600018 上港集团 — 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: ¥45.9万
策略: 海龟交易法则
K线 & 交易信号（策略收益 -54.08%）
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 43 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 |
2015-03-20 |
2015-05-07 |
7.399609216999998 |
9.38061 |
¥26.7万 |
+26.73% |
跌破离场 |
| 2 |
2015-11-10 |
2015-11-24 |
7.7323189999999995 |
7.2627299999999995 |
¥-7.6万 |
-6.10% |
跌破离场 |
| 3 |
2016-03-07 |
2016-04-21 |
5.126657536000001 |
5.06493 |
¥-1.4万 |
-1.23% |
跌破离场 |
| 4 |
2016-06-01 |
2016-08-11 |
5.246813572000001 |
5.25474 |
¥1,420 |
+0.12% |
跌破离场 |
| 5 |
2016-09-13 |
2016-09-27 |
5.417034622999999 |
5.12487 |
¥-6.3万 |
-5.42% |
跌破离场 |
| 6 |
2016-11-30 |
2016-12-09 |
5.4270476259999985 |
5.20479 |
¥-4.6万 |
-4.12% |
跌破离场 |
| 7 |
2017-01-17 |
2017-03-03 |
5.3269175959999995 |
5.804189999999999 |
¥9.4万 |
+8.93% |
跌破离场 |
| 8 |
2017-03-30 |
2017-08-17 |
6.107931829999999 |
6.333659999999999 |
¥4.3万 |
+3.66% |
跌破离场 |
| 9 |
2017-09-26 |
2017-11-24 |
6.688686003999999 |
7.3226700000000005 |
¥11.3万 |
+9.45% |
跌破离场 |
| 10 |
2018-11-19 |
2018-12-07 |
5.837580748999999 |
5.44 |
¥-8.9万 |
-6.84% |
跌破离场 |
| 11 |
2019-02-14 |
2019-03-27 |
5.577242671 |
7.01298 |
¥31.4万 |
+25.71% |
跌破离场 |
| 12 |
2019-04-08 |
2019-04-29 |
8.732619 |
7.9720200000000006 |
¥-13.2万 |
-8.74% |
跌破离场 |
| 13 |
2019-07-29 |
2019-08-08 |
7.519765252999998 |
5.964030000000001 |
¥-29.2万 |
-20.71% |
跌破离场 |
| 14 |
2019-09-17 |
2019-09-26 |
6.228087865999999 |
5.83416 |
¥-7.1万 |
-6.35% |
跌破离场 |
| 15 |
2019-12-17 |
2020-01-16 |
5.837580749 |
5.60439 |
¥-4.2万 |
-4.02% |
跌破离场 |
| 16 |
2020-06-03 |
2020-08-28 |
4.2912870000000005 |
4.40559 |
¥2.6万 |
+2.63% |
跌破离场 |
| 17 |
2021-01-05 |
2021-01-26 |
4.686085403999999 |
4.52547 |
¥-3.6万 |
-3.46% |
跌破离场 |
| 18 |
2021-05-13 |
2021-06-01 |
4.806241439999999 |
4.68531 |
¥-2.5万 |
-2.55% |
跌破离场 |
| 19 |
2021-06-04 |
2021-06-16 |
4.996488497 |
4.61 |
¥-7.2万 |
-7.76% |
跌破离场 |
| 20 |
2021-07-07 |
2021-07-28 |
5.266839578 |
4.94505 |
¥-5.5万 |
-6.14% |
跌破离场 |
| 21 |
2021-08-31 |
2021-10-14 |
5.547203661999999 |
5.70429 |
¥2.4万 |
+2.80% |
跌破离场 |
| 22 |
2021-12-07 |
2022-02-25 |
5.70741171 |
5.64435 |
¥-9,661 |
-1.13% |
跌破离场 |
| 23 |
2022-04-07 |
2022-04-26 |
6.057866814999999 |
5.7942 |
¥-3.7万 |
-4.38% |
跌破离场 |
| 24 |
2022-05-06 |
2022-06-14 |
6.228087865999999 |
5.94405 |
¥-3.7万 |
-4.59% |
跌破离场 |
| 25 |
2022-09-13 |
2022-10-25 |
5.587255674 |
5.264729999999999 |
¥-4.5万 |
-5.80% |
跌破离场 |
| 26 |
2022-11-28 |
2022-12-20 |
5.386995614 |
5.27472 |
¥-1.5万 |
-2.11% |
跌破离场 |
| 27 |
2023-03-03 |
2023-05-18 |
5.386995614 |
5.47452 |
¥1.2万 |
+1.59% |
跌破离场 |
| 28 |
2023-07-31 |
2023-08-14 |
5.397008616999999 |
5.14485 |
¥-3.5万 |
-4.70% |
跌破离场 |
| 29 |
2023-12-05 |
2023-12-29 |
5.086605523999999 |
4.96503 |
¥-1.7万 |
-2.42% |
跌破离场 |
| 30 |
2024-01-11 |
2024-02-19 |
5.2067615599999995 |
5.30469 |
¥1.3万 |
+1.85% |
跌破离场 |
| 31 |
2024-04-08 |
2024-05-17 |
5.587255674 |
5.544449999999999 |
¥-5,536 |
-0.80% |
跌破离场 |
| 32 |
2024-07-03 |
2024-09-02 |
5.997788797 |
5.96403 |
¥-4,095 |
-0.59% |
跌破离场 |
| 33 |
2024-10-09 |
2024-11-01 |
6.6185949829999995 |
5.94405 |
¥-6.9万 |
-10.22% |
跌破离场 |
| 34 |
2025-03-26 |
2025-04-08 |
5.737450719 |
5.47452 |
¥-2.8万 |
-4.61% |
跌破离场 |
| 35 |
2025-05-15 |
2025-07-01 |
5.837580749 |
5.71 |
¥-1.3万 |
-2.21% |
跌破离场 |
| 36 |
2025-08-22 |
2025-09-01 |
5.811743 |
5.65434 |
¥-1.6万 |
-2.74% |
跌破离场 |
| 37 |
2025-11-11 |
2025-11-24 |
5.707411709999999 |
5.5444499999999985 |
¥-1.6万 |
-2.88% |
跌破离场 |
| 38 |
2026-03-04 |
2026-03-24 |
5.166709547999999 |
4.995 |
¥-1.8万 |
-3.35% |
跌破离场 |
| 39 |
2026-05-11 |
2026-06-05 |
5.116644532999999 |
5.0 |
¥-1.2万 |
-2.31% |
跌破离场 |
| 40 |
2026-07-15 |
2026-08-14 |
5.196748557 |
5.07492 |
¥-1.2万 |
-2.37% |
跌破离场 |
| 41 |
2026-09-02 |
2026-09-21 |
5.567229667999999 |
5.354640000000001 |
¥-1.9万 |
-3.85% |
跌破离场 |
| 42 |
2026-10-15 |
2026-10-26 |
5.587255674 |
5.34 |
¥-2.1万 |
-4.45% |
跌破离场 |
| 43 |
2026-11-02 |
2026-11-13 |
5.767489727999999 |
5.73 |
¥-3,113 |
-0.68% |
强平 |
逐笔成交记录（共 86 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-20 |
突破买入 |
买入 |
7.397389999999999 |
134800.0 |
¥99.7万 |
首仓入场 |
| 2015-05-07 |
跌破离场 |
卖出 |
9.38061 |
134800.0 |
¥1.26M |
|
| 2015-11-10 |
突破买入 |
买入 |
7.73 |
161200.0 |
¥1.25M |
首仓入场 |
| 2015-11-24 |
跌破离场 |
卖出 |
7.2627299999999995 |
161200.0 |
¥1.17M |
|
| 2016-03-07 |
突破买入 |
买入 |
5.12512 |
227300.0 |
¥1.17M |
首仓入场 |
| 2016-04-21 |
跌破离场 |
卖出 |
5.06493 |
227300.0 |
¥1.15M |
|
| 2016-06-01 |
突破买入 |
买入 |
5.245240000000001 |
223700.0 |
¥1.17M |
首仓入场 |
| 2016-08-11 |
跌破离场 |
卖出 |
5.25474 |
223700.0 |
¥1.18M |
|
| 2016-09-13 |
突破买入 |
买入 |
5.41541 |
214900.0 |
¥1.16M |
首仓入场 |
| 2016-09-27 |
跌破离场 |
卖出 |
5.12487 |
214900.0 |
¥1.10M |
|
| 2016-11-30 |
突破买入 |
买入 |
5.425419999999999 |
204200.0 |
¥1.11M |
首仓入场 |
| 2016-12-09 |
跌破离场 |
卖出 |
5.20479 |
204200.0 |
¥1.06M |
|
| 2017-01-17 |
突破买入 |
买入 |
5.32532 |
198300.0 |
¥1.06M |
首仓入场 |
| 2017-03-03 |
跌破离场 |
卖出 |
5.804189999999999 |
198300.0 |
¥1.15M |
|
| 2017-03-30 |
突破买入 |
买入 |
6.106099999999999 |
190000.0 |
¥1.16M |
首仓入场 |
| 2017-08-17 |
跌破离场 |
卖出 |
6.333659999999999 |
190000.0 |
¥1.20M |
|
| 2017-09-26 |
突破买入 |
买入 |
6.686679999999999 |
179600.0 |
¥1.20M |
首仓入场 |
| 2017-11-24 |
跌破离场 |
卖出 |
7.3226700000000005 |
179600.0 |
¥1.31M |
|
| 2018-11-19 |
突破买入 |
买入 |
5.83583 |
223900.0 |
¥1.31M |
首仓入场 |
| 2018-12-07 |
跌破离场 |
卖出 |
5.44 |
223900.0 |
¥1.22M |
|
| 2019-02-14 |
突破买入 |
买入 |
5.57557 |
219200.0 |
¥1.22M |
首仓入场 |
| 2019-03-27 |
跌破离场 |
卖出 |
7.01298 |
219200.0 |
¥1.54M |
|
| 2019-04-08 |
突破买入 |
买入 |
8.73 |
173400.0 |
¥1.51M |
首仓入场 |
| 2019-04-29 |
跌破离场 |
卖出 |
7.9720200000000006 |
173400.0 |
¥1.38M |
|
| 2019-07-29 |
突破买入 |
买入 |
7.517509999999998 |
187300.0 |
¥1.41M |
首仓入场 |
| 2019-08-08 |
跌破离场 |
卖出 |
5.964030000000001 |
187300.0 |
¥1.12M |
|
| 2019-09-17 |
突破买入 |
买入 |
6.226219999999999 |
179400.0 |
¥1.12M |
首仓入场 |
| 2019-09-26 |
跌破离场 |
卖出 |
5.83416 |
179400.0 |
¥1.05M |
|
| 2019-12-17 |
突破买入 |
买入 |
5.83583 |
179600.0 |
¥1.05M |
首仓入场 |
| 2020-01-16 |
跌破离场 |
卖出 |
5.60439 |
179600.0 |
¥1.01M |
|
| 2020-06-03 |
突破买入 |
买入 |
4.29 |
233300.0 |
¥1.00M |
首仓入场 |
| 2020-08-28 |
跌破离场 |
卖出 |
4.40559 |
233300.0 |
¥1.03M |
|
| 2021-01-05 |
突破买入 |
买入 |
4.684679999999999 |
219500.0 |
¥1.03M |
首仓入场 |
| 2021-01-26 |
跌破离场 |
卖出 |
4.52547 |
219500.0 |
¥99.3万 |
|
| 2021-05-13 |
突破买入 |
买入 |
4.804799999999999 |
207100.0 |
¥99.5万 |
首仓入场 |
| 2021-06-01 |
跌破离场 |
卖出 |
4.68531 |
207100.0 |
¥97.0万 |
|
| 2021-06-04 |
突破买入 |
买入 |
4.99499 |
186700.0 |
¥93.3万 |
首仓入场 |
| 2021-06-16 |
跌破离场 |
卖出 |
4.61 |
186700.0 |
¥86.0万 |
|
| 2021-07-07 |
突破买入 |
买入 |
5.26526 |
170100.0 |
¥89.6万 |
首仓入场 |
| 2021-07-28 |
跌破离场 |
卖出 |
4.94505 |
170100.0 |
¥84.1万 |
|
| 2021-08-31 |
突破买入 |
买入 |
5.545539999999999 |
152000.0 |
¥84.3万 |
首仓入场 |
| 2021-10-14 |
跌破离场 |
卖出 |
5.70429 |
152000.0 |
¥86.7万 |
|
| 2021-12-07 |
突破买入 |
买入 |
5.705699999999999 |
149200.0 |
¥85.2万 |
首仓入场 |
| 2022-02-25 |
跌破离场 |
卖出 |
5.64435 |
149200.0 |
¥84.2万 |
|
| 2022-04-07 |
突破买入 |
买入 |
6.056049999999999 |
140000.0 |
¥84.8万 |
首仓入场 |
| 2022-04-26 |
跌破离场 |
卖出 |
5.7942 |
140000.0 |
¥81.1万 |
|
| 2022-05-06 |
突破买入 |
买入 |
6.226219999999999 |
127900.0 |
¥79.7万 |
首仓入场 |
| 2022-06-14 |
跌破离场 |
卖出 |
5.94405 |
127900.0 |
¥76.0万 |
|
| 2022-09-13 |
突破买入 |
买入 |
5.585579999999999 |
139700.0 |
¥78.1万 |
首仓入场 |
| 2022-10-25 |
跌破离场 |
卖出 |
5.264729999999999 |
139700.0 |
¥73.5万 |
|
| 2022-11-28 |
突破买入 |
买入 |
5.38538 |
135800.0 |
¥73.2万 |
首仓入场 |
| 2022-12-20 |
跌破离场 |
卖出 |
5.27472 |
135800.0 |
¥71.6万 |
|
| 2023-03-03 |
突破买入 |
买入 |
5.38538 |
134100.0 |
¥72.2万 |
首仓入场 |
| 2023-05-18 |
跌破离场 |
卖出 |
5.47452 |
134100.0 |
¥73.4万 |
|
| 2023-07-31 |
突破买入 |
买入 |
5.395389999999999 |
136000.0 |
¥73.4万 |
首仓入场 |
| 2023-08-14 |
跌破离场 |
卖出 |
5.14485 |
136000.0 |
¥69.9万 |
|
| 2023-12-05 |
突破买入 |
买入 |
5.08508 |
137300.0 |
¥69.8万 |
首仓入场 |
| 2023-12-29 |
跌破离场 |
卖出 |
4.96503 |
137300.0 |
¥68.1万 |
|
| 2024-01-11 |
突破买入 |
买入 |
5.2052 |
131100.0 |
¥68.3万 |
首仓入场 |
| 2024-02-19 |
跌破离场 |
卖出 |
5.30469 |
131100.0 |
¥69.5万 |
|
| 2024-04-08 |
突破买入 |
买入 |
5.585579999999999 |
124500.0 |
¥69.6万 |
首仓入场 |
| 2024-05-17 |
跌破离场 |
卖出 |
5.544449999999999 |
124500.0 |
¥69.0万 |
|
| 2024-07-03 |
突破买入 |
买入 |
5.99599 |
115200.0 |
¥69.1万 |
首仓入场 |
| 2024-09-02 |
跌破离场 |
卖出 |
5.96403 |
115200.0 |
¥68.7万 |
|
| 2024-10-09 |
突破买入 |
买入 |
6.61661 |
102100.0 |
¥67.6万 |
首仓入场 |
| 2024-11-01 |
跌破离场 |
卖出 |
5.94405 |
102100.0 |
¥60.7万 |
|
| 2025-03-26 |
突破买入 |
买入 |
5.73573 |
107300.0 |
¥61.6万 |
首仓入场 |
| 2025-04-08 |
跌破离场 |
卖出 |
5.47452 |
107300.0 |
¥58.7万 |
|
| 2025-05-15 |
突破买入 |
买入 |
5.83583 |
101000.0 |
¥59.0万 |
首仓入场 |
| 2025-07-01 |
跌破离场 |
卖出 |
5.71 |
101000.0 |
¥57.7万 |
|
| 2025-08-22 |
突破买入 |
买入 |
5.81 |
98900.0 |
¥57.5万 |
首仓入场 |
| 2025-09-01 |
跌破离场 |
卖出 |
5.65434 |
98900.0 |
¥55.9万 |
|
| 2025-11-11 |
突破买入 |
买入 |
5.705699999999999 |
97700.0 |
¥55.8万 |
首仓入场 |
| 2025-11-24 |
跌破离场 |
卖出 |
5.5444499999999985 |
97700.0 |
¥54.2万 |
|
| 2026-03-04 |
突破买入 |
买入 |
5.165159999999999 |
104600.0 |
¥54.0万 |
首仓入场 |
| 2026-03-24 |
跌破离场 |
卖出 |
4.995 |
104600.0 |
¥52.2万 |
|
| 2026-05-11 |
突破买入 |
买入 |
5.11511 |
102800.0 |
¥52.6万 |
首仓入场 |
| 2026-06-05 |
跌破离场 |
卖出 |
5.0 |
102800.0 |
¥51.4万 |
|
| 2026-07-15 |
突破买入 |
买入 |
5.19519 |
98800.0 |
¥51.3万 |
首仓入场 |
| 2026-08-14 |
跌破离场 |
卖出 |
5.07492 |
98800.0 |
¥50.1万 |
|
| 2026-09-02 |
突破买入 |
买入 |
5.565559999999999 |
90200.0 |
¥50.2万 |
首仓入场 |
| 2026-09-21 |
跌破离场 |
卖出 |
5.354640000000001 |
90200.0 |
¥48.3万 |
|
| 2026-10-15 |
突破买入 |
买入 |
5.585579999999999 |
85400.0 |
¥47.7万 |
首仓入场 |
| 2026-10-26 |
跌破离场 |
卖出 |
5.34 |
85400.0 |
¥45.6万 |
|
| 2026-11-02 |
突破买入 |
买入 |
5.765759999999999 |
79400.0 |
¥45.8万 |
首仓入场 |
| 2026-11-13 |
强平 |
卖出 |
5.73 |
79400 |
¥45.5万 |
回测结束强平 |