600016 民生银行 — 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: ¥94.5万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -5.53%）
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 28 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 |
2015-04-09 |
2015-05-18 |
10.143172039 |
10.109879999999999 |
¥-3,574 |
-0.36% |
跌破离场 |
| 2 |
2015-12-21 |
2016-01-08 |
9.021715702999998 |
8.871120000000001 |
¥-1.7万 |
-1.70% |
跌破离场 |
| 3 |
2016-03-04 |
2016-03-29 |
8.661247595 |
8.95104 |
¥3.2万 |
+3.31% |
跌破离场 |
| 4 |
2016-11-24 |
2016-12-20 |
9.392196813999998 |
9.31068 |
¥-9,072 |
-0.90% |
跌破离场 |
| 5 |
2017-05-26 |
2017-08-10 |
8.060467415 |
8.34165 |
¥3.4万 |
+3.46% |
跌破离场 |
| 6 |
2017-11-01 |
2017-12-13 |
8.270740478 |
8.57142 |
¥3.7万 |
+3.60% |
跌破离场 |
| 7 |
2018-01-11 |
2018-02-09 |
8.841481649 |
8.551440000000001 |
¥-3.5万 |
-3.31% |
跌破离场 |
| 8 |
2018-09-05 |
2018-10-12 |
6.067879817999999 |
5.95404 |
¥-2.0万 |
-1.91% |
跌破离场 |
| 9 |
2019-02-14 |
2019-03-26 |
6.0278278059999995 |
6.31368 |
¥4.8万 |
+4.71% |
跌破离场 |
| 10 |
2019-04-09 |
2019-04-25 |
6.618594983 |
6.43356 |
¥-3.0万 |
-2.82% |
跌破离场 |
| 11 |
2019-06-12 |
2019-07-08 |
6.2681398779999995 |
6.06393 |
¥-3.4万 |
-3.29% |
跌破离场 |
| 12 |
2019-09-16 |
2020-01-22 |
6.181854 |
6.25374 |
¥1.1万 |
+1.13% |
跌破离场 |
| 13 |
2020-04-30 |
2020-05-25 |
5.877632760999999 |
5.71428 |
¥-2.8万 |
-2.81% |
跌破离场 |
| 14 |
2020-07-03 |
2020-07-16 |
5.867619758 |
5.67432 |
¥-3.3万 |
-3.32% |
跌破离场 |
| 15 |
2021-09-06 |
2021-09-17 |
4.125357235999999 |
3.97602 |
¥-3.5万 |
-3.65% |
跌破离场 |
| 16 |
2022-01-11 |
2022-01-26 |
3.9751621909999995 |
3.8961 |
¥-1.8万 |
-2.02% |
跌破离场 |
| 17 |
2022-05-27 |
2022-06-27 |
3.8449931519999994 |
3.6963000000000004 |
¥-3.5万 |
-3.90% |
跌破离场 |
| 18 |
2022-11-28 |
2022-12-16 |
3.5045510499999994 |
3.46 |
¥-1.1万 |
-1.30% |
跌破离场 |
| 19 |
2023-04-18 |
2023-05-25 |
3.514564052999999 |
3.88611 |
¥9.0万 |
+10.54% |
跌破离场 |
| 20 |
2023-07-31 |
2023-08-15 |
4.025227205999999 |
3.89 |
¥-3.2万 |
-3.39% |
跌破离场 |
| 21 |
2024-01-29 |
2024-03-14 |
4.005201199999999 |
3.9660300000000004 |
¥-9,166 |
-1.01% |
跌破离场 |
| 22 |
2024-09-26 |
2024-11-01 |
3.644733091999999 |
3.7762200000000004 |
¥3.2万 |
+3.58% |
跌破离场 |
| 23 |
2024-11-20 |
2025-02-26 |
4.105331229999999 |
4.1 |
¥-1,468 |
-0.16% |
跌破离场 |
| 24 |
2025-05-12 |
2025-07-25 |
4.095318226999999 |
5.084910000000001 |
¥22.5万 |
+24.13% |
跌破离场 |
| 25 |
2025-10-24 |
2025-10-31 |
4.1553962449999995 |
3.94605 |
¥-5.8万 |
-5.07% |
跌破离场 |
| 26 |
2026-02-10 |
2026-03-05 |
3.9351101789999996 |
3.8361599999999996 |
¥-2.8万 |
-2.54% |
跌破离场 |
| 27 |
2026-07-31 |
2026-08-17 |
3.6146940829999994 |
3.40659 |
¥-6.2万 |
-5.79% |
跌破离场 |
| 28 |
2026-09-14 |
2026-09-21 |
3.694798107 |
3.45654 |
¥-6.5万 |
-6.48% |
跌破离场 |
逐笔成交记录（共 56 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-04-09 |
突破买入 |
买入 |
10.14013 |
98400.0 |
¥99.8万 |
首仓入场 |
| 2015-05-18 |
跌破离场 |
卖出 |
10.109879999999999 |
98400.0 |
¥99.5万 |
|
| 2015-12-21 |
突破买入 |
买入 |
9.019009999999998 |
109400.0 |
¥98.7万 |
首仓入场 |
| 2016-01-08 |
跌破离场 |
卖出 |
8.871120000000001 |
109400.0 |
¥97.0万 |
|
| 2016-03-04 |
突破买入 |
买入 |
8.65865 |
112200.0 |
¥97.2万 |
首仓入场 |
| 2016-03-29 |
跌破离场 |
卖出 |
8.95104 |
112200.0 |
¥1.00M |
|
| 2016-11-24 |
突破买入 |
买入 |
9.38938 |
107600.0 |
¥1.01M |
首仓入场 |
| 2016-12-20 |
跌破离场 |
卖出 |
9.31068 |
107600.0 |
¥1.00M |
|
| 2017-05-26 |
突破买入 |
买入 |
8.05805 |
123200.0 |
¥99.3万 |
首仓入场 |
| 2017-08-10 |
跌破离场 |
卖出 |
8.34165 |
123200.0 |
¥1.03M |
|
| 2017-11-01 |
突破买入 |
买入 |
8.26826 |
124600.0 |
¥1.03M |
首仓入场 |
| 2017-12-13 |
跌破离场 |
卖出 |
8.57142 |
124600.0 |
¥1.07M |
|
| 2018-01-11 |
突破买入 |
买入 |
8.83883 |
121300.0 |
¥1.07M |
首仓入场 |
| 2018-02-09 |
跌破离场 |
卖出 |
8.551440000000001 |
121300.0 |
¥1.04M |
|
| 2018-09-05 |
突破买入 |
买入 |
6.066059999999999 |
170200.0 |
¥1.03M |
首仓入场 |
| 2018-10-12 |
跌破离场 |
卖出 |
5.95404 |
170200.0 |
¥1.01M |
|
| 2019-02-14 |
突破买入 |
买入 |
6.026019999999999 |
168100.0 |
¥1.01M |
首仓入场 |
| 2019-03-26 |
跌破离场 |
卖出 |
6.31368 |
168100.0 |
¥1.06M |
|
| 2019-04-09 |
突破买入 |
买入 |
6.6166100000000005 |
160800.0 |
¥1.06M |
首仓入场 |
| 2019-04-25 |
跌破离场 |
卖出 |
6.43356 |
160800.0 |
¥1.03M |
|
| 2019-06-12 |
突破买入 |
买入 |
6.266259999999999 |
164500.0 |
¥1.03M |
首仓入场 |
| 2019-07-08 |
跌破离场 |
卖出 |
6.06393 |
164500.0 |
¥99.7万 |
|
| 2019-09-16 |
突破买入 |
买入 |
6.18 |
162000.0 |
¥1.00M |
首仓入场 |
| 2020-01-22 |
跌破离场 |
卖出 |
6.25374 |
162000.0 |
¥1.01M |
|
| 2020-04-30 |
突破买入 |
买入 |
5.875869999999999 |
172200.0 |
¥1.01M |
首仓入场 |
| 2020-05-25 |
跌破离场 |
卖出 |
5.71428 |
172200.0 |
¥98.4万 |
|
| 2020-07-03 |
突破买入 |
买入 |
5.86586 |
167600.0 |
¥98.3万 |
首仓入场 |
| 2020-07-16 |
跌破离场 |
卖出 |
5.67432 |
167600.0 |
¥95.1万 |
|
| 2021-09-06 |
突破买入 |
买入 |
4.12412 |
230000.0 |
¥94.9万 |
首仓入场 |
| 2021-09-17 |
跌破离场 |
卖出 |
3.97602 |
230000.0 |
¥91.4万 |
|
| 2022-01-11 |
突破买入 |
买入 |
3.973969999999999 |
230500.0 |
¥91.6万 |
首仓入场 |
| 2022-01-26 |
跌破离场 |
卖出 |
3.8961 |
230500.0 |
¥89.8万 |
|
| 2022-05-27 |
突破买入 |
买入 |
3.8438399999999993 |
233600.0 |
¥89.8万 |
首仓入场 |
| 2022-06-27 |
跌破离场 |
卖出 |
3.6963000000000004 |
233600.0 |
¥86.3万 |
|
| 2022-11-28 |
突破买入 |
买入 |
3.5035 |
244900.0 |
¥85.8万 |
首仓入场 |
| 2022-12-16 |
跌破离场 |
卖出 |
3.46 |
244900.0 |
¥84.7万 |
|
| 2023-04-18 |
突破买入 |
买入 |
3.5135099999999992 |
241700.0 |
¥84.9万 |
首仓入场 |
| 2023-05-25 |
跌破离场 |
卖出 |
3.88611 |
241700.0 |
¥93.9万 |
|
| 2023-07-31 |
突破买入 |
买入 |
4.024019999999999 |
233800.0 |
¥94.1万 |
首仓入场 |
| 2023-08-15 |
跌破离场 |
卖出 |
3.89 |
233800.0 |
¥90.9万 |
|
| 2024-01-29 |
突破买入 |
买入 |
4.004 |
227100.0 |
¥91.0万 |
首仓入场 |
| 2024-03-14 |
跌破离场 |
卖出 |
3.9660300000000004 |
227100.0 |
¥90.0万 |
|
| 2024-09-26 |
突破买入 |
买入 |
3.6436399999999995 |
246300.0 |
¥89.8万 |
首仓入场 |
| 2024-11-01 |
跌破离场 |
卖出 |
3.7762200000000004 |
246300.0 |
¥93.0万 |
|
| 2024-11-20 |
突破买入 |
买入 |
4.104099999999999 |
223800.0 |
¥91.9万 |
首仓入场 |
| 2025-02-26 |
跌破离场 |
卖出 |
4.1 |
223800.0 |
¥91.7万 |
|
| 2025-05-12 |
突破买入 |
买入 |
4.09409 |
227300.0 |
¥93.1万 |
首仓入场 |
| 2025-07-25 |
跌破离场 |
卖出 |
5.084910000000001 |
227300.0 |
¥1.16M |
|
| 2025-10-24 |
突破买入 |
买入 |
4.15415 |
277300.0 |
¥1.15M |
首仓入场 |
| 2025-10-31 |
跌破离场 |
卖出 |
3.94605 |
277300.0 |
¥1.09M |
|
| 2026-02-10 |
突破买入 |
买入 |
3.9339299999999997 |
278700.0 |
¥1.10M |
首仓入场 |
| 2026-03-05 |
跌破离场 |
卖出 |
3.8361599999999996 |
278700.0 |
¥1.07M |
|
| 2026-07-31 |
突破买入 |
买入 |
3.6136099999999995 |
294100.0 |
¥1.06M |
首仓入场 |
| 2026-08-17 |
跌破离场 |
卖出 |
3.40659 |
294100.0 |
¥1.00M |
|
| 2026-09-14 |
突破买入 |
买入 |
3.6936899999999997 |
272000.0 |
¥1.00M |
首仓入场 |
| 2026-09-21 |
跌破离场 |
卖出 |
3.45654 |
272000.0 |
¥94.0万 |
|