¥1.02M |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
6.66 |
156000 |
¥1.04M |
回测结束强平 |